scholarly journals Co-Movement in Stock Markets Based on Directed Complex Network

2016 ◽  
Vol 8 (2) ◽  
pp. 179
Author(s):  
Zhen Du ◽  
Pujiang Chen ◽  
Na Luo ◽  
Yingjie Tang

<p>In this paper, directed complex network is applied to the study of A shares in SSE (Shanghai Stock Exchange). In order to discuss the intrinsic attributes and regularities in stock market, we set up a directed complex network, selecting 450 stocks as nodes between 2012 and 2014 and stock yield correlation connected as edges. By discussing out-degree and in-degree distribution, we find essential nodes in stock network, which represent the leading stock,. Moreover, we analyze directed average path length and clustering coefficient in the condition of different threshold, which shows that the network doesn’t have a small- world effect. Furthermore, we see that when threshold is between 0.08 and 0.15, the network follows the power-law distribution and behaves scale-free.</p>

2012 ◽  
Vol 263-266 ◽  
pp. 1096-1099
Author(s):  
Zhi Yong Jiang

Relationship between nodes in peer-to-peer overlay, currently becomes a hot topic in the field of complex network. In this paper a model of peer-to-peer overlay was purposed. And then the paper focused on figuring out the mean-shortest path length (MSPL), clustering coefficient (CC) and the degree of every node which allowed us to discover the degree distribution. The results show that the degree distribution function follows approximately power law distribution and the network possesses notable clustering and small-world properties.


Fractals ◽  
2019 ◽  
Vol 27 (02) ◽  
pp. 1950010
Author(s):  
DAOHUA WANG ◽  
YUMEI XUE ◽  
QIAN ZHANG ◽  
MIN NIU

Many real systems behave similarly with scale-free and small-world structures. In this paper, we generate a special hierarchical network and based on the particular construction of the graph, we aim to present a study on some properties, such as the clustering coefficient, average path length and degree distribution of it, which shows the scale-free and small-world effects of this network.


2011 ◽  
Vol 181-182 ◽  
pp. 14-18
Author(s):  
Yi He

At the background of archives blog on Internet, this paper constructs a directed complex network model, and analyzes the network characters such as degree distribution. To verify its efficiency, we collect blogs’ information and set up a complex network..From the analysis result of the simulation and demonstration network, we know that they have the same characters, which show that, the virtual society network has small-world effect and scale-free character compared with real society network. The results indicate that the establishment of archives blog is favor to spread rapidly archives information, improve information sharing efficiency and promote the development of archives technology.


Complexity ◽  
2017 ◽  
Vol 2017 ◽  
pp. 1-17 ◽  
Author(s):  
Yongliang Deng ◽  
Liangliang Song ◽  
Zhipeng Zhou ◽  
Ping Liu

Capturing the interrelations among risks is essential to thoroughly understand and promote coal mining safety. From this standpoint, 105 risks and 135 interrelations among risks had been identified from 126 typical accidents, which were also the foundation of constructing coal mine risk network (CMRN). Based on the complex network theory and Pajek, six parameters (i.e., network diameter, network density, average path length, degree, betweenness, and clustering coefficient) were employed to reveal the topological properties of CMRN. As indicated by the results, CMRN possesses scale-free network property because its cumulative degree distribution obeys power-law distribution. This means that CMRN is robust to random hazard and vulnerable to deliberate attack. CMRN is also a small-world network due to its relatively small average path length as well as high clustering coefficient, implying that accident propagation in CMRN is faster than regular network. Furthermore, the effect of risk control is explored. According to the result, it shows that roof collapse, fire, and gas concentration exceeding limit refer to three most valuable targets for risk control among all the risks. This study will help offer recommendations and proposals for making beforehand strategies that can restrain original risks and reduce accidents.


2006 ◽  
Vol 13 (2) ◽  
pp. 145-150 ◽  
Author(s):  
S. Abe ◽  
N. Suzuki

Abstract. The seismic data taken in California and Japan are mapped to growing random networks. It is shown in the undirected network picture that these earthquake networks are scale-free and small-work networks with the power-law connectivity distributions, the large values of the clustering coefficient, and the small values of the average path length. It is demonstrated how the present network approach reveals complexity of seismicity in a novel manner.


