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复杂网络理论的银行间市场网络结构演化模型
引用本文:厉浩,陈庭强,何建敏. 复杂网络理论的银行间市场网络结构演化模型[J]. 北京理工大学学报(社会科学版), 2012, 14(2): 71-76
作者姓名:厉浩  陈庭强  何建敏
作者单位:1.东南大学 经济管理学院, 南京 210096
基金项目:国家自然科学基金资助项目(71071034);江苏省自然科学基金资助项目(BK2009290);教育部人文社科基金资助项目(09YJA630021,10YJC630296)
摘    要:银行间市场作为一种复杂的经济系统,可以从复杂网络理论对其网络结构进行分析,研究银行间网络结构的拓扑性和动力学特征。因此,在考虑银行间市场网络节点之间具有随机和择优混合存在的连接方式基础上,构建了随机—无标度混合演化网络模型和扩展随机—无标度混合演化网络模型,通过计算机仿真分别研究了银行间市场网络结构的度分布。结果表明:银行间市场的随机—无标度混合网络随银行间市场的择优行为强度的增加从随机演化网络向BA无标度演化网络演化。

关 键 词:复杂网络   银行网络结构   度分布   网络演化

The Interbank Market Network Structure Evolution Model based on the Complex Network Theory
LI Hao,CHEN Tingqiang and HE Jianmin. The Interbank Market Network Structure Evolution Model based on the Complex Network Theory[J]. Journal of Beijing Institute of Technology(Social Sciences Edition), 2012, 14(2): 71-76
Authors:LI Hao  CHEN Tingqiang  HE Jianmin
Affiliation:1.College of Economic Management, Southeast University, Nanjing 210096, China
Abstract:Interbank market, as a complex economic system, can analyze topology and dynamics characteristics of the networks structure of interbank market based on complex networks. Therefore, on the basis of the random and optimizing mixed existence connection pattern between bank market network nodes, this paper establishes the random scale-free mixed evolution network model, extends random scale-free mixed evolution network model, and respectively studies these distributions of the networks structure of interbank market through the computer simulation. The results show that random scale-free mixed network of the interbank market evolves eventually to BA scale-free evolution network from random evolution network along with the strength increase of the preferential behavior of interbank market through theoretical analysis and simulation experiment.
Keywords:complex network  bank network structure  degree distribution  network evolution
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