基于复杂网络地上证指数序列的分析.pdf

A A A A Thesis Thesis Thesis Thesis Submitted Submitted Submitted Submitted in in in in Partial Partial Partial Partial Fulfillment Fulfillment Fulfillment Fulfillment of of of of the the the the Requirements Requirements Requirements Requirements for for for for the the the the Degree Degree Degree Degree of of of of Master Master Master Master of of of of Science Science Science Science A A A A nalysis nalysis nalysis nalysis of of of of the the the the Shanghai Shanghai Shanghai posite Index Index Index Index Sery Sery Sery Sery Based Based Based Based on on on work Analysis Analysis Analysis Analysis Candidate Candidate Candidate Candidate : Zheng Zheng Zheng Zheng Huili Huili Huili Huili Major Major Major Major : : : : Probability Probability Probability Probability Theory Theory Theory Theory And And And And Mathematical Mathematical Mathematical Mathematical Statistics Statistics Statistics Statistics Supervisor: Supervisor: Supervisor: Supervisor: Professor Professor Professor Professor Zhou Zhou Zhou Zhou Xiaoyang Xiaoyang Xiaoyang Xiaoyang Huazhong Huazhong Huazhong Huazhong University University University University of of of of Science Science Science Science and and and and Technology Technology Technology Technology Wuhan,(430074), Wuhan,(430074), Wuhan,(430074), Wuhan,(430074), May, May, May, May, (2012) (2012) (2012) (2012) 独创性声明独创性声明独创性声明独创性声明本人声明所呈交的学位论文是我个人在导师指导下进行的研究工作及取得的研究成果。尽我所知,除文中已经标明引用的内容外,本论文不包含任何其他个人或集体已经发表或撰写过的研究成果。对本文的研究做出贡献的个人和集体,均已在文中以明确方式标明。本人完全意识到,本声明的法律结果由本人承担。学位论文作者签名: 日期: 年月日学位论文版权使用授权书本学位论文作者完全了解学校有关保留、使用学位论文的规定,即:学校有权保留并向国家有关部门或机构送交论文的复印件和电子版, 允许论文被查阅和借阅。本人授权华中科技大学可以将本学位论文的全部或部分内容编入有关数据库进行检索,可以采用影印、缩印或扫描等复制手段保存和汇编本学位论文。保密□,在______ 年解密后适用本授权书。不保密□。(请在以上方框内打“√”) 学位论文作者签名: 指导教师签名: 日期: 年月日日期: 年月日本论文属于华华华华中中中中科科科科技技技技大大大大学学学学硕硕硕硕士士士士学学学学位位位位论论论论文文文文 I 摘摘摘摘要要要要研究股票市场规律是一门热门的课题, 一方面是因为投资者期望能够找到一定的规律便于投资, 另外一方面是因为学者们利用股票市场丰富的数据资源进行理论上的验证, 但是一直以来大多数研究都是基于股票之间的关系, 而本文从复杂网络的观点出发对上证指数波动进行探索。本文利用粗粒化方法