上海证劵市场股票网络的复杂网络特性研究  

Characteristic Analysis of Complex Network for Shanghai Stock Market

作　　者：刘晓霞[1] 王卫华[1] 

机构地区：[1]武汉理工大学理学院,湖北武汉430070

出　　处：《武汉理工大学学报（信息与管理工程版）》2012年第5期642-645,共4页Journal of Wuhan University of Technology：Information & Management Engineering

基　　金：中央高校基本科研业务费专项资金资助项目(20111A034)

摘　　要：针对证券市场可以用具有节点和连边的复杂网络来描述的特点,运用复杂网络的理论剖析股票市场内在结构和功能,研究运用上述方法构造的股票网络的拓扑性质。取网络的节点为2000—2011年上海证券交易市场上市的股票,网络的连边为股票价格波动的相关性,实证研究表明,该网络与现实很多复杂网络一样也具有小世界特性和无标度特性。Stock market could be described as a complex network with nodes and edges.Here network′s nodes are such stocks listed before 2000 and had been bought and sold uninterruptedly from the beginning of January 2000 to the end of Arial 2004 in Shanghai stock market,with the correlation of stock prices fluctuation taken as boundaries.Complex network theory was applied to study stock market′s inner structure and functions.The topological structure of the network was analyzed.It was found that the stock market network have the typical statistical characteristics of complex networks,small world effect and scale-free property.

关 键 词：股票网络 复杂网络 拓扑性质 小世界特性 无标度特性 

分 类 号：O29[理学—应用数学]