Self-similarity of banking network
β Scribed by Hajime Inaoka; Hideki Takayasu; Tokiko Shimizu; Takuto Ninomiya; Ken Taniguchi
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 343 KB
- Volume
- 339
- Category
- Article
- ISSN
- 0378-4371
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β¦ Synopsis
We analyzed a network structure formed by monetary transactions between ΓΏnancial institutions. We present a procedure to extract a network structure from a set of records of transactions. The extracted network has self-similarity described by a power-law degree distribution. We also introduce a propagation function to describe the self-similarity. A model of network formation based on a mean-ΓΏeld type interaction is proposed to reproduce the self-similarity of the network.
π SIMILAR VOLUMES
Data, voice, and compressed moving pictures flowing in ATM broadband ISDN networks are expected to be high autocorrelated time series traffics which are different from conventional voice and packet traffics. This paper first describes traffic modeling by a self-similar process for time series data.