基于复杂网络的股市情绪传播模型的仿真研究  

Simulation Research on an Investor Sentiment Contagion Model Based on Complex Networks

作　　者：吴滔[1] 李雪岩[2] 

机构地区：[1]五邑大学计算机学院,广东江门529000 [2]北京交通大学经济管理学院,北京100044

出　　处：《五邑大学学报（自然科学版）》2013年第3期21-27,共7页Journal of Wuyi University(Natural Science Edition)

摘　　要：建立了基于复杂网络下的股市情绪传播模型,并通过计算机仿真探究了"庄家"的位置、投资者人口稠密程度对情绪传播及价格行为的影响.仿真结果表明:"庄家"的地理位置决定其情绪传染能力;"庄家"能够操纵股票价格的条件之一是必须与诸多投资者建立关联,并成功操纵股市情绪.A model of sentiment contagion in the stock market based on complex networks is established. The influence of banker＇s location and density of investors on sentiment contagion and price behavior is studied by computer simulation. The simulation results show that the strength of sentiment contagion is determined by the location of the ＂banker＂; one of the conditions for the ＂banker＂ to manipulate stock prices is that the ＂banker＂ is associated with many investors and can manipulate the stock market sentiment successfully.

关 键 词：复杂网络 计算机仿真 情绪传播模型 地理分布 

分 类 号：TP391.9[自动化与计算机技术—计算机应用技术]