基于亲密度的投资者交互网络模型研究

Research on Investor Interaction Network Model Based on Intimacy

摘要: 在传染病SIR模型基础上，将节点扩展为未知者、怀疑者、传播者、免疫者，并考虑投资者间强弱关系的传播差异性，引入亲密度的概念使个体实现动态转移，构建投资者网络信息传播模型，该模型更贴合真实投资市场中交易者的信息传播特性，结果表明：信息的传播能力会随着投资者接受信息的次数以及节点间亲密度增大而增大，减少投资者之间的相互接触以及加强投资者的流动性，有助于抑制信息肆意传播，可以为现实中证券市场的管控提供一定理论参考。

Abstract: Based on the SIR model of infectious diseases, a new class of suspicious nodes is added, and the communication differences between strong and weak relationships among investors are considered. The concept of intimacy is introduced to make individuals realize dynamic transfer, and an investor network information communication model is constructed. The model is more suitable for the information communication characteristics of traders in the real investment market. The results show that the communication ability of information will increase with the increase of the number of times investors receive information and the intimacy between nodes. Reducing the mutual contact between investors and strengthening the liquidity of investors will help to curb the wanton dissemination of information, and can provide a theoretical reference for the management and control of securities market in reality.