| 基于复杂网络理论的沪深A股分析 |
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| 引用本文： | 鲁巍巍,林正春. 基于复杂网络理论的沪深A股分析[J]. 科学技术与工程, 2009, 9(11) |
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| 作者姓名： | 鲁巍巍 林正春 |
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| 作者单位： | 华南理工大学,理学院数学系,广州,510640;华南理工大学,计算机科学与工程学院,广州,510006 |
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| 摘 要： | 根据复杂网络理论,从一个新的角度分析沪深A股.对沪深A股构建复杂网络,计算网络的集聚系数和吸引率,得到不同行业的聚合强度及其对A股市场股价波动的影响程度.计算结果表明,金融股内部的聚合强度最大,行业内部股价波动更容易传播,股价波动对中国A股市场股价的波动影响最大.
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| 关 键 词： | 复杂网络 上市公司 聚集系数 吸引率 |
Analysis on the Shanghai and Shenzhen's A Share Markets Based on the Theory of Complex Networks |
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| LU Wei-wei,LIN Zheng-chun. Analysis on the Shanghai and Shenzhen's A Share Markets Based on the Theory of Complex Networks[J]. Science Technology and Engineering, 2009, 9(11) |
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| Authors: | LU Wei-wei LIN Zheng-chun |
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| Affiliation: | Department of Mathematics;School of Science;South China University of Technology;Guangzhou 510640;P.R.China;School of Computer Science & Engineering;South China University of Technology1;Guangzhou 510006;P.R.China |
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| Abstract: | Providing a new perspective on analysis the China A Share Market by using theories of complex network.A complex network was built with China A Share Stocks,the networks of clustering coefficient and attraction coefficient were computed according to the network.Different industries of polymerization intensity are obtained and on the impact of stock price volatility to China A Share Market.The computed results indicate that internal polymerization intensity of the financial industries is biggest,the internal ... |
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| Keywords: | complex network listed company clustering coefficient attraction rate |
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