DocumentCode :
3090874
Title :
The study on a comprehensive evolving model of directed weighted stock network based on information services
Author :
Jie Qi ; Ping Hu ; Bingqing Wang
Author_Institution :
Dept. of Manage. Sci., Xi´an Jiaotong Univ., Xi´an, China
fYear :
2013
fDate :
17-19 July 2013
Firstpage :
640
Lastpage :
646
Abstract :
Based on correlation of the stock price fluctuation of the information services stock network in Shanghai A-share and Shenzhen A-share, this paper established a stock network according to the given weight of the company´s relative value. Then it proposes a comprehensive directed weighted evolving network model that integrated fitness-based preferential attachment, node deletion, link establishment and link deletion. Next, after a deduction about the evolution of the comprehensive network model, it concludes the power-law feature of strength distribution. Finally, according to the distribution of different node fitness, the paper analyzes the evolution of the stock network and verifies it by using numerical simulations.
Keywords :
pricing; stock markets; Shanghai A-share; Shenzhen A-share; comprehensive directed weighted evolving network model; directed weighted stock network; fitness-based preferential attachment; information services stock network; link deletion; link establishment; node deletion; node fitness; stock price fluctuation correlation; strength distribution power-law feature; Barium; Educational institutions; Fluctuations; Industries; Information services; Mathematical model; Numerical models; evolution model; information service industry; power-law feature; stock network;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Service Systems and Service Management (ICSSSM), 2013 10th International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4673-4434-0
Type :
conf
DOI :
10.1109/ICSSSM.2013.6602553
Filename :
6602553
Link To Document :
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