کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
11023303 1701307 2019 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Identifying influential nodes based on fluctuation conduction network model
ترجمه فارسی عنوان
شناسایی گره های تاثیرگذار بر اساس مدل شبکه هدایت نوسان
کلمات کلیدی
شبکه پیچیده سری زمانی، گره های تاثیرگذار، هدایت تابش، بازار سهام،
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
چکیده انگلیسی
Identifying influential stocks and determining the diffusion mechanism in a complex stock network are helpful for recognizing and avoiding the risk of a financial crisis. We define the influence of a stock according to the price fluctuation that it triggers in other stocks. Meanwhile, we propose the fluctuation conduction network (FCN) model, a novel dynamic model that can provide an econometrics basis. Through the data of the closing price, we analyze the price fluctuation influence capacity (PFIC) of stocks. First, we test the validity of our method and compare the PFIC of stocks with other features of stocks; second, we rank the stocks and make an empirical analysis of the influential stocks. From this, we find the following: (1) The closeness centrality has a tight correlation with the PFIC. (2) From the individual stock level, the 10 most influential stocks in the giant component of the stock network have strong leadership and reputations in China. (3) From the industry sector level, “Finance” and “Electric, thermal, gas, water production and supply” are the most influential sectors. (4) Most stocks reach their maximum influence range at step 3 of the price conduction.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 514, 15 January 2019, Pages 355-369
نویسندگان
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