بازسازی شبکه بین بانکی روسیه با استفاده از الگوریتم های متاویری

We propose an application of the metaheuristic algorithm to interbank market reconstruction. This is a simulated annealing algorithm that is considered, and it is Russian interbank market that this is applied to. We consider a network with the 504 largest Russian banks to be compared with corresponding empirical results obtained by Leonidov & Rumyantsev. The topological properties of a graph to be fitted was average in- and out-degree, density and average clustering coefficient. The proposed algorithm of network reconstruction is compared with maximum entropy, minimum density, low density methods. Results shown the efficiency of the approach.