The Roles of Information Diffusion on Financial Risk Spreading on Two-Layer Networks

被引：1

作者：

Lin, Min ^{[1
]}

Duan, Li ^{[2
]}

Li, Yanjin ^{[3
]}

Xiao, Qin ^{[4
]}

机构：

[1] Sichuan Normal Univ, Sch Econ & Management, Chengdu, Peoples R China

[2] Sichuan Acad Social Sci, Chengdu, Peoples R China

[3] Sichuan Univ, Coll Int Studies, Chengdu, Peoples R China

[4] Southwestern Univ Finance & Econ, Law Sch, Chengdu, Peoples R China

来源：

FRONTIERS IN PHYSICS | 2022年 / 10卷

关键词：

financial risk spreading; information diffusion; two-layer networks; spreading size; financial network; CONTAGION;

D O I：

10.3389/fphy.2022.905205

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The financial risk spreads widely on the financial network and the risk information diffuses broadly on the social networks. How the information diffusion affects the financial risk spreading still lacks mathematical study. This paper proposes a model to describe the coevolution of financial information diffusion and financial risk spreading on a two-layered network. We use a mean-field approach to describe the spreading dynamics and adopt extensive numerical simulations to simulate the dynamics. We find that financial information diffusion can suppress the financial risk generally. Notably, there exists an optimal information diffusion probability at which the financial risk is greatly suppressed. Our results may shed some light on controlling the financial risk spreading dynamics.

引用

页数：7