基于信任机制的证券市场信息扩散网络模型

Information diffusion network based on trust in securities market

证券市场作为一个复杂的经济系统,可以用复杂网络来抽象和描述。选取证券市场中的投资者为节点,信息的传播扩散途径为边,基于投资者间的信任,采用局域择优连接方法构建一个有向含权的证券市场信息扩散网络。该复杂信息扩散网络只有在阈值较小时具有小世界性;无论阈值为何值,网络具有无标度特性;网络属于社会网络,可以采用社会网络方法研究,为研究证券市场中的不对称信息提供了一个新的视角。

As a complex economic system, we can describe the securities market by complex networks. We built a directed and weighted information diffusion network by local preferential connection method based on trust between investors. This network selects the stock market investor for the node, and the dissemination of information diffusion path for the side. Only when the threshold is small, the network belongs to small world network, and regardless of the threshold, the network belongs to scale-free network and social network, by which gives a new perspective to learn asymmetric information in stock market.