中国股市创业板复杂加权网络统计特性研究

The Study on Tatistical Characteristics of Complex Weighted Networks in GEM Sector of China Shanghai Stock Market

文章以中国上海证券市场创业板为数据源构建了加权股票网络,采用具有相同度分布的随机化网络研究了股票网络的富人集团系数,发现了明显的富人集团现象。研究发现该网络点强度也符合指数为2.1的幂率分布,少数较大权权值的边能够影响整个网络的波动性。为获得网络节点之间的连接倾向性,文章分析了网络的匹配特性,股票无权网络和加权网络均为异类匹配。由于加权股票网络的特殊性,该网络的聚类系数与度的关系不呈现幂率衰减,网络没有明显的层级结构。

This paper build the Weighted stock network in GEM sector of China Shanghai stock market. Different from the past is to study the rich group coefficient using the new standards in a random network with the same distribution as the study of the phenomenon of the rich group of reference,found a significant phenomenon of the rich group. Interestingly,the node strength follows a power law distribution with the exponent 2. 1. For understanding the network connection tendency between the nodes,the paper analyzes the network matching characteristics. Unweighted network and weighted network are heterogeneous matching. Because of the particularity of the weighted stock network,the weighted network does not exhibit power-law decay,namely the network had no clear hierarchical structure.