{"id":"https://openalex.org/W4297154331","doi":"https://doi.org/10.22541/au.166417037.79439503/v1","title":"Finite-time stability and optimal control for stochastic credit risk contagion model with sentiment","display_name":"Finite-time stability and optimal control for stochastic credit risk contagion model with sentiment","publication_year":2022,"publication_date":"2022-09-26","ids":{"openalex":"https://openalex.org/W4297154331","doi":"https://doi.org/10.22541/au.166417037.79439503/v1"},"language":"en","primary_location":{"id":"doi:10.22541/au.166417037.79439503/v1","doi":"https://doi.org/10.22541/au.166417037.79439503/v1","is_oa":true,"landing_page_url":"https://doi.org/10.22541/au.166417037.79439503/v1","pdf_url":"https://www.authorea.com/doi/pdf/10.22541/au.166417037.79439503","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.authorea.com/doi/pdf/10.22541/au.166417037.79439503","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018559717","display_name":"Yan Shao","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I21642278","display_name":"Ningxia University","ror":"https://ror.org/04j7b2v61","country_code":"CN","type":"education","lineage":["https://openalex.org/I21642278"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yan Shao","raw_affiliation_strings":["Ningxia University","School of Mathematics and Statistics, Ningxia University, Yinchuan, 750021, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ningxia University","institution_ids":["https://openalex.org/I21642278"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Ningxia University, Yinchuan, 750021, China","institution_ids":["https://openalex.org/I21642278"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100416854","display_name":"Ting Li","orcid":"https://orcid.org/0000-0001-7291-3050","observed_orcids":["https://orcid.org/0000-0001-7291-3050","https://orcid.org/0000-0001-9756-1442","https://orcid.org/0009-0006-1739-7085"]},"institutions":[{"id":"https://openalex.org/I21642278","display_name":"Ningxia University","ror":"https://ror.org/04j7b2v61","country_code":"CN","type":"education","lineage":["https://openalex.org/I21642278"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ting Li","raw_affiliation_strings":["Ningxia University","School of Mathematics and Statistics, Ningxia University, Yinchuan, 750021, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ningxia University","institution_ids":["https://openalex.org/I21642278"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Ningxia University, Yinchuan, 750021, China","institution_ids":["https://openalex.org/I21642278"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108048489","display_name":"Weiguo Zhang","orcid":"https://orcid.org/0009-0005-2953-2603","observed_orcids":["https://orcid.org/0009-0005-2953-2603"]},"institutions":[{"id":"https://openalex.org/I90610280","display_name":"South China University of Technology","ror":"https://ror.org/0530pts50","country_code":"CN","type":"education","lineage":["https://openalex.org/I90610280"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weiguo Zhang","raw_affiliation_strings":["South China University of Technology","School of Business Administration, South China University of Technology, Guangzhou, 510640, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"South China University of Technology","institution_ids":["https://openalex.org/I90610280"]},{"raw_affiliation_string":"School of Business Administration, South China University of Technology, Guangzhou, 510640, China","institution_ids":["https://openalex.org/I90610280"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100676986","display_name":"Wenting Zhao","orcid":"https://orcid.org/0000-0002-7270-2568","observed_orcids":["https://orcid.org/0000-0002-7270-2568"]},"institutions":[{"id":"https://openalex.org/I21642278","display_name":"Ningxia University","ror":"https://ror.org/04j7b2v61","country_code":"CN","type":"education","lineage":["https://openalex.org/I21642278"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wenting Zhao","raw_affiliation_strings":["Ningxia University","School of Mathematics and Statistics, Ningxia University, Yinchuan, 750021, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ningxia University","institution_ids":["https://openalex.org/I21642278"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Ningxia University, Yinchuan, 750021, China","institution_ids":["https://openalex.org/I21642278"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5018559717"],"corresponding_institution_ids":["https://openalex.org/I21642278"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6830999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6830999851226807,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.09160000085830688,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.05510000139474869,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/credit-risk-contagion","display_name":"credit risk contagion","score":1.0},{"id":"https://openalex.org/keywords/levy-processes","display_name":"L\u00e9vy processes","score":0.9359999895095825},{"id":"https://openalex.org/keywords/finite-time-stability","display_name":"finite-time