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Web of Proceedings - Francis Academic Press

Graphical Statistics of Stock Market

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DOI: 10.25236/ssehr.2018.054

Author(s)

Qi Xiao

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