Stocks Network Analysis Based on Visualization

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Abstract:

In order to explore interactions among stocks, a weighted complex network was modeled, whose nodes were stocks, connection between nodes was established by their correlation, and the weight on corresponding edge was their correlation coefficient. The article analyzed some influence behaves among stocks by using visualization method, and gave some algorithms to find out network maximum spanning tree and core network. The result shows that the network is scale-free, nodes coupling are of homology, and some nodes are of strong influence on others.

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323-327

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February 2011

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© 2011 Trans Tech Publications Ltd. All Rights Reserved

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