[1]马兴福 王红 李园园.基于复杂网络的中小企业板股市网络特性分析[J].计算机技术与发展,2012,(04):172-174.
　MA Xing-fu,WANG Hong,LI Yuan-yuan.Characteristic Analysis of Small and Medium Enterprises Board Stock Market Network Based on Complex Network[J].,2012,(04):172-174.
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基于复杂网络的中小企业板股市网络特性分析()
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《计算机技术与发展》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2012年04期
页码:
172-174
栏目:
应用开发研究
出版日期:
1900-01-01

文章信息/Info

Title:
Characteristic Analysis of Small and Medium Enterprises Board Stock Market Network Based on Complex Network
文章编号:
1673-629X（2012）04-0172-03
作者:
马兴福 王红 李园园
山东师范大学信息科学与工程学院
Author(s):
MA Xing-fu; WANG Hong; LI Yuan-yuan
School of Information Science and Engineering,Shandong Normal University
关键词:
复杂网络; 股市网络; 小世界; 无标度; 中心性
Keywords:
complex network;  stock market network;  small-world;  scale-free;  centrality
分类号:
TP393
文献标志码:
A
摘要:
基于复杂网络的理论及研究方法,以中小企业板股票为节点、股票价格波动相关系数作为连边构建一个无向加权的股市网络。对该股市网络进行研究分析发现,中小板股市网络具有典型的小世界效应和无标度特性,这说明了在该股市网络中,单只股票的价格波动会很容易地影响到其它股票,新上市的股票更容易与具有很多连接的股票关联。并通过分析节点的影响系数和节点的介数,发现该股市网络存在对网络有重要影响的节点,这些节点的移除将会影响到证券市场的稳定性,因此有必要加强对这些股票的管理
Abstract:
Based on the complex network theory and research methods,an undirected and unweighted stock market network is built taking the small and medium enterprises board stock as the node,the correlation coefficient of the stock price fluctuation as the boundaries.After studying and analyzing this network,it is found that the small stock market has the typical characteristics of small-world effect and the scale-free property.It indicates that in this network the fluctuation of a single stock price can easily affect other stocks and the new stocks are more easily correlated with those ones who have many connections.There existed some nodes which have a great impact on the network by analyzing the influence coefficient and the betweenness of nodes.The removal of these nodes will affect the stability of the stock market,so it is essential to enhance the management of these stocks

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备注/Memo

备注/Memo:
国家自然科学基金（60970004）; 山东省研究生教育创新计划项目（SDYY10059）; 山东师范大学研究生重点课程项目马兴福（1988-），男，山东临沂人，硕士研究生，研究方向为复杂网络；王红，教授，硕士生导师，研究方向为复杂网络、移动计算
更新日期/Last Update: 1900-01-01