英文标题：
《Implementation of a Port-graph Model for Finance》
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作者：
Nneka Ene (Kings College London)
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最新提交年份：
2019
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英文摘要：
  In this paper we examine the process involved in the design and implementation of a port-graph model to be used for the analysis of an agent-based rational negligence model. Rational negligence describes the phenomenon that occurred during the financial crisis of 2008 whereby investors chose to trade asset-backed securities without performing independent evaluations of the underlying assets. This has contributed to motivating the search for more effective and transparent tools in the modelling of the capital markets.   This paper shall contain the details of a proposal for the use of a visual declarative language, based on strategic port-graph rewriting, as a visual modelling tool to analyse an asset-backed securitisation market.
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中文摘要：
在本文中，我们研究了用于分析基于代理的理性疏忽模型的端口图模型的设计和实现过程。理性疏忽描述了2008年金融危机期间发生的一种现象，即投资者选择交易资产支持证券，而没有对相关资产进行独立评估。这有助于推动在资本市场建模中寻求更有效和透明的工具。本文应包含使用基于战略端口图重写的可视化声明性语言作为分析资产支持证券化市场的可视化建模工具的提案详情。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Mathematical Finance        数学金融学
分类描述：Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法，包括随机、概率和泛函分析、代数、几何和其他方法
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