Stock Correlation Analysis Based on Complex Network

	Stock Correlation Analysis Based on Complex Network
	Li, Shutian 2; Yang, Yi 2; Li, Caihong 2; Li, Lian 2; Gui, Xiangquan 1
	2016
关键词	complex network stock data stock networks stock correlations
页码	174-177
英文摘要	Aim at the study of the relationship of correlation between the stocks of SSE(Shanghai Stock Exchange) companies and the movement of SSE complex index, by using the mathematical statistics method and correlation coefficient analysis, select each stock's daily closing price as object, establish the complex network of stocks. Through preprocessing the data sets, we used R Studio get the mean correlation coefficient matrix, which is the foundation of the financial network. The results confirm the utility of the correlation coefficient analysis as a stability indicator for SSE stock market, since it proves that the correlation of stocks is different according to the crisis and prosperous of stock market in times. Its development is opposite to the market index, the interaction between the stocks attenuates when the complex index rises and enhances when the index falls. We also used K-means clustering algorithm to classify these nodes into different communities and found that the structures of networks vary widely according to their correlations. The method of this paper and the model it proposed is not only for the selection of our data sets, but also can be generalized to other fields of research.
会议录	PROCEEDINGS 2016 IEEE 6TH INTERNATIONAL CONFERENCE ON ELECTRONICS INFORMATION AND EMERGENCY COMMUNICATION (ICEIEC)
会议录出版者	IEEE
会议录出版地	345 E 47TH ST, NEW YORK, NY 10017 USA
语种	英语
WOS研究方向	Computer Science ; Engineering ; Telecommunications
WOS记录号	WOS:000386692100040
内容类型	会议论文
源URL	[http://119.78.100.223/handle/2XXMBERH/36410]
专题	计算机与通信学院
通讯作者	Li, Shutian
作者单位	1.Lanzhou Univ Technol, Coll Comp & Commun, Lanzhou, Peoples R China 2.Lanzhou Univ, Sch Informat Sci & Engn, Lanzhou, Peoples R China
推荐引用方式 GB/T 7714	Li, Shutian,Yang, Yi,Li, Caihong,et al. Stock Correlation Analysis Based on Complex Network[C]. 见:.