Analyzing the Potential Influence of Shanghai Stock Market Based on Link Prediction Method

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摘要 Inthispaper,weanalyzethe180stockswhichhavethepotentialinfluenceontheShanghaiStockExchange(SSE).First,weusethestockclosingpricesfromJanuary1,2005toJune19,2015tocalculatelogarithmicthecorrelationcoefficientandthenbuildthestockmarketmodelbythresholdmethod.Secondly,accordingtodifferentnetworksunderdifferentthresholds,wefindoutthepotentialinfluencestocksonthebasisoflocalstructuralcentrality.Finally,bycomparingtheaccuracyofsimilarityindexofthelocalinformationandpathinthelinkpredictionmethod,wedemonstratethattherearebestsimilarityindextopredicttheprobabilityfornodesconnectioninthedifferentstocknetworks.
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出版日期 2017年05月15日(中国期刊网平台首次上网日期,不代表论文的发表时间)