scholarly journals Media Sentiment, Government Supervision Strategy, and Stock Price Fluctuation Risk

2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Zhu Jufang
Keyword(s):  
Network Theory ◽  
Stock Price ◽  
Association Network ◽  
Price Fluctuation ◽  
Positive Correlation ◽  
Complex Network Theory ◽  
Inherent Risk ◽  
Government Supervision ◽  
Market Noise ◽  
Media Sentiment

From the cross perspective of communication science and administration management, based on complex network theory, this paper constructs a model of stock price fluctuation risk contagion, which comprehensively considers media sentiment and government supervision strategy, and deeply analyzes the contagion mechanism of stock price fluctuation risk under the interaction of media sentiment and government supervision strategy. The main conclusions are as follows: The stock association network established by random way is more likely to cause contagion of stock price fluctuation risk. Media sentiment tendency, media sentiment intensity, and media attention persistence have positive “U” relationship, inverted “U” relationship, and positive correlation with contagion intensity of stock price fluctuation risk, respectively. There is a negative correlation between the strength, persistence, and timeliness of government supervision and the contagion intensity of stock price fluctuation risk. There is a positive correlation between market noise and contagion intensity of stock price fluctuation risk, and market noise has a restraining effect on media sentiment and government supervision strategy. In addition, the stock price fluctuation risk is inherent risk in the stock market, which cannot be eliminated by adjusting media sentiment and government supervision strategy, but its contagion intensity can be effectively controlled.

scholarly journals Transmission Mechanism of Stock Price Fluctuation in the Rare Earth Industry Chain

2021 ◽  
Vol 13 (22) ◽  
pp. 12913
Author(s):  
Yanjing Jia ◽  
Chao Ding ◽  
Zhiliang Dong
Keyword(s):  
Rare Earth ◽  
Stock Price ◽  
Listed Companies ◽  
Causality Test ◽  
Price Fluctuation ◽  
Complex Network Theory ◽  
Industry Chain ◽  
Transmission Distance ◽  
Industrial Chain ◽  
The Rare Earth

The transmission of stock price fluctuations of listed companies in the rare earth industry has complex characteristics. Mastering its transmission law is of great meaning to understand the relationship between the upstream and downstream of the rare earth industry chain and market investment. This article uses the time series of daily closing prices of stocks in the global rare earth industry chain in the past ten years as the research object. The Granger causality test and complex network theory were used to construct the risk transmission network of the industrial chain. We have identified the key stocks in the network of stock price fluctuation in the rare earth industry chain and obtained the transmission path of stock price fluctuation. According to the results: (1) The stocks of Chinese and Japanese listed companies considerably influence the transmission of the stock price fluctuation in the rare earth industry chain. (2) The transmission distance of the stock price fluctuation of each network is relatively small, and the transmission speed is relatively fast. (3) The fluctuation of stock price in the rare earth industry chain is mainly transmitted from the upstream and midstream links to the midstream and downstream links.

ANALISIS PENGARUH ERUBAHAN TINGKAT SUKU BUNGA SBI DAN PERUBAHAN KURS US$ TERHADAP HARGA PASAR SAHAM SEMEN GRESIK, TBK PERIODE JANUARI 2002 – DESEMBER 2006

2017 ◽  
Vol 4 (1) ◽  
Author(s):  
Oktafalia Marisa ◽  
Maya Syafriana
Keyword(s):  
Monetary Policy ◽  
Exchange Rate ◽  
Cash Flow ◽  
Stock Price ◽  
External Factors ◽  
Investment Climate ◽  
Internal Factors ◽  
Price Fluctuation ◽  
Two Factors ◽  
Investment Behaviour

<p class="Pendahuluan">Investment climate has begun to rise since a few years ago. Stock price fluctuations keep stable and move to the positive position. Stock price fluctuation affected by two factors, internal factors and external factors. Internal factors consist of company’s cash flow, dividend and investment behaviour. External factors consist of monetary policy, exchange rate, interest volatility, globalization, companies’ competition, and technology. This research, try to find out the effects of SBI rate and exchanged rate (USD/Rp) to PT. Semen Gresik’s stock price.</p><p class="Pendahuluan"> </p><p class="Pendahuluan">Keywords : Investment, stock price, SBI’s rate, and Exchanged rate.</p>

scholarly journals Ecological Network Optimization in Urban Central District Based on Complex Network Theory: A Case Study with the Urban Central District of Harbin

2021 ◽  
Vol 18 (4) ◽  
pp. 1427
Author(s):  
Shuang Song ◽  
Dawei Xu ◽  
Shanshan Hu ◽  
Mengxi Shi
Keyword(s):  
Complex Network ◽  
Network Optimization ◽  
Network Theory ◽  
Habitat Destruction ◽  
Landscape Patterns ◽  
Ecological Network ◽  
Complex Network Theory ◽  
Ecological Corridors ◽  
Low Degree ◽  
Central District

Habitat destruction and declining ecosystem service levels caused by urban expansion have led to increased ecological risks in cities, and ecological network optimization has become the main way to resolve this contradiction. Here, we used landscape patterns, meteorological and hydrological data as data sources, applied the complex network theory, landscape ecology, and spatial analysis technology, a quantitative analysis of the current state of landscape pattern characteristics in the central district of Harbin was conducted. The minimum cumulative resistance was used to extract the ecological network of the study area. Optimized the ecological network by edge-adding of the complex network theory, compared the optimizing effects of different edge-adding strategies by using robustness analysis, and put forward an effective way to optimize the ecological network of the study area. The results demonstrate that: The ecological patches of Daowai, Xiangfang, Nangang, and other old districts in the study area are small in size, fewer in number, strongly fragmented, with a single external morphology, and high internal porosity. While the ecological patches in the new districts of Songbei, Hulan, and Acheng have a relatively good foundation. And ecological network connectivity in the study area is generally poor, the ecological corridors are relatively sparse and scattered, the connections between various ecological sources of the corridors are not close. Comparing different edge-adding strategies of complex network theory, the low-degree-first strategy has the most outstanding performance in the robustness test. The low-degree-first strategy was used to optimize the ecological network of the study area, 43 ecological corridors are added. After the optimization, the large and the small ecological corridors are evenly distributed to form a complete network, the optimized ecological network will be significantly more connected, resilient, and resistant to interference, the ecological flow transmission will be more efficient.

Weighted recurrence network for characterizing continuous dynamical systems

2021 ◽  
pp. 2150361
Author(s):  
Guangyu Yang ◽  
Daolin Xu ◽  
Haicheng Zhang ◽  
Shuyan Xia
Keyword(s):  
Dynamical Systems ◽  
Network Theory ◽  
Real World Data ◽  
Complex Network Theory ◽  
Data Segment ◽  
Noisy Time Series ◽  
Network Method ◽  
Weighted Data ◽  
Eeg Recordings ◽  
The Lorenz System

Recurrence network (RN) is a powerful tool for the analysis of complex dynamical systems. It integrates complex network theory with the idea of recurrence of a trajectory, i.e. whether two state vectors are close neighbors in a phase space. However, the differences in proximity between connected state vectors are not considered in the RN construction. Here, we propose a weighted state vector recurrence network method which assigns weights to network links based on the proximity of the two connected state vectors. On the basis, we further propose a weighted data segment recurrence network that takes continuous data segments as nodes for the analysis of noisy time series. The feasibility of the proposed methods is illustrated based on the Lorenz system. Finally, an application to five types of EEG recordings is conducted to demonstrate the potentials of the proposed methods in the study of real-world data.

Sign in / Sign up

Export Citation Format

Share Document