商学院博士论坛:The heterogeneity of the planar maximally filtered graph : a comparative study based on the Chinese and American markets

发布者:研究生教育管理中心     时间:2017-03-17

2017年3月16日商学院博士生论坛举行,应用经济学专业2014级博士研究生聂春笑作了题为“The heterogeneity of the planar maximally filtered graph : a comparative study based on the Chinese and American markets”的报告。商学院应用经济学专业博士生聆听了聂春笑的报告。

博士生论坛的举行加大了同学间的交流,构建一定的平台让博士生进行论文汇报,培养博士生的思想表达、 知识传输等方面的技能。

论文摘要:

In this paper,  R′enyi enyi enyi enyi index is used to measure the heterogeneity of planar maximally filtered graph (PMFG). We compare the degree distributions of PMFG with R′enyi enyi enyi indices and find that the R′enyi enyi enyi enyi index can describe the structure of PMFG topology well. Based on the data of the Chinese market and the US market, we study the dynamics of the structure of PMFG. The results show that the standard deviation of the R′enyi enyi enyi enyi index of PMFG in the Chinese market is larger than that of the US market, which means that the structure of PMFG in Chinese market is changing more drastically. Further, we analyze the industry in which the hub nodes belong, and find that there are some differences between the two markets. For example, more hub nodes in the US market belong to the financial industry. The proposed method and results show that the study of the structure of PMFG can be used to study the dynamics of the market.

 

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