{"id":"https://openalex.org/W4243276309","doi":"https://doi.org/10.1109/wsc.2014.7019947","title":"Regulation of systemic risk through contributory endogenous agent-based modeling","display_name":"Regulation of systemic risk through contributory endogenous agent-based modeling","publication_year":2014,"publication_date":"2014-12-01","ids":{"openalex":"https://openalex.org/W4243276309","doi":"https://doi.org/10.1109/wsc.2014.7019947"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2014.7019947","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2014.7019947","pdf_url":null,"source":{"id":"https://openalex.org/S4363608779","display_name":"Proceedings of the Winter Simulation Conference 2014","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Winter Simulation Conference 2014","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/A5002838417","display_name":"Aurora J. Bristor","orcid":null},"institutions":[{"id":"https://openalex.org/I4210131439","display_name":"Applied Mathematics (United States)","ror":"https://ror.org/03seew607","country_code":"US","type":"company","lineage":["https://openalex.org/I4210131439"]},{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Aurora J. Bristor","raw_affiliation_strings":["Applied Mathematics Statistics, and Scientific Computation, University of Maryland, College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Applied Mathematics Statistics, and Scientific Computation, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I4210131439","https://openalex.org/I66946132"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080886590","display_name":"Sean Barnes","orcid":"https://orcid.org/0000-0001-5497-6277"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sean L. Barnes","raw_affiliation_strings":["Robert H. Smith School of Business, University of Maryland, College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000889975","display_name":"Michael C. Fu","orcid":"https://orcid.org/0000-0003-2105-4932"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael C. Fu","raw_affiliation_strings":["Robert H. Smith School of Business, University of Maryland, College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business, University of Maryland, College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"863","last_page":"874"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9984999895095825,"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/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9984999895095825,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9968000054359436,"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/T12394","display_name":"Insurance and Financial Risk Management","score":0.9897000193595886,"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/leverage","display_name":"Leverage (statistics)","score":0.8220061659812927},{"id":"https://openalex.org/keywords/clarity","display_name":"CLARITY","score":0.8040222525596619},{"id":"https://openalex.org/keywords/systemic-risk","display_name":"Systemic risk","score":0.7609971761703491},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.6166240572929382},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5812285542488098},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5059239268302917},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.44185858964920044},{"id":"https://openalex.org/keywords/financial-stability","display_name":"Financial stability","score":0.41018304228782654},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.3566672205924988},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3300718665122986},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.2956082820892334},{"id":"https://openalex.org/keywords/financial-system","display_name":"Financial system","score":0.26351314783096313},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.23446741700172424},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1810220181941986},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.1755015254020691},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08579272031784058}],"concepts":[{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.8220061659812927},{"id":"https://openalex.org/C2777146004","wikidata":"https://www.wikidata.org/wiki/Q14949826","display_name":"CLARITY","level":2,"score":0.8040222525596619},{"id":"https://openalex.org/C144587487","wikidata":"https://www.wikidata.org/wiki/Q1369234","display_name":"Systemic risk","level":3,"score":0.7609971761703491},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.6166240572929382},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5812285542488098},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5059239268302917},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.44185858964920044},{"id":"https://openalex.org/C2992337254","wikidata":"https://www.wikidata.org/wiki/Q31275820","display_name":"Financial stability","level":2,"score":0.41018304228782654},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3566672205924988},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3300718665122986},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.2956082820892334},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.26351314783096313},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.23446741700172424},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1810220181941986},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.1755015254020691},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08579272031784058},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/wsc.2014.7019947","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2014.7019947","pdf_url":null,"source":{"id":"https://openalex.org/S4363608779","display_name":"Proceedings of the Winter Simulation Conference 2014","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Winter Simulation Conference 2014","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Zero hunger","score":0.4699999988079071,"id":"https://metadata.un.org/sdg/2"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1988463647","https://openalex.org/W2031533839","https://openalex.org/W2112693915","https://openalex.org/W2114493251","https://openalex.org/W2278913692","https://openalex.org/W3125264555","https://openalex.org/W4231282061","https://openalex.org/W4237168452","https://openalex.org/W6676902892"],"related_works":["https://openalex.org/W2086338133","https://openalex.org/W4367679314","https://openalex.org/W225526533","https://openalex.org/W2078361494","https://openalex.org/W2009234990","https://openalex.org/W4244083766","https://openalex.org/W2091016074","https://openalex.org/W2134615400","https://openalex.org/W2023583523","https://openalex.org/W3122655961"],"abstract_inverted_index":{"The":[0,23],"Financial":[1,32],"Stability":[2],"Oversight":[3],"Council":[4],"(FSOC)":[5],"was":[6],"created":[7],"to":[8,12,15,36,77,96,109],"identify":[9],"and":[10,60,80,127],"respond":[11],"emerging":[13],"threats":[14],"the":[16,19,27,29,43,57,70,73,78,99,136],"stability":[17],"of":[18,26,31,46,63,72,92,101,139],"U.S.":[20],"financial":[21],"system.":[22],"research":[24],"arm":[25],"FSOC,":[28],"Office":[30],"Research,":[33],"has":[34],"begun":[35],"explore":[37],"agent-based":[38],"models":[39],"(ABMs)":[40],"for":[41,135],"measuring":[42],"emergent":[44,82],"threat":[45],"systemic":[47],"risk.":[48,140],"We":[49,84,112],"propose":[50],"an":[51,89],"ABM-based":[52],"regulatory":[53,116],"structure":[54,100,123],"that":[55,114],"incentivizes":[56],"honest":[58],"participation":[59],"data":[61],"contribution":[62],"regulated":[64],"firms":[65,74],"while":[66,131],"providing":[67],"clarity":[68],"into":[69],"actions":[71],"as":[75],"endogenous":[76],"market":[79,95,110],"driving":[81],"behavior.":[83],"build":[85],"this":[86,102,121],"scheme":[87,103],"onto":[88],"existing":[90],"ABM":[91],"a":[93],"single-asset":[94],"examine":[97],"whether":[98],"could":[104],"provide":[105],"its":[106],"own":[107],"benefits":[108],"stabilization.":[111],"find":[113],"without":[115],"intervention,":[117],"markets":[118],"acting":[119],"within":[120],"proposed":[122],"experience":[124],"fewer":[125],"bankruptcies":[126],"lower":[128],"leverage":[129],"buildup":[130],"returning":[132],"larger":[133],"profits":[134],"same":[137],"amount":[138]},"counts_by_year":[],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}