{"id":"https://openalex.org/W2020628378","doi":"https://doi.org/10.1109/cec.2010.5586243","title":"A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion","display_name":"A mixed-game and co-evolutionary genetic programming agent-based model of financial contagion","publication_year":2010,"publication_date":"2010-07-01","ids":{"openalex":"https://openalex.org/W2020628378","doi":"https://doi.org/10.1109/cec.2010.5586243","mag":"2020628378"},"language":"en","primary_location":{"id":"doi:10.1109/cec.2010.5586243","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2010.5586243","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Congress on Evolutionary Computation","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100453039","display_name":"Fang Liu","orcid":"https://orcid.org/0000-0002-0893-679X"},"institutions":[{"id":"https://openalex.org/I59433898","display_name":"Brunel University of London","ror":"https://ror.org/00dn4t376","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I59433898"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Fang Liu","raw_affiliation_strings":["Brunel Business School, Brunei University, West London, UK","Brunel Business School, Brunel University West London, UB8 3PH, United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Brunel Business School, Brunei University, West London, UK","institution_ids":["https://openalex.org/I59433898"]},{"raw_affiliation_string":"Brunel Business School, Brunel University West London, UB8 3PH, United Kingdom","institution_ids":["https://openalex.org/I59433898"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5026634489","display_name":"Antoaneta Serguieva","orcid":null},"institutions":[{"id":"https://openalex.org/I59433898","display_name":"Brunel University of London","ror":"https://ror.org/00dn4t376","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I59433898"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Antoaneta Serguieva","raw_affiliation_strings":["Brunel Business School, Brunei University, West London, UK","Brunel Business School, Brunel University West London, UB8 3PH, United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Brunel Business School, Brunei University, West London, UK","institution_ids":["https://openalex.org/I59433898"]},{"raw_affiliation_string":"Brunel Business School, Brunel University West London, UB8 3PH, United Kingdom","institution_ids":["https://openalex.org/I59433898"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009805193","display_name":"Paresh Date","orcid":"https://orcid.org/0000-0001-7097-9961"},"institutions":[{"id":"https://openalex.org/I59433898","display_name":"Brunel University of London","ror":"https://ror.org/00dn4t376","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I59433898"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Paresh Date","raw_affiliation_strings":["School of Information Systems, Computing and Mathematics, Brunei University, West London, UK","School of Information Systems, Computing and Mathematics, Brunel University West London, UB8 3PH, United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information Systems, Computing and Mathematics, Brunei University, West London, UK","institution_ids":[]},{"raw_affiliation_string":"School of Information Systems, Computing and Mathematics, Brunel University West London, UB8 3PH, United Kingdom","institution_ids":["https://openalex.org/I59433898"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I59433898"],"apc_list":null,"apc_paid":null,"fwci":8.6311,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.97083969,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":"63","issue":null,"first_page":"1","last_page":"7"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9987999796867371,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/financial-market","display_name":"Financial market","score":0.6026367545127869},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"Financial contagion","score":0.5992497205734253},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.5656223297119141},{"id":"https://openalex.org/keywords/genetic-programming","display_name":"Genetic programming","score":0.5137887597084045},{"id":"https://openalex.org/keywords/herd-behavior","display_name":"Herd behavior","score":0.48072412610054016},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.4702300727367401},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4493480324745178},{"id":"https://openalex.org/keywords/multinational-corporation","display_name":"Multinational corporation","score":0.4398305416107178},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.39294564723968506},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3603307902812958},{"id":"https://openalex.org/keywords/herding","display_name":"Herding","score":0.3569929003715515},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.343599796295166},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3325076699256897},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1776142418384552}],"concepts":[{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.6026367545127869},{"id":"https://openalex.org/C2778890369","wikidata":"https://www.wikidata.org/wiki/Q499041","display_name":"Financial