On the fictitious default algorithm in fuzzy financial networks

DOI10.1016/J.IJAR.2020.02.008MaRDI QIDQ2191232zbMATH OpenOpenAlexFDO

Authors Giuseppe De Marco, Chiara Donnini, Federica Gioia, Francesca Perla

Publication date 24 June 2020

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL http://www.csef.it/WP/wp535.pdf

zbMATH Keywords

fixed pointfinancial networksfictitious defaultfuzzy financial data

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Financial networks (including contagion, systemic risk, regulation) (91G45) Mathematical economics and fuzziness (91B86)

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Cites work

• scientific article; zbMATH DE number 1183717 (Why is no real title available?)
• A lattice-theoretical fixpoint theorem and its applications
• A representation of fuzzy numbers
• A simple computation of MIN and MAX operations for fuzzy numbers
• An introduction to fuzzy logic and fuzzy sets
• Contagion in financial networks
• Contagion! Systemic risk in financial networks
• Elementary fuzzy calculus
• Fuzzy sets
• Fuzzy sets as a basis for a theory of possibility
• Systemic risk in financial systems

Cited in

(2)

• An algorithm of propagation in weighted directed graphs with applications to economics and finance
• Special issue on reasoning under partial knowledge

Describes a project that uses

Uses Software

• Matlab

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