Self-similarity of banking network
Self-similarity of banking network
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DOI：
10.1016/j.physa.2004.03.011
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发表时间：
2004-08-15
影响因子：
3.3
通讯作者：
Taniguchi, K
中科院分区：
文献类型：
--
作者：
Inaoka, H;Takayasu, H;Taniguchi, K
我们分析了金融机构之间货币交易形成的网络结构。我们提出了一个从一组交易记录中提取网络结构的过程。提取的网络具有由幂律度分布描述的自相似性。我们还引入了传播函数来描述自相似性。提出了一种基于平均场型相互作用的网络形成模型来再现网络的自相似性。 (C) 2004 Elsevier B.V. 保留所有权利。
We analyzed a network structure formed by monetary transactions between financial institutions. We present a procedure to extract a network structure from a set of records of transactions. The extracted network has self-similarity described by a power-law degree distribution. We also introduce a propagation function to describe the self-similarity. A model of network formation based on a mean-field type interaction is proposed to reproduce the self-similarity of the network. (C) 2004 Elsevier B.V. All rights reserved.