contagion","level":3,"score":0.5992497205734253},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.5656223297119141},{"id":"https://openalex.org/C110332635","wikidata":"https://www.wikidata.org/wiki/Q629498","display_name":"Genetic programming","level":2,"score":0.5137887597084045},{"id":"https://openalex.org/C102235558","wikidata":"https://www.wikidata.org/wiki/Q1609678","display_name":"Herd behavior","level":3,"score":0.48072412610054016},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.4702300727367401},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4493480324745178},{"id":"https://openalex.org/C158016649","wikidata":"https://www.wikidata.org/wiki/Q161726","display_name":"Multinational corporation","level":2,"score":0.4398305416107178},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.39294564723968506},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3603307902812958},{"id":"https://openalex.org/C177605951","wikidata":"https://www.wikidata.org/wiki/Q1484503","display_name":"Herding","level":2,"score":0.3569929003715515},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.343599796295166},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3325076699256897},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1776142418384552},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C97137747","wikidata":"https://www.wikidata.org/wiki/Q38112","display_name":"Forestry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cec.2010.5586243","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cec.2010.5586243","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Congress on Evolutionary Computation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W141474522","https://openalex.org/W1526077807","https://openalex.org/W1567605768","https://openalex.org/W1586330789","https://openalex.org/W1976503548","https://openalex.org/W2005711429","https://openalex.org/W2017303147","https://openalex.org/W2034341526","https://openalex.org/W2050643653","https://openalex.org/W2110574470","https://openalex.org/W2115899065","https://openalex.org/W2119772324","https://openalex.org/W2129574778","https://openalex.org/W2133986364","https://openalex.org/W2145250129","https://openalex.org/W2149908462","https://openalex.org/W2760442026","https://openalex.org/W2949346072","https://openalex.org/W2955909055","https://openalex.org/W3104413182","https://openalex.org/W3121831568","https://openalex.org/W3123068586","https://openalex.org/W3123880662","https://openalex.org/W3124605126","https://openalex.org/W3125007389","https://openalex.org/W3125528453","https://openalex.org/W4230437101","https://openalex.org/W4253501119","https://openalex.org/W6631724101","https://openalex.org/W6651774258"],"related_works":["https://openalex.org/W2391294282","https://openalex.org/W3009415710","https://openalex.org/W2724416953","https://openalex.org/W3124945637","https://openalex.org/W2364704484","https://openalex.org/W1489293997","https://openalex.org/W3125654515","https://openalex.org/W3122268801","https://openalex.org/W3035577688","https://openalex.org/W3122734983"],"abstract_inverted_index":{"Over":[0],"the":[1,17,33,39,71,111,149,156],"past":[2],"two":[3],"decades,":[4],"financial":[5,23,29,36,54,112,146],"market":[6,45],"crises":[7,24,37,147],"with":[8,148],"similar":[9],"features":[10],"have":[11],"occurred":[12],"in":[13,38,110],"different":[14,94],"regions":[15],"of":[16,35,41,44,80,91],"world.":[18],"Unstable":[19],"cross-market":[20,153],"linkages":[21],"during":[22],"are":[25],"referred":[26],"to":[27,97,137,151,165],"as":[28],"contagion.":[30,74],"We":[31],"simulate":[32],"transmission":[34],"context":[40],"a":[42,60],"model":[43,68,76],"participants":[46],"adopting":[47],"various":[48],"strategies;":[49],"this":[50],"allows":[51],"testing":[52],"for":[53,73],"contagion":[55,105,139],"under":[56],"alternative":[57],"scenarios.":[58],"Using":[59],"comprehensive":[61],"approach,":[62],"we":[63],"develop":[64,166],"an":[65,141],"agent-based":[66],"multinational":[67],"and":[69,85,131],"investigate":[70],"reasons":[72],"Our":[75,124],"comprises":[77],"four":[78],"types":[79,90],"traders:":[81],"noise,":[82],"herd,":[83],"game,":[84],"technical":[86],"traders":[87,92],"respectively.":[88],"Different":[89],"use":[93],"computational":[95,121],"strategies":[96],"make":[98],"\u201cbuy\u201d,":[99],"\u201csell\u201d,":[100],"or":[101],"\u201dhold\u201d":[102],"decisions.":[103],"Although":[104],"has":[106,115],"been":[107,118],"extensively":[108],"investigated":[109],"literature,":[113],"it":[114],"not":[116],"yet":[117],"studied":[119],"through":[120],"intelligence":[122],"techniques.":[123],"simulations":[125],"shed":[126],"light":[127],"on":[128],"parameter":[129],"values":[130],"characteristics":[132],"which":[133],"can":[134],"be":[135,162],"exploited":[136],"detect":[138],"at":[140],"earlier":[142],"stage,":[143],"hence":[144],"recognizing":[145],"potential":[150],"destabilize":[152],"linkages.":[154],"In":[155],"real":[157],"world,":[158],"such":[159],"information":[160],"would":[161],"extremely":[163],"valuable":[164],"appropriate":[167],"risk":[168],"management":[169],"strategies.":[170]},"counts_by_year":[{"year":2013,"cited_by_count":2}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}