| 基于无标度网络的深圳证券交易市场特性分析 |
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| 引用本文： | 侯明扬,伍海华.基于无标度网络的深圳证券交易市场特性分析[J].青岛大学学报(自然科学版),2008,21(1):92-94. |
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| 作者姓名： | 侯明扬 伍海华 |
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| 作者单位： | 青岛大学经济学院,山东,青岛,266071 |
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| 摘 要： | 应用无标度网络理论对深圳证券交易市场进行了分析，以抽样的方式选取2004年以前在深圳证券交易所上市并且持续交易的300家股票为节点，股票价格波动相关性为边，构建了深圳证券市场网络。验证了其无标度的特性，并且在特定值下对该网络的度分布指数进行了计算，结果表明深圳证券市场中存在很多有影响力的股票，且这些股票价格的波动会对其它股票和市场造成较大影响。
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| 关 键 词： | 证券市场 无标度网络 度分布指数 |
| 文章编号： | 1006-1037(2008)02-0092-03 |
| 修稿时间： | 2007年10月30 |
Characteristics Analysis for Shenzhen Stock Market Based on Scale-Free Network |
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| HOU Ming-yang,WU Hai-hua.Characteristics Analysis for Shenzhen Stock Market Based on Scale-Free Network[J].Journal of Qingdao University(Natural Science Edition),2008,21(1):92-94. |
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| Authors: | HOU Ming-yang WU Hai-hua |
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| Institution: | (Department of economics, Qingdao University, Qingdao 266071, China) |
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| Abstract: | 300 pieces of stock which are exchanged in Shenzhen stock exchange market in China since 2004 were chosen as nodes, with the correlation of stock prices＇ fluctuation taken as boundaries, and then the structure of Shenzhen stock exchange market networks was built. In this network, the scale-free characteristics in Shenzhen stock exchange market was found out. After the degree distribution exponent was computed, the results show that there are lots of stocks which could affect others in this market. |
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| Keywords: | stock market scale-free network degree distribution exponent |
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