【摘要】 证券市场作为一个复杂的经济系统,可以用复杂网络来抽象和描述.选取2002年以前在上海证券交易所上市,并且在2002年初至2004年末在上海证券交易所持续交易的股票为节点,股票价格波动相关性为边构建一个无向无权的证券市场网络.利用复杂网络的理论和研究方法,分析该网络的拓扑结构,发现该网络具有典型复杂网络的统计特性——小世界效应和无标度特性,从而为研究证券市场提供了一个新的视角.更多还原

【Abstract】 Stock market,as a complex economic system,can be abstracted and described by complex networks.An undirected and unweighted stock market network is built taking such stocks as nodes that were listed before 2002 and had been bought and sold uninterruptedly from the beginning of 2002 to the end of 2004 in Shanghai stock market,with the correlation of stock prices’ fluctuation taken as boundaries. Then,the topological structure of the network is analyzed utilizing the theories and methodology of complex networks.It is found that the stock market networks have the typical statistical characteristics of complex networks,i.e.,small-world effect and scale-free property,thus providing a new perspective on investigating stock market.更多还原