信息技术企业股票关联网络风险  

Risk of stock similarity network in information technology enterprises

作　　者：张晓黎 Zhang Xiaoli(School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,China)

机构地区：[1]上海对外经贸大学统计与信息学院,上海201620

出　　处：《系统工程学报》2023年第6期812-823,共12页Journal of Systems Engineering

基　　金：上海市哲学社会科学规划一般资助项目(2019BGL003).

摘　　要：为分析贸易冲突对中国信息技术业的影响,基于整数编码模式最长公共子序列相似度算法,根据网络结构自适应设置相似度阈值构建股票关联网络,利用双向作用相继失效模型分析企业间的风险传染。结果表明,中国信息技术企业股票关联网络形成了16个团体.关系回路加剧了大团体内企业间的风险传染积聚.大量企业按资产择优受不同程度攻击的风险传染时长、倒闭企业数量高于按网络位置择优的.关联网络上的企业创新投入分布不均,仅能阻滞风险传染速度,不能削弱风险破坏力.信息技术大型企业开发新产品,建立技术创新合作和寻求供应新关系时,应与其它产业融合,加强关联关系链条的协同创新,避免业内关系闭环引发积聚性风险.To analyze the impact of trade conflicts on Chinese information technology industry,the bi-direction node cascading failure model of stock similarity network is constructed.It designs the similarity algorithm of the longest common subsequence of integer coding mode,and set the similarity threshold according to the rationality of network structure.There are 16 groups in the stock similarity network.The relationship loops in the largest group intensify risk contagion agglomeration.The contagion duration and the number of bankrupts caused by many large enterprises under attacks are significantly higher than those on the best network loca-tion.The uneven distribution of enterprises'innovation investment can only block risk infection speed,but cannot weaken risk destruction intensity.When developing new products,establishing technological inno-vation cooperation and seeking new supply relationship,large enterprises should integrate with other indus-tries,strengthen collaborative innovation,and avoid cumulative risks caused by closed-loop relations within information technology industry.

关 键 词：时间序列 最长公共子序列 关联网络 级联失效风险 

分 类 号：N949[自然科学总论—系统科学]