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
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