Research of Guarantee Network Based on the Theory of Complex Network
JI Yan-bing1, WANG Wei2, ZHAO Ya-wei1
1. College of Engineering and Information Technology, University of Chinese Academy of Sciences, Beijing 100049, China; 2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
Abstract：Based on the enterprises’ guarantee relation data from a commercial bank, this paper builds a guarantee network and does qualitative and quantitative researches with the aid of complex network’s theory. We find that, the guarantee network appears to be a small-world and scale-free network, and its node degree is strongly assortative. Meanwhile, the coreness and betweenness centrality have no apparent connections with the degree. Furthermore, we find and analyze the communities in the guarantee network, and get some interesting conclusions. For example, the distribution of the community’s members has an obvious geographical agglomeration, and enterprise is more likely to guarantee another in the same region, and the communities of Zhejiang and Jiangsu province are various and complex.
吉艳冰, 王伟, 赵亚伟. 基于复杂网络理论的担保网络研究[J]. 复杂系统与复杂性科学, 2014, 11(2): 17-23.
JI Yan-bing, WANG Wei, ZHAO Ya-wei. Research of Guarantee Network Based on the Theory of Complex Network[J]. Complex Systems and Complexity Science, 2014, 11(2): 17-23.
[1] 张乐才. 企业资金担保链:风险消释, 风险传染与风险共享[J]. 经济理论与经济管理, 2011, 10 :57-65. Zhang Lecai. Financial security chain of enterprises:risk reduction, risk contagion and risk sharing—a case study on financial security chain of enterprises in Zhejiang[J]. Economic Theory and Business Management, 2011, 10 :57-65. [2] 彭江波. 以互助联保为基础构建中小企业信用担保体系[J]. 金融研究, 2008, 2 :75-82. Peng Jiangbo. The credit guarantee system of medium and small enterprises based on mutual guarantee[J]. Journal of Financial Research, 2008, 2 :75-82. [3] 童婵. 基于商业银行视角的“担保圈”风险管控研究[D]. 浙江:浙江大学, 2011. Tong Chan. Risk management and control of the guarantee circle from the commercial bank’s view[D]. Zhejiang:Zhejiang University, 2011. [4] 万良勇, 魏明海. 金融生态、利益输送与信贷资源配置效率——基于河北担保圈的案例研究[J]. 管理世界, 2009, 5 :6-16. Wan Liangyong, Wei Minghai. The financial ecology, the tunneling of interest, and the efficiency of the allocation of credit resources—a case study on the guarantee circle in Hebei province[J]. Management World, 2009, 5 :6-16. [5] 陈关荣. 复杂网络及其新近研究进展简介[J]. 力学进展, 2008, 38（6):653-662. Chen Guanrong. A brief introduction of complex networks and its new progress[J]. Advances in Mechanics, 2008, 38（6):653-662. [6] 吴金闪, 狄增如. 从统计物理看复杂网络研究[J]. 物理学进展, 2004, 24（1):18-45. Wu Jinshan, Di Zengru. Complex networks in statistical physics[J]. Progress in Physics, 2004, 24（1):18-45. [7] Williams R J, Martinez N D. Simple rules yield complex food webs[J]. Nature, 2000, 404（6774):180-183. [8] Albert R, Jeong H, Barabási A L. Internet:diameter of the world-wide web[J]. Nature, 1999, 401（6749):130-131. [9] Newman M E J. The structure of scientific collaboration networks[J]. Proceedings of the National Academy of Sciences, 2001, 98（2):404-409. [10] Newman M E J. Networks:an Introduction[M]. Oxford:Oxford University Press, 2009:97-273. [11] Wattts D J, Strogatz S H. Collective dynamics of ‘small-world’ networks[J]. Nature, 1998, 393（6684):440-442. [12] Barabási A L, Albert R. Emergence of scaling in random networks[J]. Science, 1999, 286（5439):509-512. [13] Gaertler M, Patrignani M. Dynamic analysis of the autonomous system graph[C]//IPS 2004, International Workshop on Inter-Domain Performance and Simulation. Budapest, Hungary, 2004 :13-24. [14] Freeman L C. A set of measures of centrality based on betweenness[J]. Sociometry, 1977, 40（1):35-41. [15] Newman M E J. Assortative mixing in networks[J]. Physical Review letters, 2002, 89（20):208701. [16] Newman M E J. Mixing patterns in networks[J]. Physical Review E, 2004, 67（2):026126. [17] Mislove A, Marcon M, Gummadi K P, et al. Measurement and analysis of online social networks[C]//Proceedings of the 7th ACM SIGCOMM conference on Internet Measurement. New York:ACM, 2007 :29-42. [18] Girvan M, Newman M E J. Community structure in social and biological networks[J]. Proceedings of the National Academy of Sciences, 2002, 99（12):7821-7826. [19] Newman M E J. Detecting community structure in networks[J]. The European Physical Journal B-Condensed Matter and Complex Systems, 2004, 38（2):321-330. [20] Arenas A, Díaz-Guilera A, Pérez-Vicente C J. Synchronization reveals topological scales in complex networks[J]. Physical Review Letters, 2006, 96（11):114102. [21] Lambiotte R, Delvenne J C, Barahona M. Laplacian dynamics and multiscale modular structure in networks[DB/OL].[2013-01-05]. http://arxiv.org/pdf/0812.1770.pdf. [22] Flake G W, Lawrence S, Giles C L, et al. Self-organization and identification of web communities[J]. Computer, 2002, 35（3):66-70. [23] Adamic L A, Adar E. Friends and neighbors on the web[J]. Social Networks, 2003, 25（3):211-230. [24] Gargi U, Lu W, Mirrokni V S, et al. Large-scale community detection on Youtube for topic discovery and exploration[DB/OL].[2013-01-05].http://www.aaai.org/ocs/index.php/ICWSM/ICWSM11/paper/view/2864. [25] Mucha P J, Richardson T, Macon K, et al. Community structure in time-dependent, multiscale, and multiplex networks[J]. Science, 2010, 328（5980):876-878. [26] Kemighan B W, Lin S. An efficient heuristic procedure for partitioning graphs[J]. Bell System Technical Journal, 1970, 49（3):291-307. [27] Fiedler M. Algebraic connectivity of graphs[J]. Czechoslovak Mathematical Journal, 1973, 23（2):298-305. [28] Newman M E J. Fast algorithm for detecting community structure in networks[J]. Physical review E, 2004, 69（6):066133. [29] Lancichinetti A, Fortunato S. Community detection algorithms:a comparative analysis[J]. Physical Review E, 2009, 80（5):056117. [30] Clauset A, Newman M E J, Moore C. Finding community structure in very large networks[J]. Physical Review E, 2004, 70（6):066111. [31] Newman M E J, Girvan M. Finding and evaluating community structure in networks[J]. Physical Review E, 2004, 69（2):026113. [32] 杜权, 郑炳蔚. 对当前浙江企业担保链问题的思考[J]. 浙江金融, 2010, 6:20-21. Du Quan, Zhen Bingwei. Thinking about the current problems of enterprises’ guarantee chain in Zhejiang[J]. Zhejiang Finance, 2010（6):20-21.
