【作者】 李耀华； 姚洪兴；

【Author】 Yao Hongxing,Li Yaohua (Faculty of Science,Jiangsu University,Zhenjiang 212013,Jiangsu,China)

【机构】 江苏大学系统工程研究所；

【摘要】 复杂网络理论是研究股市的有力工具。基于复杂网络理论,通过计算各国股市指数间的相关性,运用二重的最小生成树(MST)算法,建立了各国股市间的网络模型。分析该股市网络具有一定的小世界性和无标度性,提出绝对介数分析得出该股市网络中存在起枢纽作用的节点。利用Matlab编程进行模拟仿真,发现该股市网络受到攻击时具有对随机攻击的鲁棒性而对蓄意攻击的脆弱性。更多还原

【Abstract】 The complex network theory is a powerful tool for the study of stock market. Based on complex network theory,this essay,by calculating the correlative relationship of the index in different countries and,at the same time,using the twice MST,set up the network model of the stock markets in different countries.It is analyzed that this stock market possesses such character as certain small-world and scale-free nature.The absolute between centrality analysis comes up and so comes to the conclusion that node,functioning as hinge,does exist in the stock network.Analysis the stability of this shock network,and by means of Matlab programme to simulate.The result demonstrate that when attacked,the stock market possesses robust at rand attack and fragile at intentional attack.更多还原