论文标题
比较银行业的集体行为
Comparing the collective behavior of banking industry
论文作者
论文摘要
作为自适应复杂网络的资本市场最重要的特征之一是它们的集体行为。在本文中，我们分析了四个世界股市的银行业，这些市场由新兴和成熟的银行市场组成。通过应用一个重要的复杂性概念，随机矩阵理论（RMT），建立的是，即使我们使用RMT工具：参与率（PR），节点参与率（NPR）（NPR）和相对参与率（RPR），成熟市场的集体行为程度更高，而NPR插图与整个市场相比，与整个市场相比，它比整个市场和RPR都通过集体的行为进行了范围。通过应用本地和全球扰动，我们得出的结论是，由于集体行为的高水平，成熟的市场更容易受到扰动。最后，通过绘制相关矩阵的树状图和热图，
One of the most important features of capital markets as an adaptive complex networks is their collective behavior. In this paper, we have analyzed the banking sectors of 4 world stock markets,which composed of emerging and matures ones. By applying one the important complexity notions, Random matrix theory(RMT), it is founded that mature markets have a higher degree of collective behavior,Even though we used RMT tools: participation ratio(PR), node participation ratio(NPR)and relative participation ratio(RPR) , which NPR illustrated independent banks than whole market and RPR compared collective behavior of markets by a normal range. By applying local and global perturbations, we concluded that mature markets are more vulnerable to perturbations due to the high level of collective behavior. Finally, by drawing the dendrograms and heat maps of the correlation matrices,
