| 基于复杂网络的债券型基金投资组合结构特性分析 |
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| 引用本文： | 尹书华,方坤夫.基于复杂网络的债券型基金投资组合结构特性分析[J].吉林师范大学学报（自然科学版）,2012(2):72-75. |
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| 作者姓名： | 尹书华 方坤夫 |
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| 作者单位： | 浙江万里学院计算机与信息学院;湖州师范学院理学院 |
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| 基金项目： | 国家自然科学基金(11071078);浙江省教育厅科研项目(Y201121933) |
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| 摘 要： | 本文以中国基金市场的债券型基金为研究对象,分别建立了基金网络和债券网络,分析了两个网络的度分布、聚集系数、平均距离以及度为k的所有节点聚集系数的平均值等统计特征.得出债券型基金投资组合中,基金网络是一个小世界网络,不具有无标度特征,而债券网络既具有无标度特征,同时也是一个小世界网络.
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| 关 键 词： | 复杂网络 度分布 聚集系数 平均距离 |
Structural Property Analysis of Bond Fund Portfolio based on Complex Networks |
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| YIN Shu-hua,FANG Kun-fu.Structural Property Analysis of Bond Fund Portfolio based on Complex Networks[J].Jilin Normal University Journal(Natural Science Edition),2012(2):72-75. |
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| Authors: | YIN Shu-hua FANG Kun-fu |
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| Institution: | 1.College of Computer Science and Information,Zhejiang Wanli,Ningbo 315100,China; 2.Faculty of Science,Huzhou Teachers College,Huzhou 313000,China) |
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| Abstract: | In this paper,we research the bond funds in Chinese fund market,found fund network and bond network,respectively.Moreover,we analyze their some properties,such as their degree distribution,convergence factor,average path length and average convergence factor of all vertexes which degree is k.So we verify fund network is a small-world network,but not a scale-free network.Bond network is both a small world network and a scale-free network. |
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| Keywords: | complex network degree distribution convergence factor average path length |
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