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

Author

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  • Zelin Zhang
  • Maokang Luo
  • Ke Deng
  • Li Lai

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.

Suggested Citation

  • Zelin Zhang & Maokang Luo & Ke Deng & Li Lai, 2016. "The Relation between Degree and Strength in the Complex Network Derived from an Individual Stock," Mathematical Problems in Engineering, Hindawi, vol. 2016, pages 1-15, December.
    • Handle: RePEc:hin:jnlmpe:8465278
    DOI: 10.1155/2016/8465278
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