摘要
目前关于股票间关联网络结构特征的研究,主要是基于股票价格时间序列间相关关系构建复杂网络.然而,股价只是衡量股票优劣的外在因素,财务指标更能全面地刻画上市公司的运行情况,反映股票背后的经济实力.因此,以中国74家能源上市公司的财务指标为样本,结合复杂网络理论,构建不同阈值下的股票间关联网络,进行结构特征分析.发现,服务类型的股票在网络中影响较大,社团化趋势显著等.
At present,the researches about network structure characteristics of the complex association between stocks,are mainly based on the correlation between the stock price time series to build complex network model.However,share price is only the external factor to measure the merits of the stocks,financial indicators can fully describe the running situation of listed companies,reflect the economic strength behind the stocks.So in this paper,financial indicators of China＇s 74 energy listed companies are chosen as samples,combined with the theory of complex network,to build different threshold value undirected network of correlation between stock,and analyze the network characteristics.Study found that service type stocks has a wide influence in the whole network,trend of community,etc.
作者
习忺
高湘昀
安海忠
黄书培
郝晓晴
XI Xian GAO Xiang-yun AN Hai-zhong HUANG Shu-pei HAO Xiao-qing(School of Humanities and Economic Management, China University of Geosciences （Beijing）, Beijing 100083, China Key Laboratory of Carrying Capacity Assessment for Resource and Environment, Ministry of Land and Resource, Beijing 100083, China Open Lab of Talents Evaluation, Ministry of Land and Resources, Beijing 100083, China)
出处
《数学的实践与认识》
北大核心
2017年第2期58-67,共10页
Mathematics in Practice and Theory
基金
国家自然科学基金项目(71173199)
中央高校基本科研业务费(优秀教师基金项目)(2-9-2015-303)
关键词
股票
财务指标
相关性
复杂网络
stocks
financial indicators
correlation
complex networks
