台湾股票市场harness事件的统计分布

Harness Distribution of Stock Price Fluctuation in Taiwan

通过把复杂网络的最新统计工具harness统计应用到股票市场数据分析中,分析了2006～2009年4年间台湾股票价格浮动的统计行为.通过分析涨、跌harness事件的互补累积分布,结果表明台湾股票价格浮动的harness事件表现出指数分布性质,这间接说明以历史数据为基础的单一股票演化趋势是难以预测的.

With the newly developed harness distribution analysis from complex networks field,the fluctuation behavior of the stock price of Taiwan stock market from 2006 to 2009 is studied.The complementary cumulative harness distribution of stocks price fluctuation shows the behavior of exponential distribution,which implies that it is difficult to forecast stock evolution trend from its own historical time sequence.