RESEARCH ON RISK MEASUREMENT OF SUPPLY CHAIN FINANCE BASED ON FRACTAL THEORY

DOI10.1142/S0218348X20400137MaRDI QIDQ5025581zbMATH OpenOpenAlexFDO

Authors Xun Liu, Xia Peng, Martin Stuart

Publication date 2 February 2022

Published in Fractals (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1142/s0218348x20400137

zbMATH Keywords

fractal theoryrisk measurementsupply chain financevolatility model

Mathematics Subject Classification ID

Fractals (28A80) Transportation, logistics and supply chain management (90B06) Risk models (general) (91B05) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• A finite difference method for a numerical solution of elliptic boundary value problems
• A probabilistic approach to studies of DP-transformations and faithfullness of covering systems to evaluate the Hausdorff-Besicovitch dimension
• Continuous multifractal models with zero values: a continuous \(\beta \) -multifractal model
• Number theoretic applications of a class of Cantor series fractal functions. II.
• Review of numerical methods for NumILPT with computational accuracy assessment for fractional calculus
• Risk horizon and rebalancing horizon in portfolio risk measurement
• The \(\varepsilon\)-entropy of some infinite dimensional compact ellipsoids and fractal dimension of attractors
• The multiplicative coalescent, inhomogeneous continuum random trees, and new universality classes for critical random graphs

Cited in

(9)

• Application of genetic algorithm and BP neural network in supply chain finance under information sharing
• Exploration on the financing risks of enterprise supply chain using back propagation neural network
• A simple survey for supply chain finance risk management with applications of blockchain
• Financial credit risk evaluation model of supply chain finance based on particle swarm cooperative optimization algorithm
• APPLICATION OF FRACTAL DIMENSION OF FRACTIONAL BROWNIAN MOTION TO SUPPLY CHAIN FINANCING AND OPERATIONAL COMPREHENSIVE DECISION-MAKING
• Financial risk assessment of agricultural products supply chain based on fuzzy analytic hierarchy process
• Risk assessment of supply chain finance with intuitionistic fuzzy information
• Risk studies of measuring pre-purchased goods Salam based on multi-stage inventory decision model
• Trinomial tree based option pricing model in supply chain financing

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