网络大小对比不同库存网络的影响
Kamrul Hasan Tuhin1, Ashadun Nobi1, Md Jafar Sadique1
1Department of Computer Science and Telecommunication Engineering, Noakhali Science and Technology University, Noakhali, Bangladesh.
PloS one
|December 14, 2023
概括
网络规模显著影响股票市场分析,特别是在非危机时期. 将数据规范化并专注于更大的网络减少了这种影响,为市场动态提供了更可靠的洞察力.
科学领域:
- 量化金融 量化金融
- 网络科学 网络科学
- 金融市场分析 金融市场分析
背景情况:
- 股票市场动态通常使用复杂网络理论来分析.
- 了解网络属性在不同经济条件下如何变化至关重要.
研究的目的:
- 调查系统大小对股票市场网络措施的影响.
- 为了比较韩国和印度市场的危机和非危机时期之间的网络特征.
主要方法:
- 使用值方法生成的股票网络与随机选择的股票指数.
- 计算了不同网络大小 (N) 的平均最短路径长度 (L) 和平均集群系数 (C).
- 分析了股票价格时间序列中的交叉相关性.
主要成果:
- L和C都受到网络大小 (N) 的显著影响.
- 不同大小的网络之间的图表测量的直接比较可能会产生误导.
- 规范化的最短路径长度减少了网络测量对N的依赖,特别是在较大的网络中.
- 与非危机时期相比,网络规模对网络措施的影响在危机时期不那么明显.
结论:
- 网络规模是股票市场网络分析的关键因素.
- 规范化技术对于准确的跨网络比较至关重要.
- 市场危机可能会改变基本的网络结构,减少规模依赖.
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