Complex Network and Systemic Risk Analysis of Financial systems Based on Computational Experiment Method

We construct an artificial financial system based on the computational experimental method. After that, the complex network morphological features of the financial system and its influence on the systemic risk are both analyzed by leading a simulation process. The simulation results indicate that the artificial financial system displays a scale-free property which exists in real-world financial systems. In addition, the larger network scale and network heterogeneity can effectively resist the systemic risk in terms of network structures.