Implementation of a Port-graph Model for Finance
Nneka Ene
Electronic Proceedings in Theoretical Computer Science · 2019
doi:10.4204/eptcs.288.2 (opens in a new tab)
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Abstract
In this paper we examine the process involved in the design and implementation of a port-graph model to be used for the analysis of an agent-based rational negligence model. Rational negligence describes the phenomenon that occurred during the financial crisis of 2008 whereby investors chose to trade asset-backed securities without performing independent evaluations of the underlying assets. This has contributed to motivating the search for more effective and transparent tools in the modelling of the capital markets. This paper shall contain the details of a proposal for the use of a visual declarative language, based on strategic port-graph rewriting, as a visual modelling tool to analyse an asset-backed securitisation market.
Abstract licence: CC BY-NC-ND
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