摘要
基于复杂网络的分析方法,由香港证券市场的恒生指数(HS I)构建一个加权证券指数网络,通过对网络连接矩阵最大反比参与率及其对应本征矢量的计算,得到了四个网络拓扑重要性节点,发现具有拓扑重要性的证券指数网络节点具有很好的统计稳定性,这说明香港证券市场在统计意义下是动力学稳定的而不是随机的。识别这些具有拓扑统计重要性的节点对应的证券市场指数的波动模式,利用复杂网络的拓扑结构来反映证券指数波动的动力学相互关联和作用,为证券市场动力学性质的研究提供了一种新的方法。
Weight networks of Heng Seng index （HSI） in Hong Kong stock market are constructed; the networks can encode stock market relevant information in their topological framework. By means of the measurements of maximal inverse participation ratio and its eigenvector in adjacency matrices, we get four topological importance vertices that strongly influence other vertices in networks, and find these vertices are statistical stability. It could conclude that Hong Kong stock is not a random system but stability. Hunting patterns of HSI variation corresponding topological importance vertices, it is helpful for us to understand fluctuation regularity of stock market.
出处
《系统工程》
CSCD
北大核心
2006年第3期73-77,共5页
Systems Engineering
基金
国家重点基础研究发展计划资助项目
国家自然科学基金资助项目(70170537027107070471033)
关键词
证券指数
复杂网络
连接矩阵
反比参与率
Stock Index
Complex Networks
Adjacency Matrix
inverse Participation Ratio