Fractals ◽  
2020 ◽  
Vol 28 (05) ◽  
pp. 2050087
Author(s):  
CHENG ZENG ◽  
YUMEI XUE ◽  
MENG ZHOU

In this paper, the evolving networks are created from a series of Sierpinski-type polygon by applying the encoding method in fractal and symbolic dynamical system. Based on the self-similar structures of our networks, we study the cumulative degree distribution, the clustering coefficient and the standardized average path length. The power-law exponent of the cumulative degree distribution is deduced to be [Formula: see text] and the average clustering coefficients have a uniform lower bound [Formula: see text]. Moreover, we find the asymptotic formula of the average path length of our proposed networks. These results show the scale-free and the small-world effects of these networks.


2021 ◽  
pp. 2150428
Author(s):  
Yuke Huang ◽  
Cheng Zeng ◽  
Hanxiong Zhang ◽  
Yumei Xue

Dürer’s pentagon is known to the artist Albrecht Dürer, whose work has produced an effect on modern telecommunication. In this paper, we consider directed networks generated by Dürer-type polygons, which is based on an [Formula: see text]-sided polygon where [Formula: see text] and [Formula: see text]. This object is quite different from what we previously studied when [Formula: see text] is not a multiple of 4. We aim to study some properties of these networks, such as degree distribution, clustering coefficient and average path length. We show that such networks have the scale-free effect, but do not have the small-world effect. It is expected that our results will provide certain theoretical support to further applications in modern telecommunication.


2020 ◽  
Vol 12 (8) ◽  
pp. 3190
Author(s):  
Yongliang Deng ◽  
Jinyun Li ◽  
Qiuting Wu ◽  
Shuangshuang Pei ◽  
Na Xu ◽  
...  

Building Information Modeling (BIM) technology has promoted the development of the architecture, engineering, and construction (AEC) industry, but has encountered many barriers to its application in China. Therefore, identifying the barriers to BIM application and capturing their interactions are essential in order to control and eliminate the determined barriers. From this standpoint, 23 BIM application barriers were identified through a literature review and expert interviews. Furthermore, the interactions among them were determined based on the Delphi method, which was the foundation for establishing the BIM application barrier network (BABN). Then, the software Pajek was employed to construct the network model and reveal its topological characteristics based on complex network theory, including degree, betweenness, eigenvector, clustering coefficient, network diameter, and average path length. As indicated by the results, BABN possesses scale-free network property because its cumulative degree distribution obeys power–law distribution. BABN is also a small-world network, due to its relatively high clustering coefficient as well as small average path length, implying that barrier propagation in BABN is fast. In addition, the results are discussed and recommendations are proposed. This research will help BIM stakeholders to develop coping strategies to control and eliminate BIM application barriers for the sake of driving BIM sustainable development.


2021 ◽  
Vol 8 (1) ◽  
Author(s):  
Ghislain Romaric Meleu ◽  
Paulin Yonta Melatagia

AbstractUsing the headers of scientific papers, we have built multilayer networks of entities involved in research namely: authors, laboratories, and institutions. We have analyzed some properties of such networks built from data extracted from the HAL archives and found that the network at each layer is a small-world network with power law distribution. In order to simulate such co-publication network, we propose a multilayer network generation model based on the formation of cliques at each layer and the affiliation of each new node to the higher layers. The clique is built from new and existing nodes selected using preferential attachment. We also show that, the degree distribution of generated layers follows a power law. From the simulations of our model, we show that the generated multilayer networks reproduce the studied properties of co-publication networks.


Geofluids ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Yuhao Hu ◽  
Guannan Liu ◽  
Feng Gao ◽  
Fengtian Yue ◽  
Tao Gao

The rational characterization and quantitative analysis of the complex internal pore structure of rock is the foundation to solve many underground engineering problems. In this paper, CT imaging technology is used to directly characterize the three-dimensional pore network topology of sandstone with different porosity. Then, in view of the problem, which is difficult to quantify the detailed topological structure of the sandstone pore networks in the previous study, the new complex network theory is used to characterize the pore structure. PageRank algorithm is based on the number of connections between targets as a measure index to rank the targets, so the network degree distribution, average path length, clustering coefficient, and robustness based on PageRank algorithm and permeability-related topological parameters are studied. The research shows that the degree distribution of sandstone pore network satisfies power law distribution, and it can be characterized by scale-free network model. The permeability of rock is inversely proportional to the average path length of sandstone network. The sandstone pore network has strong robustness to random disturbance, while a small number of pores with special topological properties play a key role in the macroscopic permeability of sandstone. This study attempts to provide a new perspective of quantifying the microstructure of the pore network of sandstone and revealing the microscopic structure mechanism of macroscopic permeability of pore rocks.


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