stability","score":0.9959999918937683},{"id":"https://openalex.org/keywords/optimal-control","display_name":"optimal control","score":0.7450000047683716},{"id":"https://openalex.org/keywords/pontryagin-s-maximum-principle","display_name":"Pontryagin maximum principle","score":0.9120000004768372},{"id":"https://openalex.org/keywords/lyapunov-function","display_name":"Lyapunov function","score":0.8519999980926514}],"concepts":[{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.8033531308174133},{"id":"https://openalex.org/C89997419","wikidata":"https://www.wikidata.org/wiki/Q2828882","display_name":"Credit valuation adjustment","level":4,"score":0.5372236967086792},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5320167541503906},{"id":"https://openalex.org/C55439883","wikidata":"https://www.wikidata.org/wiki/Q360812","display_name":"Correctness","level":2,"score":0.47716301679611206},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42865121364593506},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41937950253486633},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3693288564682007},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.2597004175186157},{"id":"https://openalex.org/C24308983","wikidata":"https://www.wikidata.org/wiki/Q5183781","display_name":"Credit reference","level":3,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.22541/au.166417037.79439503/v1","doi":"https://doi.org/10.22541/au.166417037.79439503/v1","is_oa":true,"landing_page_url":"https://doi.org/10.22541/au.166417037.79439503/v1","pdf_url":"https://www.authorea.com/doi/pdf/10.22541/au.166417037.79439503","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.22541/au.166417037.79439503/v1","doi":"https://doi.org/10.22541/au.166417037.79439503/v1","is_oa":true,"landing_page_url":"https://doi.org/10.22541/au.166417037.79439503/v1","pdf_url":"https://www.authorea.com/doi/pdf/10.22541/au.166417037.79439503","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G6437130653","display_name":null,"funder_award_id":"71720107002","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7569389211","display_name":null,"funder_award_id":"2021AAC03022","funder_id":"https://openalex.org/F4320322877","funder_display_name":"Natural Science Foundation of Ningxia Province"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320322877","display_name":"Natural Science Foundation of Ningxia Province","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4297154331.pdf","grobid_xml":"https://content.openalex.org/works/W4297154331.grobid-xml"},"referenced_works_count":28,"referenced_works":["https://openalex.org/W365369051","https://openalex.org/W1525883337","https://openalex.org/W2041631857","https://openalex.org/W2053274574","https://openalex.org/W2109294356","https://openalex.org/W2125968149","https://openalex.org/W2130682975","https://openalex.org/W2146840082","https://openalex.org/W2326010876","https://openalex.org/W2369866561","https://openalex.org/W2422339536","https://openalex.org/W2567275197","https://openalex.org/W2592374295","https://openalex.org/W2597109886","https://openalex.org/W2963330251","https://openalex.org/W2992179252","https://openalex.org/W3007823175","https://openalex.org/W3026479760","https://openalex.org/W3123834602","https://openalex.org/W3126785685","https://openalex.org/W3134337809","https://openalex.org/W3161121329","https://openalex.org/W3197916146","https://openalex.org/W4200476990","https://openalex.org/W4210561155","https://openalex.org/W4224218526","https://openalex.org/W4235816940","https://openalex.org/W4255870372"],"related_works":["https://openalex.org/W3086176581","https://openalex.org/W3122767363","https://openalex.org/W4243831181","https://openalex.org/W2174137427","https://openalex.org/W1571844936","https://openalex.org/W2019076357","https://openalex.org/W1864548409","https://openalex.org/W2301514279","https://openalex.org/W2811013453","https://openalex.org/W2272380430"],"abstract_inverted_index":{"Counterparty":[0],"sentiment":[1,62],"and":[2,63,86,104],"major":[3],"uncertain":[4],"factors":[5],"always":[6],"affect":[7],"credit":[8,12,22,30,67,75,80],"risk":[9,13,23,31,68,76,81],"contagion":[10,32,69],"in":[11,36],"transfer":[14],"(CRT)":[15],"market.":[16],"In":[17],"order":[18],"to":[19],"effectively":[20,73],"analyze":[21],"contagion,":[24,77],"this":[25],"paper":[26],"proposes":[27],"a":[28],"stochastic":[29,79],"model":[33,83],"considering":[34],"sentiments,":[35],"which":[37],"the":[38,47,78,87,102,107],"stochasticity":[39],"is":[40,56,84,91],"driven":[41],"by":[42,93],"L\u00e9vy":[43,64],"process.":[44],"Based":[45],"on":[46,66],"Lyapunov":[48],"function":[49],"method,":[50],"sufficient":[51],"condition":[52],"of":[53,60,106],"finite-time":[54],"stability":[55],"derived.":[57],"The":[58],"impacts":[59],"counterparty":[61],"process":[65],"are":[70],"analyzed.":[71],"To":[72],"control":[74,82,89],"established,":[85],"optimal":[88],"strategy":[90],"given":[92],"using":[94],"Pontryagin\u2019s":[95],"maximum":[96],"principle.":[97],"Numerical":[98],"simulating":[99],"results":[100],"show":[101],"correctness":[103],"effectiveness":[105],"theory.":[108]},"counts_by_year":[],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2025-10-10T00:00:00"}
