摘要
通过耦合网络演化动力学与传闻扩散动力学构建动态投资者网络上的股市传闻扩散MDD模型,并基于模型的仿真实验研究投资者网络演化动力学对该网络上股市传闻扩散的影响。仿真结果表明,网络的动态演化机制和演化速度对股市传闻扩散的扩散峰值及峰值出现时间产生显著影响。最后,基于股市投资者网络主要特征动态演化的视角对仿真结果作进一步地解释。
This paper, by merging the dynamics of diffusion and the dynamics of the underlying networks, presents a dy- namic-investor-network-based MDD model of the marketplace rumor spreading in the stock market. By conducting simulation experiment to the model, it studies the effect of the dynamic of the investor network on the marketplace rumor spreading in the stock market. The result shows that, both the network evolution strategies and the evolution speed have significant im- pacts on both the peak value and the peak occurrence time of the spreading process. Finally, the simulation results are ana- lyzed further based on the perspective of the dynamic evolution of the main properties of the investor network in the stock market.
出处
《软科学》
CSSCI
北大核心
2013年第9期135-139,共5页
Soft Science
基金
国家自然科学基金资助项目(71071034
71171051
71201023)
教育部人文社会科学研究青年基金项目(12YJC630101)
中央高校基本科研业务费专项资金资助项目(CXZZ12_0134)
关键词
股票市场
传闻扩散
动态网络
仿真实验
stock market
rumor spreading
dynamic network
simulation experiment
