Network Analysis of Shanghai Stock Ezchange Composite Indez and Shenzhen Stock Ezchange Component Indez

摘要：

Shanghai Stock Exchange Composite Index (SHSECI) and Shenzhen Stock Exchange Component Index (SZSECI) are analysed from the view of complex networks. We construct networks from the daily SHSECI series and SZSECI series by using the visibility graph algorithm respectively. The properties of networks, including the degree distribution, diameter, average path length and clustering coefficient, are investigated. We find that the degree distribution of both networks are correspond to power laws which means the daily SHSECI series and SZSECI series are fractal series. Moreover, both networks clustering coefficients are large and the average path length and diameter are small. These results indicate that both networks are scale-free and small-world networks.

关键词： complez networks Shanghai Stock Ezchange Composite Indez Shenzhen Stock Ezchange Component Indez degree distribution diameter average path length clustering coefficient

作者: Qiang Tang Jie Liu

作者单位: College of Science, Wuhan University of Science and Engineering, Wuhan, 430073 China Research Center of Nonlinear Science, Wuhan University of Science and Engineering, Wuhan, 430073 China

会议类型: 国际会议

会议名称: 第八届武汉电子商务国际会议(The Eighth Wuhan International Conference on E-Business)

会议地点: 武汉

会议语种:英文

页码: 883-887

在线出版日期: 2009-05-30（万方平台首次上网日期，不代表论文的发表时间）