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标题

基于优化阈值法的股票网络构建与重要节点判别

作者

李恺华 樊 瑛

机构

北京师范大学系统科学学院

摘要

研究了中国股票市场牛市、熊市、平稳震荡3个典型时期的主要性质与特征.首先收集了这3个时期的金融 市场数据,用优化阈值法构建网络.之后对构建的网络进行社团划分,并在此基础上挑选出了对于社团重要的点;同时利 用节点中心性经典指标:度中心性、介数中心性和紧密中心性挑选出了网络中重要的节点.

关键词

优化阈值法;股票网络;重要节点判别

引用

李恺华, 樊 瑛.基于优化阈值法的股票网络构建与重要节点判别[J]. 北京师范大学学报(自然科学版), 2015, 51(6): 582-585.

基金

国家自然科学基金资助项目(61174150),中央高校基本科研业务费专项基金资助项目

分类号

N95

DOI

10.16360/j.cnki.jbnuns.2015.06.008

Title

Constructing stock networks based on threshold optimization and judgment of important nodes

Author

LI Kaihua , FAN Ying

Affiliations

School of Systems Science,Beijing Normal University

Abstract

The major features and differences of stock data of three typical periods in China were analyzed, researched and compared, the three typical periods are bull market, bear market, and the steady fluctuation period. Stock return data in the three typical periods were used to construct a complex network using optimization threshold method. The stock networks in the three periods were then divided into several communities and the nodes that are important to the communities were selected. Nodes that are important to the networks were selected using some center indexes, including degree centrality, betweenness centrality and closeness centrality .

Key words

optimization threshold; stock network; judgment of important points

cite

LI Kaihua, FAN Ying.Constructing stock networks based on threshold optimization and judgment of important nodes[J]. Journal of Beijing Normal University(Natural Science),2015, 51(6): 582-585.

DOI

10.16360/j.cnki.jbnuns.2015.06.008

Copyright © 2014 Journal of Beijing Normal University (Natural Science)
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