股市投资网络模型构建及其稳定性

发布时间：2018-02-17 01:01

本文关键词： 股票市场投资网络稳定性　出处：《系统工程》2011年12期 　论文类型：期刊论文

【摘要】：将股市投资者和股票标的物视为网络节点,二者间的所有权关系视为网络连边;界定投资者投资能力和股票价格收益关联为上述两类网络节点的特征属性,运用基于节点属性的网络建模方法,构建股市投资广义网络及其扩展模型;通过模拟仿真,对网络度分布、簇系数和平均路径长度等统计参数及网络稳定性进行系统性解析。研究结果表明,股市投资广义网络和扩展网络均具有无标度特征和小世界特性。尤其是股市投资扩展网络节点度呈现双向幂律分布;簇系数大小相对平稳,基本不受网络规模影响;平均路径长度在网络规模呈对数增长情形下线性增加。同时,股市投资扩展网络在随机攻击策略下的稳定性较高,蓄意攻击策略下的稳定性较低。
[Abstract]:The stock market investors and the stock subject matter are regarded as network nodes, and the ownership relationship between them is regarded as the network link, and the relationship between investors' investment ability and stock price returns is defined as the characteristic attributes of the above two types of network nodes. By using the network modeling method based on node attribute, the generalized network of stock market investment and its extended model are constructed, and the distribution of network degree is analyzed by simulation. The statistical parameters such as cluster coefficient and average path length and network stability are systematically analyzed. Both the generalized network and the extended network of stock market investment have scale-free and small-world characteristics, especially the nodal degree of the stock market investment expansion network presents a bidirectional power-law distribution, and the cluster coefficient is relatively stable and is not affected by the scale of the network. The average path length increases linearly under the condition of logarithmic increase in network size, and the stability of the stock market investment expansion network is higher under random attack strategy than that under intentional attack strategy.
【作者单位】：东南大学经济管理学院;
【基金】：国家自然科学基金资助项目(71071034;71171051) 江苏省自然科学基金资助项目(SBK2009290) 教育部人文社科基金资助项目(09YJA630021;10YJC630296) 江苏省研究生培养创新工程项目(CXLX11 0159)
【分类号】：F830.91;F224

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