کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
11023324 | 1701307 | 2019 | 23 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Dynamic topology and allometric scaling behavior on the Vietnamese stock market
ترجمه فارسی عنوان
توپولوژی پویا و رفتار پوسته پوسته شدن آلومتریک در بازار سهام ویتنام
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کلمات کلیدی
بحران مالی، شبکه پیچیده حداقل درخت درختی مقیاس آلومتریک،
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
فیزیک ریاضی
چکیده انگلیسی
The impact of the Vietnamese financial crisis during 2011-2012 into the stock market was revealed by a structural change of the minimum spanning tree (MST) constructed from the daily stock price. We found that the MST has a star-like structure during this period, similar to that of the German market during the worldwide financial crisis of 2007-2008 (M. Wiliski et al., 2013), and a hierarchical scale-free structure for the rest of time. In addition, we investigate the market from a complex network perspective by analyzing the allometric scaling behavior. We found that all networks have the allometric scaling property, with exponent η ranging from 1.213±0.013 during the financial instability period to about 1.357±0.011 in normal time. These values correspond to a complex “dimension” of the financial market of between 3 and 5, which need to be further investigated in the future.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 514, 15 January 2019, Pages 235-243
Journal: Physica A: Statistical Mechanics and its Applications - Volume 514, 15 January 2019, Pages 235-243
نویسندگان
Q. Nguyen, N.K. K. Nguyen, L.H. N. Nguyen,