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Web of Proceedings - Francis Academic Press

Cross-correlation Network Analysis Work in Stock Market

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DOI: 10.25236/iceeecs.2018.037

Author(s)

Wang Penghao

Corresponding Author

Wang Penghao

Abstract

Complex network theory is a powerful tool to make research on network structure and function of stock market, whose cross-correlation has already become one new perspective of research. It is a network structure of calculating network statistics characteristic index of stock index, by analyzing yield rate and transaction amount, PE. stock yield and transaction index have stronger cross-correlation and small-world property. PE index has weaker cross-correlation without small-word property; it is a random network with low efficiency, which is greatly affected by the outside factors.

Keywords

Complex network, stock index, topology structure.