Self-similarity of banking network

被引：33

作者：

Inaoka, H ^{[1
]}

Takayasu, H

Shimizu, T

Ninomiya, T

Taniguchi, K

机构：

[1] Univ Tokyo, Earthquake Res Inst, Tokyo 1130032, Japan

[2] Sony Comp Sci Labs Inc, Tokyo 1410022, Japan

[3] Bank Japan, Tokyo 1008630, Japan

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2004年 / 339卷 / 3-4期

关键词：

banking; network; mean-field;

D O I：

10.1016/j.physa.2004.03.011

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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.

引用

页码：621 / 634

页数：14

共 14 条

[1] Internet -: Diameter of the World-Wide Web [J].