Graphical Statistics of Stock Market
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DOI: 10.25236/ssehr.2018.054
Corresponding Author
Qi Xiao
Abstract
To analyze the statistical features of Chinese stock market, we choose 260 stocks and process the initial information by just taking trend information. Set up 3 kinds of networks and corresponding time series by using sliding window. Then model the network statistics. We conclude that the tendency of SSE Composite Index has negative effect on clustering coefficient and positive effect on average shortest path. Furthermore, average shortest path has negative effect on synchronization, and clustering coefficient has negative effect on network synchronization.
Keywords
Clustering Coefficient, Average Shortest Path, Network Synchronization