文章采用平面最大过滤图和Info Map算法研究中信行业指数网络在金融危机前、中、后三个阶段的联动效应及其社团结构。研究结果表明,三个阶段的指数网络都存在小世界性质,且危机期间的网络联动效应最强;社团结构在危机期间有相互融合的整体趋势即网络变得更加紧密;社团中核心节点存在局部影响优势,某些边缘节点间存在局部强联动效应。
This paper aims to study the linkage effect and community structure of CITIC industry indices network before,during and after the financial crisis through PMFG and Info Map algorithm. This paper shows that,small world network character exists in all three periods; the linkage effect has been enhanced during the crisis; community structure has a tendency to merge during the crisis,i. e.,more compact; in the community core nodes have local influence advantage,and some marginal nodes show local strong linkage effect.