The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock

The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock

A method based on coarse-graining to construct a directed weighted complex network which models the transformation of the trading data of an individual stock is introduced. The degree (strength) distribution of derived network follows a power-law. A moderated regression equation with interaction eff...

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Bibliographic Details
Main Authors: Zelin Zhang, Maokang Luo, Ke Deng, Li Lai
Format: Article
Language:English
Published: Hindawi Limited 2016-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2016/8465278
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spelling doaj-6990721dc6ff4414b368ca55f32c4f522020-11-24T22:28:56ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472016-01-01201610.1155/2016/84652788465278The Relation between Degree and Strength in the Complex Network Derived from an Individual StockZelin Zhang0Maokang Luo1Ke Deng2Li Lai3College of Mathematics, Sichuan University, Chengdu, ChinaCollege of Mathematics, Sichuan University, Chengdu, ChinaCollege of Mathematics, Sichuan University, Chengdu, ChinaCollege of Mathematics, Sichuan University, Chengdu, ChinaA method based on coarse-graining to construct a directed weighted complex network which models the transformation of the trading data of an individual stock is introduced. The degree (strength) distribution of derived network follows a power-law. A moderated regression equation with interaction effects of average return and out-degree (in-degree) on out-strength (in-strength) is established. Moreover, we found that the differences of nodes affect the network’s structure and average return level impacts nodes’ eigenvector centrality and pagerank, significantly.http://dx.doi.org/10.1155/2016/8465278
collection DOAJ
language English
format Article
sources DOAJ
author Zelin Zhang
Maokang Luo
Ke Deng
Li Lai
spellingShingle Zelin Zhang
Maokang Luo
Ke Deng
Li Lai
The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock
Mathematical Problems in Engineering
author_facet Zelin Zhang
Maokang Luo
Ke Deng
Li Lai
author_sort Zelin Zhang
title The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock
title_short The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock
title_full The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock
title_fullStr The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock
title_full_unstemmed The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock
title_sort relation between degree and strength in the complex network derived from an individual stock
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 2016-01-01
description A method based on coarse-graining to construct a directed weighted complex network which models the transformation of the trading data of an individual stock is introduced. The degree (strength) distribution of derived network follows a power-law. A moderated regression equation with interaction effects of average return and out-degree (in-degree) on out-strength (in-strength) is established. Moreover, we found that the differences of nodes affect the network’s structure and average return level impacts nodes’ eigenvector centrality and pagerank, significantly.
url http://dx.doi.org/10.1155/2016/8465278
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AT maokangluo therelationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
AT kedeng therelationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
AT lilai therelationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
AT zelinzhang relationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
AT maokangluo relationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
AT kedeng relationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
AT lilai relationbetweendegreeandstrengthinthecomplexnetworkderivedfromanindividualstock
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