东北大学学报（自然科学版）

东北大学学报(自然科学版) ›› 2010, Vol. 31 ›› Issue (10): 1516-1520.DOI: -

• 论著 • 上一篇    

上证指数和交易量波动的网络动力学模型

黄玮强;姚爽;庄新田;   

  1. 东北大学工商管理学院;沈阳化工大学经济管理学院;
  • 收稿日期:2013-06-20 修回日期:2013-06-20 出版日期:2010-10-15 发布日期:2013-06-20
  • 通讯作者: -
  • 作者简介:-
  • 基金资助:
    国家自然科学基金资助项目(70871022);;

A network dynamic model based on SSE composite index and trading volume fluctuation

Huang, Wei-Qiang (1); Yao, Shuang (2); Zhuang, Xin-Tian (1)   

  1. (1) School of Business Administration, Northeastern University, Shenyang 110004, China; (2) School of Economics and Management, Shenyang University of Chemical Technology, Shenyang 110142, China
  • Received:2013-06-20 Revised:2013-06-20 Online:2010-10-15 Published:2013-06-20
  • Contact: Huang, W.-Q.
  • About author:-
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摘要： 运用粗粒化和符号化方法,根据上证指数和市场交易量数据,构建不同时期的证券市场价量网络.分析网络的拓扑结构特征,结果表明,上海证券市场存在具有较好统计稳定性的价量波动模式;网络节点出度分布的幂律形式表明市场存在少量的具有较大影响力的价量波动模式,大部分价量波动模式的影响力较小;市场的主要价量波动在不同时期呈现不同的模式,市场的价量行为具有复杂性和不可预测性.

关键词: 证券指数, 交易量, 复杂网络, 价量波动, 拓扑结构

Abstract: Based on SSE(Shanghai Stock Exchange) composite index and its trade volume, the index-volume networks of security market was built for different periods via grain coarsening method and symbolization. Then, the topological characteristics of those networks were analyzed. The results showed that the index-volume fluctuation patterns in SSE are stable statistically. The out-degree distribution of network nodes obeys the power law, i.e., a few index-volume fluctuation patterns showed relatively great influence on the market and the majority of the patterns showed small influence. The basic fluctuation exhibited different patterns during different periods. In summary, the index-volume behavior is complex and unpredictable on the security market.

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