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Multilayer Financial Complex Networks and Their Applications
Li, Xuerong1; Xu, Xiaoyue2; Liu, Jiaqi3; Dong, Jichang3; Lu, Jinhu1,4
SourceIEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS
2022-07-27
Pages14
KeywordCouplings Complex networks Biological system modeling Banking Entropy Analytical models Urban areas Financial networks maximum entropy approach multi-layer networks risk contagion spillover effects
ISSN1549-8328
DOI10.1109/TCSI.2022.3187694
English AbstractIn the context of global integration, the theory of financial complex networks has made significant contributions to the establishment of stable financial systems and effective regulatory systems. This survey paper presents a systematic methodology for the multi-layer financial complex networks and their applications. Several typical financial networks in existing research are first summarized: the interbank network, the credit network, the international trade network, and the dealer network. The main methods used in the existing literature to analyze the structure of financial networks include maximum entropy methods, network characterization, community detection, and dynamic multi-layer network. Financial risk contagion as well as spillover effects are the core issues that most of the literature focuses on. Finally, this paper reviews the shortcomings of the existing literature and suggests future research directions in this area.
Funding ProjectNational Natural Science Foundation of China[62141604] ; National Natural Science Foundation of China[61621003]
WOS Research AreaEngineering
Language英语
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
WOS IDWOS:000833043500001
Content Type期刊论文
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/61124]  
Collection中国科学院数学与系统科学研究院
Corresponding AuthorLu, Jinhu
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sino Danish Coll, Beijing 100049, Peoples R China
3.Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100190, Peoples R China
4.Beihang Univ, Sch Automat Sci & Elect Engn, Beijing 100191, Peoples R China
Recommended Citation
GB/T 7714
Li, Xuerong,Xu, Xiaoyue,Liu, Jiaqi,et al. Multilayer Financial Complex Networks and Their Applications[J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS,2022:14.
APA Li, Xuerong,Xu, Xiaoyue,Liu, Jiaqi,Dong, Jichang,&Lu, Jinhu.(2022).Multilayer Financial Complex Networks and Their Applications.IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS,14.
MLA Li, Xuerong,et al."Multilayer Financial Complex Networks and Their Applications".IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS (2022):14.
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