股市网络的稳定性分析

Stability Analysis of Stock Market Network

基于复杂网络理论,通过计算上海股市中各股票价格波动间的相关性,运用三重的最小生成树(MST)算法,建立了上海股市的股票网络模型。针对该股票关联网络具有无标度性但不具有明显的小世界性的特性,提出了绝对介数指标,并利用绝对介数分析得出了该股票网络中存在对网络稳定性起枢纽作用的节点。利用Matlab编程进行模拟仿真,发现其网络受到攻击时具有对随机攻击的鲁棒性而对蓄意攻击的脆弱性。

The complex network theory is a powerful tool for the study of stock market. In order to study the stability of the stock market,a network model for the stocks of the Shanghai stocks market is established basing on the complex network theory. The model is set up by calculating the correlative relationship of the index of Shanghai stock market＇s stocks ,and by using the thrice MST at the same time. According to model analysis, this stock market possesses scale - free nature without small - world character. The absalute betweenness centrality analysis is proposed. The analysis reaches the conclusion that node,functioning as hinge, does exist in the stocks network. The Matlab program is applied to simulate and it is found that the stock market possesses robustness at random attack and fragility at intentional attack.