Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during financial crises are referred to as financial contagion. We simulate the transmission of financial crises in the context of a model of...

The problem of asset risk analysis is positioned within the computational intelligence paradigm. We suggest an algorithm for reformulating asset pricing, which involves incorporating imprecise information into the pricing factors through fuzzy variables as well as a calibration procedure for...