Self-similarity of banking network
AbstractWe 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.
Volume (Year): 339 (2004)
Issue (Month): 3 ()
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Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/
Banking; Network; Mean-field;
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- Ou, Ruiqiu & Yang, Jianmei, 2012. "On structural properties of scale-free networks with finite size," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 887-894.
- Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2012. "Optimal portfolio for a robust financial system," Papers 1211.5235, arXiv.org, revised Feb 2013.
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