基于复杂网络的股市情绪传播模型的仿真研究

Simulation Research on an Investor Sentiment Contagion Model Based on Complex Networks

建立了基于复杂网络下的股市情绪传播模型,并通过计算机仿真探究了"庄家"的位置、投资者人口稠密程度对情绪传播及价格行为的影响.仿真结果表明:"庄家"的地理位置决定其情绪传染能力;"庄家"能够操纵股票价格的条件之一是必须与诸多投资者建立关联,并成功操纵股市情绪.

A model of sentiment contagion in the stock market based on complex networks is established. The influence of banker＇s location and density of investors on sentiment contagion and price behavior is studied by computer simulation. The simulation results show that the strength of sentiment contagion is determined by the location of the ＂banker＂; one of the conditions for the ＂banker＂ to manipulate stock prices is that the ＂banker＂ is associated with many investors and can manipulate the stock market sentiment successfully.