A Kinetic Theory Model of the Dynamics of Liquidity Profiles on Interbank Networks
This paper adopts the Kinetic Theory for Active Particles (KTAP) approach to model the dynamics of liquidity profiles on a complex adaptive network system that mimic a stylized financial market. Individual incentives of investors to form or delete a link is driven, in our modelling framework, by sto...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/13/2/363 |