Complex character Analysis of Shenzhen 100 index Stock Market Network

DOI

10.2991/icmii-15.2015.126How to use a DOI?

Keywords

Stock market network; Correlation coefficient; Small world; Centrality analysis

Abstract

By the data of these stocks daily closing prizing, volume, and return, we built three kinds of stock market network which based on the concept of complex network. First of all, we calculated the correlation index between stock nodes, which were expressed by a correlation coefficient matrix. According to kernel density distribution of daily closing prizing, volume, and return’s correlation coefficient ,we determined their threshold and established the stock correlation networks.Then we analyzed character of small world for these stock correlation networks. Finally, by indicator for degree and betweenness centrality, we analyzed centrality for trading volume stock market network, which have strongest character of small world comparing with other networks.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Yang Tu
AU  - Zhihui Yang
PY  - 2015/10
DA  - 2015/10
TI  - Complex character Analysis of Shenzhen 100 index Stock Market Network
BT  - Proceedings of the 3rd International Conference on Mechatronics and Industrial Informatics
PB  - Atlantis Press
SP  - 728
EP  - 733
SN  - 2352-538X
UR  - https://doi.org/10.2991/icmii-15.2015.126
DO  - 10.2991/icmii-15.2015.126
ID  - Tu2015/10
ER  -