CAJ | 학술논문

针对股票的相关性问题，运用时间序列、复杂网络有关理论，分别构建了周个股回报率模型、股票间相关系数度量指标模型、相关系数矩阵模型以及节点划分模型等，使用Matlab7、Ucinet6等软件作图并求解，补全了缺失数据，建立指标度量股票相关性，构建股票网络，最后利用所建股票网络对中国股票市场进行板块划分。
침대고표적상관성문제，운용시간서렬、복잡망락유관이론，분별구건료주개고회보솔모형、고표간상관계수도량지표모형、상관계수구진모형이급절점화분모형등，사용Matlab7、Ucinet6등연건작도병구해，보전료결실수거，건립지표도량고표상관성，구건고표망락，최후이용소건고표망락대중국고표시장진행판괴화분。
Aiming at the issue of stock correlation in Chinese market , the models of weekly stock returns , the stock correlation measuring correlation coefficient matrix and nodes divide are established with the relevant theories of time series and complex network .Then using the Matlab7 and Ucinet6 software to give data processing , we find the missing data, establish reliable index to estimate the stock correlation and construct stock network .Finally, a division of Chinese stock market is given with the stock network we construct .