森林火灾模型作为金融系统的超临界动态模型
Forest Fire Model as a Supercritical Dynamic Model in Financial Systems
摘要：
近年来，复杂系统中的大规模连锁故障引起了人们的广泛关注。这种极端事件已被视为自组织临界（SOC）的一个组成部分。最近的实证研究表明，一些极端事件系统地偏离了SOC范式，需要不同的理论框架。通过研究金融危机，我们从理论上进一步阐明了这种可能性。我们建立了我们的金融危机模型的著名的森林火灾模型在无标度网络。我们的分析显示了一个非平凡的缩放功能，表明超临界行为，这是独立的系统大小。超临界状态下的极端事件是泡沫破裂的结果，泡沫的种子是由长期的良性金融环境所播下的，几乎没有冲击。我们的研究结果表明，政策制定者可以通过保持经济在良性环境的合理持续时间内运行来控制金融崩溃的程度。
英文摘要：
Recently, large-scale cascading failures in complex systems have garnered substantial attention. Such extreme events have been treated as an integral part of the self-organized criticality (SOC). Recent empirical work has suggested that some extreme events systematically deviate from the SOC paradigm, requiring a different theoretical framework. We shed additional theoretical light on this possibility by studying financial crisis. We build our model of financial crisis on the well-known forest fire model in scale-free networks. Our analysis shows a non-trivial scaling feature indicating supercritical behavior, which is independent of system size. Extreme events in the supercritical state result from bursting of a fat bubble, seeds of which are sown by a protracted period of a benign financial environment with few shocks. Our findings suggest that policymakers can control the magnitude of financial meltdowns by keeping the economy operating within reasonable duration of a benign environment.
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