{
  "annotation_id": "d18eb0f4-b66f-48e1-b1c5-4a49233a895e",
  "date_created": "2026-03-02T18:01:14.872000Z",
  "date_modified": "2026-03-02T18:01:14.872000Z",
  "file_hash": "5c26983eb0ec3ef636cd651ad39d809a5520c90e44756e0b90527f9f65b02ad9",
  "private": false,
  "record": {
    "abstract": "We use the theory of complex networks in order to quantitatively characterize\nthe formation of communities in a particular financial market. The system is\ncomposed by different banks exchanging on a daily basis loans and debts of\nliquidity. Through topological analysis and by means of a model of network\ngrowth we can determine the formation of different group of banks characterized\nby different business strategy. The model based on Pareto\u0027s Law makes no use of\ngrowth or preferential attachment and it reproduces correctly all the various\nstatistical properties of the system. We believe that this network modeling of\nthe market could be an efficient way to evaluate the impact of different\npolicies in the market of liquidity.",
    "arxiv_id": "physics/0610108",
    "authors": [
      "G. De Masi",
      "G. Iori",
      "G. Caldarelli"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.GN"
    ],
    "doi": "10.1103/PhysRevE.74.066112",
    "title": "A fitness model for the Italian Interbank Money Market",
    "url": "https://arxiv.org/abs/physics/0610108"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "e6f057a7-e033-4bbf-bb84-5dcc10a64b31",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}