金融复杂网络中的关键节点检测

Chenglong Wang, Le Kang, Zhihong Zhang, Zhaohui Zhang, Xiaofeng Wang
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引用次数: 0

摘要

随着金融业的发展,金融交易网络的日益复杂,有效识别交易网络中的关键交易者具有重要意义。交易网络抽象面向复杂网络,交易者抽象面向节点,交易者间交易抽象面向边缘。度中心性、聚类系数、中间中心性、接近中心性等方法不足以评价节点的重要性。因此,我们提出了一种新的算法来评估无向无权网络中节点的重要性。我们以节点的度中心性和聚类系数作为评价指标,并结合最近节点和次最近节点的重要贡献。通过归一化和平均,得到综合考虑节点全局和局部特征的节点重要性基准排序。我们使用郑州商品交易所(ZCE)的真实交易网络数据进行了三个对比实验和分析。实验结果表明,我们的方法取得了较好的效果,可以有效地识别出ZCE中的关键交易交易者。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Key Node Detection in Financial Complex Network
With the development of the financial sector, the growing complexity of financial transaction network, effectively identify a trading network of key trader has a important significance. Trading network abstraction for complex networks, traders abstraction for nodes, trandings between traders abstraction for the edges. The method of degree centrality, clustering coefficient, betweenness centrality, closeness centrality and the like is not sufficient to evaluate the importance of the node. Therefore, we propose a novel algorithm to evaluate the importance of nodes in undirected and unweighted network. We take the degree centrality and clustering coefficient of the nodes as the evaluation indicators, and combine the importance contribution of the nearest and the next nearest nodes. Through normalization and averaging, the benchmark ranking of node importance is obtained, which comprehensively considers the global and local features of the nodes. We used the real trading network data from Zhengzhou Commodity Exchange (ZCE) to conduct three comparative experiments and analyses. The experiment results show that our method has achieved better results, and can effectively identify key trading traders in ZCE.
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