| 基于复杂网络的上海证券交易所富人俱乐部特性研究 |
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| 引用本文： | 马源源,庄新田,李凌轩.基于复杂网络的上海证券交易所富人俱乐部特性研究[J].东北大学学报(自然科学版),2011,32(3):447-451. |
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| 作者姓名： | 马源源 庄新田 李凌轩 |
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| 作者单位： | 东北大学工商管理学院;东北大学机械工程与自动化学院; |
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| 基金项目： | 国家自然科学基金资助项目(70871022) |
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| 摘 要： | 利用2009年在上海证券交易所股票数据建立股票之间的关联网络,分析表明该网络属于典型的稀疏型无标度网络,网络中存在较多的连接甚为紧密的Hub节点,它们影响着网络的传播动力学行为.然后采用分段线性拟合的方式找到了上海证券交易所的富人俱乐部,分析了Hub点集以及富人俱乐部对整体股市的影响,并且发现采用网络的观点可以诊断出股...
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| 关 键 词： | 富人俱乐部 复杂网络 无标度 Hub节点 上海证券交易所 |
Complex Networks Based Research on Characteristics of the Shanghai Stock Exchange Rich-Club |
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| MA Yuan-yuan,ZHUANG Xin-tian,LI Ling-xuan.Complex Networks Based Research on Characteristics of the Shanghai Stock Exchange Rich-Club[J].Journal of Northeastern University(Natural Science),2011,32(3):447-451. |
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| Authors: | MA Yuan-yuan ZHUANG Xin-tian LI Ling-xuan |
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| Institution: | MA Yuan-yuan1,ZHUANG Xin-tian1,LI Ling-xuan2(1.School of Business Administration,Northeastern University,Shenyang 110819,China,2.School of Mechanical Engineering & Automation,China.) |
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| Abstract: | Stocks transaction data from the 2009 Shanghai stock exchange(SSE) were utilized to establish the relational network among these stocks.Analysis indicated that this network is a classic sparse scale-free network with a relatively high number of vertices forming a tightly Hub vertices that affects the dynamic broadcasting behavior of the network.Piecewise linear fit was then used to locate the rich-club in the SSE and to analyze the Hub vertices as well as the effect of the rich-club on the entire stock mark... |
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| Keywords: | rich-club complex networks scale-free Hub vertices Shanghai stock exchange |
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