基于加权局域世界的金融网络演化模型研究

发布时间：2018-04-19 16:08

本文选题：加权局域世界网络 + 双向选择　；参考：《系统科学与数学》2017年05期

【摘要】：在加权局域世界网络模型的基础上,文章将复杂网络与金融系统相结合,提出一种新局域世界的加权金融网络模型.其主要思想是在加权局域世界网络中引入了服从指数分布的增长方式和双向择优选择的连边方式.利用平均场理论和仿真模拟得到网络节点度、强度和权值都服从幂律分布,其分布指数与所取参数有关.通过网络拓扑性质的研究和沪市A股股票数据的实证研究,发现该金融网络模型具有层次结构和异配特性,与实际网络具有相似的拓扑结构.
[Abstract]:Based on the weighted local world network model, a new local world weighted financial network model is proposed by combining the complex network with the financial system.The main idea is to introduce the growth mode of exponential distribution and the continuous edge mode of bidirectional selection in weighted local area network (WLAN).By using the mean field theory and simulation, the distribution of network node degree, strength and weight is obtained according to the power law, and the distribution exponent is related to the selected parameters.Through the study of the topological properties of the network and the empirical study of A-share stock data in Shanghai stock market, it is found that the financial network model has hierarchical structure and heterogeneity, and has similar topological structure to the actual network.
【作者单位】：河北工业大学理学院;
【基金】：国家自然科学基金(61203142) 河北省自然科学基金(F2014202206)资助课题
【分类号】：O157.5

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