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股票市场网络的模体及投资者购买行为研究
  • ISSN号:1007-144X
  • 期刊名称:武汉理工大学学报(信息与管理工程版)
  • 时间:0
  • 页码:-
  • 分类:F830.91[经济管理—金融学]
  • 作者机构:[1]武汉理工大学理学院,湖北武汉430070
  • 相关基金:国家自然科学基金资助项目(71140015); 中央高校基本科研业务费专项基金资助项目(2011-1a-034)
  • 相关项目:复杂网络中基于模体的社团结构分析及检测算法研究
中文摘要:

从投资者购买股票的角度,基于模体来研究股票网络。收集2000—2011年在上海证券交易所上市的884家A股公司的收盘价格数据,建立了股票网络模型,选取rand-ESU算法检测出股票网络中的模体结构,发现模体是网络中重要的结构,通过对模体的分析,研究了购买股票的可能性,定义了投资者购买股票的可能性公式,在研究网络模体统计特征的基础上,可找到网络的控制点,对股票市场的发展状况做出评价。

英文摘要:

The stock network was studied based on motifs from the point of view of the purchasing behavior of investors. The daily clothing prices of portfolio comprising of 884 A-share stocks traded in the Shanghai Stock Exchange in the period 2000- 2011 was used to estimate stock networks where nodes were corresponding to stocks and edges were corresponding to none vanishing correlation coefficients. A stock network model was then built. The rand-ESU algorithm was selected to detect the motifs in the stock network. It was found that motifs were important structures in networks. Then a stock purchasability function was defined for motifs that would indicate the probability of stock being purchased by the investors.

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