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利用2009年1月5日到2010年12月10日所有交易日的沪深300指数样本股日数据,构建了一系列动态网络.研究发现,随网络总度数的增大,网络的幂律值按指数衰减.股指和网络总度数的波动几乎是一致的.另外,当股指出现剧烈波动时,网络平均聚集系数变大,‘特别是此时度的概率分布平均拟合误差变得非常大,进一步研究发现,它的变化和股指波动的变化是同步的,所以我们认为是市场的剧烈波动破坏了股票网络的无标度性.上述结论对收盘价网络更明显.
A series of dynamic networks were constructed using the sample data of Shanghai and Shenzhen 300 Index for all trading days from January 5, 2009 to December 10, 2010. The study found that with the increase of the total number of networks, the power law of the network Exponentially declining. The volatility of the index and the network of the total number of almost the same. In addition, when the stock index volatility, the average network aggregation coefficient becomes larger, ’especially at this time the probability distribution of the average fitting error becomes very large, Further research finds that the change is in sync with the change of the stock index volatility, so we think that the market volatility undermines the scale-freeness of the stock network, which is more obvious for the closing price network.