本文選題：加權(quán)局域世界網(wǎng)絡(luò) + 雙向選擇�。� 參考：《系統(tǒng)科學(xué)與數(shù)學(xué)》2017年05期

【摘要】：在加權(quán)局域世界網(wǎng)絡(luò)模型的基礎(chǔ)上,文章將復(fù)雜網(wǎng)絡(luò)與金融系統(tǒng)相結(jié)合,提出一種新局域世界的加權(quán)金融網(wǎng)絡(luò)模型.其主要思想是在加權(quán)局域世界網(wǎng)絡(luò)中引入了服從指數(shù)分布的增長方式和雙向擇優(yōu)選擇的連邊方式.利用平均場理論和仿真模擬得到網(wǎng)絡(luò)節(jié)點(diǎn)度、強(qiáng)度和權(quán)值都服從冪律分布,其分布指數(shù)與所取參數(shù)有關(guān).通過網(wǎng)絡(luò)拓?fù)湫再|(zhì)的研究和滬市A股股票數(shù)據(jù)的實(shí)證研究,發(fā)現(xiàn)該金融網(wǎng)絡(luò)模型具有層次結(jié)構(gòu)和異配特性,與實(shí)際網(wǎng)絡(luò)具有相似的拓?fù)浣Y(jié)構(gòu).
[Abstract]:Based on the weighted local world network model, a new local world weighted financial network model is proposed by combining the complex network with the financial system.The main idea is to introduce the growth mode of exponential distribution and the continuous edge mode of bidirectional selection in weighted local area network (WLAN).By using the mean field theory and simulation, the distribution of network node degree, strength and weight is obtained according to the power law, and the distribution exponent is related to the selected parameters.Through the study of the topological properties of the network and the empirical study of A-share stock data in Shanghai stock market, it is found that the financial network model has hierarchical structure and heterogeneity, and has similar topological structure to the actual network.
【作者單位】： 河北工業(yè)大學(xué)理學(xué)院;
【基金】：國家自然科學(xué)基金(61203142) 河北省自然科學(xué)基金(F2014202206)資助課題
【分類號(hào)】：O157.5

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