| 摘 要: 本文利用UCINET社会网络绘图软件，通过对股票市场网络进行了构建，发现当相似度ρ=0.85时，呈 现清晰的股票网络结构。进而针对这一现象通过度的测量与校验，运用复杂网络方法，对复杂网络方法联系股价相似度 进行分析。在研究的基础与实验中发现，上海证券市场的股票网络呈现出明显的无标度特性、根据股票特有的幂分布 特征体现出股票之间的相关关系，表明在以股票为代表的网络中体现出一部分股票，对上证A股市场中占据着重要影 响力。 |
| 关键词: 相关系数；复杂网络；股票市场；优势股票 |
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中图分类号: TP391
文献标识码: A
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| 基金项目: 青海民族大学教学重点项目(2016-BKJXZD-02). |
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| Study on the Characteristics of the Complex Network of Shanghai A-Share Market |
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HUI Baofeng,GE Zhiyuan,WANG Yongning1,2
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1.( 1.School of Physics and Electronic Information Engineering, Qinghai University for Nationalities, Xining 810007, China;2.
2.Beijing University of Technology, Beijing 100124, China)
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| Abstract: Through the construction of the stock market network with UCINET software,the study finds that a clear structure of the stock network is showed when the similarity degree is 0.85(ρ=0.85).According to the measurement and verification of the phenomenon,the complex network method is applied to analyze the similarity of the stock price with the complex network method.The study shows that the Shanghai stock market network presents the scale-free characteristic,and the correlations between stocks also reflect the degrees of power law distribution,which indicates that a small part of shares in the network perform an important influence in the stock market. |
| Keywords: correlation coefficient;complex network;stock market;preferable share |
