基于加权局域世界的金融网络演化模型研究

Research on the Model of the Financial Network Evolution Based on the Weighted Local-World

在加权局域世界网络模型的基础上,文章将复杂网络与金融系统相结合,提出一种新局域世界的加权金融网络模型.其主要思想是在加权局域世界网络中引入了服从指数分布的增长方式和双向择优选择的连边方式.利用平均场理论和仿真模拟得到网络节点度、强度和权值都服从幂律分布,其分布指数与所取参数有关.通过网络拓扑性质的研究和沪市A股股票数据的实证研究,发现该金融网络模型具有层次结构和异配特性,与实际网络具有相似的拓扑结构.

On the basis of the weighted local-world network model, this paper pro- poses a weighted financial network model in a new local-world by combining complex networks and financial systems. The main idea is that both the growth way of index distribution and the connection way of two-way selection are added in the weighted local-world network. Using the mean field theory and the simulation to get the net- work node degree, the intensity as well as the weights follow power law distribution and their distribution index are related to the parameters. And through the topolog- ical properties of the network and the empirical research of Shanghai A-share stockdata, it is found that the proposed financial network model has hierarchical structure and different matched properties, and has similar topology with the actual network.