摘要
根据复杂网络理论,从一个新的角度分析沪深A股。对沪深A股构建复杂网络,计算网络的集聚系数和吸引率,得到不同行业的聚合强度及其对A股市场股价波动的影响程度。计算结果表明,金融股内部的聚合强度最大,行业内部股价波动更容易传播,股价波动对中国A股市场股价的波动影响最大。
Providing a new perspective on analysis the China A Share Market by using theories of complex network. A complex network was built with China A Share Stocks, the networks of clustering coefficient and attraction coefficient were computed according to the network. Different industries of polymerization intensity are obtained and on the impact of stock price volatility to China A Share Market. The computed results indicate that internal polymerization intensity of the financial industries is biggest, the internal stock price volatility is easier to disseminate, the stock price volatility is most important influence to stock orice volatility of the China A stock market.
出处
《科学技术与工程》
2009年第11期2859-2863,共5页
Science Technology and Engineering
基金
国家自然科学基金项目(10771075)资助
关键词
复杂网络
上市公司
聚集系数
吸引率
complex network listed company clustering coefficient attraction rate
