针对股票市场中投资者间的耦合关联性以及各主体对股市传闻等各类信息认知和处置的差异性,综合考虑投资者对传闻扩散的遗忘性和记忆性行为特征,构建了基于加权投资者关系网络下的股市谣言扩散SIHR演化模型。通过数理解析和模拟仿真分析,研究发现:股市传闻扩散演化状态的稳定性和传播阈值,受股市网络结构、传染力指数和连接强度指数影响;基于加权投资者网络SIHR演化模型的股市传闻扩散阈值必然存在;相比于连接强度指数,传染力指数通过调节个体间相互接触的概率对股市传闻扩散的影响更加显著。
Aiming at the intrinsic coupling relationship between investors and the difference on the investors’ information cognition and disposition, evolution model of rumor spreading is constructed by considering the investors'amnestic behavior and memory behavior on rumor spreading. By applying theoretical and simulation analysis, the authors get such results that infectious index, the network connection strength and network topology structure directly influence the rumors spreading in stock markets threshold characteristics and evolution stability;there exists a rumor transmission threshold of the SIHR evolution model on weighted investors 'relationship networks; compared to the connection intensity index, transmission index places more important impact on rumor spreading in stock markets.