英文标题：
《The risk of contagion spreading and its optimal control in the economy》
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作者：
Olena Kostylenko, Helena Sofia Rodrigues, Delfim F. M. Torres
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最新提交年份：
2018
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英文摘要：
The global crisis of 2008 provoked a heightened interest among scientists to study the phenomenon, its propagation and negative consequences. The process of modelling the spread of a virus is commonly used in epidemiology. Conceptually, the spread of a disease among a population is similar to the contagion process in economy. This similarity allows considering the contagion in the world financial system using the same mathematical model of infection spread that is often used in epidemiology. Our research focuses on the dynamic behaviour of contagion spreading in the global financial network. The effect of infection by a systemic spread of risks in the network of national banking systems of countries is tested. An optimal control problem is then formulated to simulate a control that may avoid significant financial losses. The results show that the proposed approach describes well the reality of the world economy, and emphasizes the importance of international relations between countries on the financial stability.
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中文摘要：
2008年的全球危机激发了科学家们对这一现象、其传播和负面后果的研究兴趣。建模病毒传播的过程通常用于流行病学。从概念上讲，疾病在人群中的传播类似于经济中的传染过程。这种相似性允许使用流行病学中常用的感染传播数学模型来考虑世界金融体系中的传染。我们的研究重点是全球金融网络中传染蔓延的动态行为。对各国国家银行系统网络中系统性风险传播的影响进行了测试。然后，提出了一个最优控制问题，以模拟可能避免重大财务损失的控制。结果表明，该方法很好地描述了世界经济的现实，强调了国家间国际关系对金融稳定的重要性。
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分类信息：

一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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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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