Dynamical Systems Approach to Distributed Finance: challenges and new perspectives

分布式金融的动态系统方法：挑战和新视角

• 批准号: 1811415
• 金额: --
• 依托单位: University of Sussex
• 依托单位国家: 英国
• 项目类别: Studentship
• 财政年份: 2016
• 资助国家: 英国
• 起止时间: 2016 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=studentship-1811415
• 关键词: Dynamical; Systems; Approach; Distributed; Finance

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

该项目的主要重点是应用数学建模和非线性动力学和时滞系统技术来分析各种金融互动的复杂网络，例如P2P借贷，通过有针对性的广告分享信息，奖励计划等。这将使我们能够对人类行为的复杂性有新的认识，例如在Twitter，Facebook和地方层面上向追随者群体传播信息，结合全球意识及其对整体市场行为的影响。此外，它还将提供优化P2P借贷网络和广告策略性能的具体方法。该项目涵盖的一些具体领域包括但不限于-代理人的自组织-为什么“传染”在某些情况下传播而在其他情况下不传播-新兴货币市场的同步和控制：从布里斯托磅（本地）到比特币（全球）到一般加密货币的吸收和使用-广告中的延迟效应：通过商誉（平均过去的广告支出）和遗忘时间来理解资源的最佳定位