| 金融危机下股市网络的结构特性研究 |
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| 引用本文： | 李耀华,姚洪兴. 金融危机下股市网络的结构特性研究[J]. 成都信息工程学院学报, 2010, 25(1): 107-111 |
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| 作者姓名： | 李耀华 姚洪兴 |
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| 作者单位： | 江苏大学理学院,江苏,镇江,212013 |
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| 基金项目： | 国家自然科学基金资助项目(70871056) |
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| 摘 要： | 利用复杂网络的方法，以各国股市为节点，以各股市问的关联性为边，建立起各国股市间的关联网络。通过Matlab编程计算研究了该网络的结构特性，分析出国际股市网络具有典型的小世界性和明显的社区结构，不具有无标度性。进而从网络结构上分析了金融危机的蔓延发生。并通过影响强度分析研究了中国股市在国际股市网络中的位置。
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| 关 键 词： | 系统工程 雎市 复杂网络 金融危机 小世界性 社区结构 影响强度 |
Research of Structure Features of Stock Market Network under Financial Crisis |
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| LI Yao-hua,YAO Hong-xing. Research of Structure Features of Stock Market Network under Financial Crisis[J]. Journal of Chengdu University of Information Technology, 2010, 25(1): 107-111 |
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| Authors: | LI Yao-hua YAO Hong-xing |
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| Affiliation: | Faculty of Science;Jiangsu University;Zhenjiang 212013;China |
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| Abstract: | With the help of the complex network methods various countries' stock markets are used as node and the relation of various stock markets as edge.The relative network among stock markets of various countries is established.By means of the Matlab programming calculation the features of the network structure is studied.The features of the international stock market network processes such as classical small world and obvious community structure without scale-free nature are analyzed.The occurrence and spread of... |
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| Keywords: | system engineering stock market complex network financial crisis small-world effect community structure influence strength |
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