金融演化网络建模

Modeling of Financial Evolving Networks

本文基于收集的股票日交易数据,通过对时间窗口进行划分和股票收益间的相关性,将股票市场构建为一个金融演化网络,通过分析金融演化网络的拓扑特征,进而可以研究金融市场演化的内在机制.

Using 984 daily trading records of A shares traded at Shanghai Stock Exchange, a financial evolving net- work is constructed by dividing the time into consecutive windows and utilizing the correlation coefficients between stocks, which will be helpful for revealing the evolving mechanism of the stock market via investigating the topologies of the financial evolving network.