Social dynamics of financial networks
Abstract Recurrent interactions between agents play an essential role in the organization of a dynamic complex system. While intensive researches have been done on social systems formed by human interactions, dynamical rules are not well understood in economic systems. Here we study the evolution of...
Main Authors: | Teruyoshi Kobayashi, Taro Takaguchi |
---|---|
Format: | Article |
Language: | English |
Published: |
SpringerOpen
2018-06-01
|
Series: | EPJ Data Science |
Subjects: | |
Online Access: | http://link.springer.com/article/10.1140/epjds/s13688-018-0143-y |
Similar Items
-
Financial inclusions in social networks
by: Sigova Mariia, et al.
Published: (2021-01-01) -
Assessing the Systemic Risk in the Financial System of Iran using Granger Causality Network Method
by: Ali Rahimi Baghi, et al.
Published: (2019-05-01) -
The multiplex nature of global financial contagions
by: R. Maria del Rio-Chanona, et al.
Published: (2020-10-01) -
A network characterization of the interbank exposures in Peru
by: Walter Cuba, et al.
Published: (2021-09-01) -
A tensor-based unified approach for clustering coefficients in financial multiplex networks
by: Bartesaghi, P., et al.
Published: (2022)