基于泊松理论的动态股票网络投资模型  

Dynamics of Stock Network Based on the Poisson Theory

作　　者：李艳[1] 韩华[1] 汪金水[1] 

机构地区：[1]武汉理工大学理学院,武汉430070

出　　处：《复杂系统与复杂性科学》2015年第3期70-76,共7页Complex Systems and Complexity Science

基　　金：国家自然科学基金(71140015);中央高校基本科研业务费(2013-Ia-007)

摘　　要：在已有股票投资网络模型的基础上,提出了以条件泊松过程来描述网络中新节点的加入的有向含权动态网络模型。节点之间连边服从择优连接,网络中的权重符合动态演化规律。解析结果以及仿真结果表明,该股票投资网络稳态出入强度及节点出入强度随时间演化规律均服从幂律分布。In this paper, we propose a weight-driven evolution model of directed stock investment network, whose new nodes join in the network with the mechanism of doubly stochastic Poisson process. The model introduces the strength preferential attachment and dynamical evolution to mimic the weighted growing network. The calculation shows that power law distribution for both out- in strength and the evolution of nodes, which are all consistent with empirical evidence.

关 键 词：条件泊松过程 择优连接 动态演化 幂律分布 

分 类 号：N949[自然科学总论—系统科学]