The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock

Zelin Zhang, Maokang Luo, Ke Deng and Li Lai

Mathematical Problems in Engineering, 2016, vol. 2016, 1-15

Abstract:

A method based on coarse-graining to construct a directed weighted complex network which models the transformation of the trading data of an individual stock is introduced. The degree (strength) distribution of derived network follows a power-law. A moderated regression equation with interaction effects of average return and out-degree (in-degree) on out-strength (in-strength) is established. Moreover, we found that the differences of nodes affect the network’s structure and average return level impacts nodes’ eigenvector centrality and pagerank, significantly.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:8465278

DOI: 10.1155/2016/8465278

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