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

Author

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  • Yao Hongxing

    (School of Finance and Economics, Jiangsu University, Zhenjiang212013, China)

  • Lu Yunxia

    (Faculty of Science, Jiangsu University, Zhenjiang212013, China)

Abstract

In this paper, we analyze the 180 stocks which have the potential influence on the Shanghai Stock Exchange (SSE). First, we use the stock closing prices from January 1, 2005 to June 19, 2015 to calculate logarithmic the correlation coefficient and then build the stock market model by threshold method. Secondly, according to different networks under different thresholds, we find out the potential influence stocks on the basis of local structural centrality. Finally, by comparing the accuracy of similarity index of the local information and path in the link prediction method, we demonstrate that there are best similarity index to predict the probability for nodes connection in the different stock networks.

Suggested Citation

  • Yao Hongxing & Lu Yunxia, 2017. "Analyzing the Potential Influence of Shanghai Stock Market Based on Link Prediction Method," Journal of Systems Science and Information, De Gruyter, vol. 5(5), pages 446-461, October.
    • Handle: RePEc:bpj:jossai:v:5:y:2017:i:5:p:446-461:n:5
    DOI: 10.21078/JSSI-2017-446-16
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    References listed on IDEAS

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