Dynamical Systems Approach to Distributed Finance: challenges and new perspectives

点击翻译按钮获取中文摘要

The main focus of the project is the application of mathematical modelling and techniques of nonlinear dynamics and time-delayed systems to the analysis of complex networks of a wide range of financial interactions, such as P2P lending, information sharing through targeted advertising, reward schemes and so forth. This will allow us to gain new insights into the intricacies of human behaviour, such as the spread of information to groups of followers on Twitter, Facebook and similar at a local level, in combination with global awareness and its influences on the overall market behaviour. Furthermore, it will deliver specific methodologies for optimising the performance of P2P lending networks and advertising strategies. Some specific areas to be covered by the project include, but are not limited to- Self-organisation of agents --- why 'contagion' spreads in some cases and not in others- Synchronisation and control in emerging currency markets: from Bristol Pound (local) to Bitcoin (global) to general crypto-currency uptake and usage- delayed effects in advertising: understanding optimal targeting of resources through goodwill (average past advertising expenditure) and forgetting time