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| 基于复杂网络的基金加权网络结构分析 | |
| 引用本文： | 陈海阳,张玉林,周长银. 基于复杂网络的基金加权网络结构分析[J]. 佳木斯大学学报, 2011, 29(1): 36-40 |
| 作者姓名： | 陈海阳 张玉林 周长银 |
| 作者单位： | 山东科技大学信息科学与工程学院; |
| 基金项目： | 山东自然科学基金项目(Y2008A01) |
| 摘 要： | 为了探讨中国基金市场的网络结构,先通过二分网的单顶点网络构建了基金无向加权网络,再利用网络的基本几何统计量对网络结构特征进行分析.实证分析结果表明基金网络系统是小世界网络和同类匹配网络,并且网络度分布和点强度分布服从幂律分布.进一步分析,找到了这些网络特征的现实含义以及基金在股票投资中的一些特点. |
| 关 键 词： | 基金市场 加权网络 幂律分布 小世界 度相关性 |
Weighted Network Structure Analysis of Fund Based on Complex Networks |
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| CHEN Hai-yang,ZHANG Yu-lin,ZHOU Chang-yin. Weighted Network Structure Analysis of Fund Based on Complex Networks[J]. Journal of Jiamusi University(Natural Science Edition), 2011, 29(1): 36-40 | |
| Authors: | CHEN Hai-yang ZHANG Yu-lin ZHOU Chang-yin |
| Affiliation: | CHEN Hai-yang,ZHANG Yu-lin,ZHOU Chang-yin(College of Information Science and Engineering,Shandong University of Science and Technology,Qingdao 266510,China) |
| Abstract: | To study the network structure of Chinese fund market,the fund undirected and weighted network were constructed using bipartite network of fund market,and then the basic geometric statistics of network was used to analyze the structure of network.The statistical results showed that the network system are 'small-world' network and assortative network,and the degree distribution and strength distribution are power-law.As further analysis,the practical significance of these network characteristics and some cha... |
| Keywords: | fund market weighted network power-law distribution small-world degree correlations |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |