Complex character Analysis of Shenzhen 100 index Stock Market Network

Abstract

By the data of these stocks ， daily closing prizing, volume, and return, we built three kinds of stock market network which based on the concept of complex network. First of all, we calculated the correlation index between stock nodes, which were expressed by a correlation coefficient matrix. According to kernel density distribution of daily closing prizing, volume, and return ' s correlation coefficient ,we determined their threshold and established the stock correlation networks.Then we analyzed character of small world for these stock correlation networks. Finally, by indicator for degree and betweenness centrality, we analyzed centrality for trading volume stock market network, which have strongest character of small world comparing with other networks.