股票市场
股市泡沫
计算机科学
股市崩盘
动态网络分析
复杂网络
计量经济学
市场深度
时间序列
库存(枪支)
金融经济学
经济
机器学习
古生物学
计算机网络
马
万维网
生物
机械工程
工程类
作者
Yang Ping,Xiaohong Hou
摘要
The stock market is a real and continuously evolving extremely complex dynamic system. This paper analyzes the change of stock market efficiency from the perspective of dynamic evolution, and the recursive graph method is used to obtain the dynamic characteristics of stock price time series. For the sharp rise and fall of stock prices, this paper uses the heuristic segmentation algorithm of nonlinear time series mutation detection to study the detection of market dynamics characteristics before the stock market crash. Based on the above research results, this paper studies the dynamic evolution of financial markets and the construction of a complex network of dynamic characteristics between financial markets. The simulation results show that there are typical characteristics of small world network in stock market complex network, the stock market complex network shows stronger synchronization ability, and the transmission range of information between the stock markets in the complex network is significantly expanded.
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