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摘要翻译：
考虑到网络的稀疏性，提出了一种基于熵最大化的网络重构模型。本文利用2000年至2016年间日本各银行资产负债表上的财务数据，利用构建的重构模型对日本银行间网络进行了重构。成功地再现了观测到的银行间网络的稀疏性。我们通过计算重要的网络属性来检验重建后的银行间网络的特征。我们获得以下特征，这些特征与先前已知的程式化事实相一致。虽然我们没有引入核心和外围结构的生成机制，但我们施加了考虑稀疏性的约束条件，即除了主要商业银行之外，同一银行类别内没有交易，核心和外围结构是自发产生的。我们使用PageRank的值和degree来确定每个社区中的主要节点，以检查每个银行类别的角色变化。观察到的银行角色变化被认为是日本银行2013年4月开始的定量和定性货币宽松政策的结果。
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英文标题：
《Reconstruction of Interbank Network using Ridge Entropy Maximization
Model》
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作者：
Yuichi Ikeda and Hidetoshi Takeda
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最新提交年份：
2021
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分类信息：
一级分类：Economics 经济学
二级分类：General Economics 一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要：
We develop a network reconstruction model based on entropy maximization considering the sparsity of networks. We reconstruct the interbank network in Japan from financial data in individual banks' balance sheets using the developed reconstruction model from 2000 to 2016. The observed sparsity of the interbank network is successfully reproduced. We examine the characteristics of the reconstructed interbank network by calculating important network attributes. We obtain the following characteristics, which are consistent with the previously known stylized facts. Although we do not introduce the mechanism to generate the core and peripheral structure, we impose the constraints to consider the sparsity that is no transactions within the same bank category except for major commercial banks, the core and peripheral structure has spontaneously emerged. We identify major nodes in each community using the value of PageRank and degree to examine the changing role of each bank category. The observed changing role of banks is considered a result of the quantitative and qualitative monetary easing policy started by the Bank of Japan in April 2013.
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PDF链接：
https://arxiv.org/pdf/2001.04097
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