Multilayer Financial Complex Networks and Their Applications

doi:10.1109/TCSI.2022.3187694

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	Multilayer Financial Complex Networks and Their Applications
	Li, Xuerong 1; Xu, Xiaoyue 2; Liu, Jiaqi 3; Dong, Jichang 3; Lu, Jinhu 1,4
	2022-07-27
发表期刊	IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS
ISSN	1549-8328
页码	14
摘要	In 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.
关键词	Couplings Complex networks Biological system modeling Banking Entropy Analytical models Urban areas Financial networks maximum entropy approach multi-layer networks risk contagion spillover effects
DOI	10.1109/TCSI.2022.3187694
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[62141604] ; National Natural Science Foundation of China[61621003]
WOS研究方向	Engineering
WOS类目	Engineering, Electrical & Electronic
WOS记录号	WOS:000833043500001
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/61125
专题	中国科学院数学与系统科学研究院
通讯作者	Lu, Jinhu
作者单位	1.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
推荐引用方式 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.