Network entropy and systemic risk in dynamic banking systems

DOI10.1155/2017/1852897zbMath1377.93147OpenAlexW2765893292MaRDI QIDQ1687399

Liang He, Shouwei Li

Publication date: 3 January 2018

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/1852897

zbMATH Keywords

small-world networkssystemic riskrandom networksscale-free networksnetwork entropydynamic banking systems

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Stochastic systems in control theory (general) (93E03) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

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Cites Work

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• Assessing interbank contagion using simulated networks
• Emergence of Scaling in Random Networks
• Network topology of the interbank market
• Modelling the emergence of the interbank networks
• Collective dynamics of ‘small-world’ networks

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