基于复杂网络的沪深300股票重要节点的评估和分析
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引用本文:贺腊容1,黄创霞1,2,文凤华3,杨晓光2.基于复杂网络的沪深300股票重要节点的评估和分析[J].经济数学,2016,(3):1-10
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贺腊容1,黄创霞1,2,文凤华3,杨晓光2 (1.长沙理工大学 数学与统计学院湖南长沙 4101142. 中国科学院数学与系统科学研究院管理、决策与信息系统重点实验室北京 1001903.中南大学 商学院湖南 长沙 410083) 
中文摘要:利用复杂网络方法将股票之间的复杂关系抽象为网络,能够更好地掌握股票市场的整体和局部特性以及股票之间内在的联动关系,以沪深300数据为研究样本,通过相关系数构建网络,利用最佳阈值法对网络进行去噪,保留主要股票之间的相互影响.借鉴PageRank算法对社团网络进行重要节点的挖掘,从宏观和微观视角分析各行业股票在市场中的地位.研究发现整个沪深300市场中,采矿业、制造业和金融业是市场“大户”,其股票与市场中的其他股票之间存在紧密联系;网络中的同类型股票存在聚集现象,且股票之间影响关系显著.
中文关键词:金融工程  股票重要性排序  PageRank算法  社团划分
 
Evaluation and Analysis of the Important Nodes of the CSI 300 Stock in View of Complex Networks
Abstract:By establishing actuarial model through a parallelogram framework, this paper measured the actuarial accrued liability of the basic old-age insurance for government and public institution employees at the beginning of 2015. Raising the retirement age, interest rate, contribution rate and salary growth rate will decrease the actuarial accrued liability, where the effect of the retirement age is very much strong and that of the interest rate is very strong. Raising the benefit yearly growth rate, work-age salary growth rate and age-linked-benefit growth rate will increase the actuarial accrued liability, where the effect of the benefit yearly growth rate is very strong.. To control the scale of actuarial accrued liability, it is necessary to moderately postpone retirement, to raise the yield rate of investment and salary growth rate by innovations. With these measures, the contribution rate can be reduced.
keywords:financial engineering  ranking of the importance of stock  Page-Rank algorithm  community structure partition
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