KMS Of Academy of mathematics and systems sciences, CAS
| Multilayer Financial Complex Networks and Their Applications | |
| Li, Xuerong1; Xu, Xiaoyue2; Liu, Jiaqi3; Dong, Jichang3; Lu, Jinhu1,4 | |
| 2022-07-27 | |
| Source Publication | IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS
 |
| ISSN | 1549-8328 |
| Pages | 14 |
| Abstract | 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. |
| Keyword | 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 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[62141604] ; National Natural Science Foundation of China[61621003] |
| WOS Research Area | Engineering |
| WOS Subject | Engineering, Electrical & Electronic |
| WOS ID | WOS:000833043500001 |
| Publisher | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/61125 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Lu, Jinhu |
| Affiliation | 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 |
| 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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