英文标题：
《Network and Agent Dynamics with Evolving Protection against Systemic
  Risk》
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作者：
Chulwook Park
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最新提交年份：
2019
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英文摘要：
  The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than researchers understood them to be. In this paper, we show how to construct a large variety of behaviors by applying a simple algorithm to networked agents, which could, conceivably, offer a straightforward way out of the complexity. The model starts with the probability that systemic risk spreads. Even in a very random social structure, the propagation of risk is guaranteed by an arbitrary network property of a set of elements. Despite intensive systemic risk, the potential of the absence of failure could also be driven when there has been a strong investment in protection through a heuristically evolved protection level. It is very interesting to discover that many applications are still seeking the mechanisms through which networked individuals build many of these protection process or mechanisms based on fitness due to evolutionary drift. Our implementation still needs to be polished against what happens in the real world, but in general, the approach could be useful for researchers and those who need to use protection dynamics to guard against systemic risk under intrinsic randomness in artificial circumstances.
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中文摘要：
保护过程的动态性一直是系统风险分析中的一个根本挑战。（此类动力学）所涉及机制背后的概念原则和方法技术比研究人员所理解的更难掌握。在本文中，我们展示了如何通过将一个简单的算法应用于网络代理来构造各种各样的行为，可以想象，这可以提供一种简单的方法来摆脱复杂性。该模型从系统性风险扩散的概率开始。即使在一个非常随机的社会结构中，风险的传播也由一组元素的任意网络属性来保证。尽管存在着严重的系统性风险，但当通过启发式进化的保护级别在保护方面进行了大量投资时，也可能会推动不出现故障的可能性。有趣的是，许多应用程序仍在寻找机制，通过这些机制，网络化的个体可以构建许多基于进化漂移的适应度的保护过程或机制。我们的实现仍然需要根据现实世界中发生的情况进行改进，但总体而言，该方法可能对研究人员和那些需要使用保护动态来防范人工环境中内在随机性下的系统性风险的人有用。
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分类信息：

一级分类：Computer Science        计算机科学
二级分类：Social and Information Networks        社会和信息网络
分类描述：Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模，包括它们在联机信息访问、通信和交互方面的应用，以及它们作为数据集在这些领域和其他领域的问题探索中的作用，包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题；计算应用包括H.3、H.4和H.5中的主题；计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议（例如TCP/IP）的论文通常更适合网络和因特网体系结构（CS.NI）类别。
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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