股票日度价格波动规律研究:以河北农业企业福成五丰为例

A Research on the Law of Fluctuation About Stock Daily Price:Taking Hebei agricultural enterprise Fucheng Wufeng as an example

运用复杂网络理论,选择农业龙头企业福成五丰的每日股票收盘价格作为样本数据,利用粗粒化方法建立价格波动幅度变化模态,对时间序列单变量波动幅度模态的统计、变化和演化规律进行了分析.研究结果表明,股票价格时间序列单变量波动幅度模态分布具有幂律性和群簇性,股票价格波动具有周期性,波动模态间的转换周期平均为6天,股票价格的群发性波动通过出现概率较小的且中介中心性较高的模态进行交替转换,网络的波动规律对股票投资和风险管理有指导意义.

The article uses the complex network theory, selects daily stock closing price as the sample date of the leading agricultural enterprise Fucheng Wufeng, the establishment of price fluctuation modes using the coarse grained method, the time series of single variable statistical fluctuation modes, change and evolution rule are analyzed. The results indicated that the time series single variable amplitude modes distribution of stock price has power- law distribution and clustering, the fluctuation of stock price interaction moves in cycles, the average conversion cycle between linkage modes lasts 6 days, the mass fluctuation of stock price carries out alternate conversion by betweenness centrality higher modes of low probability, the fluctuation rule of network has guiding significance on the stock investment and risk management.