股灾前后中小板上市公司网络结构对比研究——基于最小生成树和聚类分析方法
发布时间：2018-10-16 16:41
【摘要】：2014—2016年,中国A股市场先后经历了牛市和熊市,研究这段时期中小板企业的结构性质对于分析中国中小企业有着特殊的意义。通过选取中小板流通市值前60的股票,将2014年10月30日到2016年2月19日的股票周收益率作为研究数据,用最小生成树和社区网络方法构建股票的社区结构图,选出连接更多邻点,有重要地位的"明星"股票。之后再用K-means聚类方法对股票重新分类,研究类别中成员较少的边缘类股票。最后将牛市和熊市的异同点进行对比,对其包含的经济问题进行分析。
[Abstract]:In 2014-2016, the A-share market of China has experienced bull market and bear market successively. It is of special significance to study the structural properties of small and medium-sized enterprises in this period for the analysis of small and medium-sized enterprises in China. By selecting the top 60 stocks in the market value of small and medium-sized boards, taking the weekly return rate of stock from October 30, 2014 to February 19, 2016 as the research data, using the method of minimum spanning tree and community network to construct the community structure chart of stock, Choose to connect more adjacent points, have important status of the "star" stocks. Then the stock is reclassified by K-means clustering method, and the marginal stocks with fewer members in the category are studied. Finally, the similarities and differences between bull market and bear market are compared, and the economic problems are analyzed.
【作者单位】： 中国科学技术大学管理学院;
【分类号】：F832.51;F224
本文编号：2275005
[Abstract]:In 2014-2016, the A-share market of China has experienced bull market and bear market successively. It is of special significance to study the structural properties of small and medium-sized enterprises in this period for the analysis of small and medium-sized enterprises in China. By selecting the top 60 stocks in the market value of small and medium-sized boards, taking the weekly return rate of stock from October 30, 2014 to February 19, 2016 as the research data, using the method of minimum spanning tree and community network to construct the community structure chart of stock, Choose to connect more adjacent points, have important status of the "star" stocks. Then the stock is reclassified by K-means clustering method, and the marginal stocks with fewer members in the category are studied. Finally, the similarities and differences between bull market and bear market are compared, and the economic problems are analyzed.
【作者单位】： 中国科学技术大学管理学院;
【分类号】：F832.51;F224
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