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《Journal of Beijing Normal University(Natural Science)》 2008-01
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THE STRUCTURE ANALYSIS OF NYSE MARKET INVESTMENT BASED ON COMPLEX NETWORKS

FAN Ying1) SUO Lina1,2) SHEN Xiaosong3) HU Yanqing1)(1)School of Management,Beijing Normal University,100875,Beijing,China;2)Academy of Mathematics & System Science,Chinese Academy of Science,100080,Beijing,China;3)Academy of Information Science,Beijing Normal University,100875,Beijing,China)  
With the introduction of the complex network methods,the topology structure properties of the fund and stocks investment system in NYSE market are studied.After constructing the bipartite network of NYSE market,statistical analysis and cluster analysis to the network are performed,the "scale free" and "small world" properties of system are found and overlapping community structure is detected.These results consistent well with both reality and finance theory.
【Fund】: 国家自然科学基金资助项目(70771011 60534080);; 国家“九八五”计划资助项目
【CateGory Index】: F830.91;F224
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