摘要
针对复杂系统中构建网络的边相关系数阈值法,以金融网络为研究对象,改变以往的使用固定阈值的方法,提出根据相关系数矩阵和金融网络的内在属性确定阈值的新方法。基于股票的相关系数矩阵确定了网络的有效阈值区间,根据可以反映网络内在属性的最大连通子图的节点个数的变化情况来确定阈值,给出了构建金融网络的具体步骤。研究发现,利用该方法构建的金融网络拓扑结构显著。该方法可以推广应用到其他网络中。
Based on the threshold method of edge correlation coefficient when building the network in complex system,taking financial networks as research object, this paper changes the previous methods to build networks by fixed threshold.It proposes a new method to determine the threshold depending on the cross-correlation matrix and the intrinsic attribute of the financial network. It determines the effective threshold range of the network, and then chooses the threshold according to the changes of the network＇s first giant component that can reflect the intrinsic attribute of the network. It gives the specific steps to build the financial network. The study finds the financial network using this method to build has significant topology. The method can also be applied to other networks.
出处
《计算机工程与应用》
CSCD
北大核心
2015年第6期249-253,共5页
Computer Engineering and Applications
基金
国家自然科学基金(No.71140015)
中央高校基本科研业务费专项基金(No.2013-Ia-007)
关键词
金融网络
阈值
最大连通子图
financial network
threshold
first giant component
