Shizhao Zhu

Shizhao Zhu

Oct. 30, 2026

Network, Threshold, Cross-correlation matrix, Bank, Assets.

In order to explore the structural changes of financial networks at different time scales and different time scales, the state provides reliable theoretical basis for determining international economic relations and policies. Based on complex scientific theory, cross-correlation matrix eigenvectors are used. When the component of eigenvectors is greater than the threshold value of 0.4, the nodes are netted. Link builds connection. Firstly, the stock data are arranged in the order of total assets from large to small, and the interaction between stocks in the financial network is analyzed. At different times, the core stock of the network is constructed by banking stocks, and the network basically presents a stable structure, not changing with time. The interaction between financial networks will undergo drastic changes during the financial crisis or bubble. The construction of threshold network nodes is more robust and safe. The experimental results show that the research can help the government formulate and improve the macro-economy.

© 2026, the Authors. Published by ISCCAC

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