• 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