基于符号时间序列分析法的A股上海板块网络结构分析

Network Structure Analysis of the Shanghai Sector of a-Share Market Based on Symbolic Time Series Analysis Method

股票价格的变化不仅受自身基本面的制约,而且也受其他股票的影响。网络分析方法是一种用于分析复杂股票关系的工具。基于符号时间序列分析法,构建了我国A股市场上海板块网络的最小生成树及相对应的分层树,从上市公司之间关系的角度分析和解释了实证结果。

Stock price is not only driven by its fundanmentals, but also influenced by other relative companies. Network analysis methods are useful tools to analysis such complicated relations between stocks. Based on symbolic time series analysis method, Minimum Spanning Tree （MST） and Hierarchical Tree （HT） of the ShangHai Sector of A-share Market are constructed. And the results from a view of relations are analyses and expained between listed companies.