文献类型：期刊文献

英文题名：Global Rényi index of the distance matrix

作者：Nie, Chun-Xiao[1,2]; Song, Fu-Tie[2]

机构：[1] School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, China; [2] Department of Finance, School of Business, East China University of Science and Technology, Shanghai, 200237, China

年份：2019

卷号：514

起止页码：902

外文期刊名：Physica A: Statistical Mechanics and its Applications

收录：EI(收录号：20184005908734)

语种：英文

外文关键词：Financial markets - Geometry - Commerce - Matrix algebra

摘要：In previous studies, the heterogeneity of complex networks has been extensively studied. In our study, the heterogeneity of distance matrices is studied based on the Rényi index of networks. We define a new metric and name it global Rényi index (GRI), and prove several properties. In particular, the GRI value of the distance matrix corresponding to the evenly distributed point set in the Euclidean space is zero. Some model data were used to clarify the geometric meanings of GRI, and then we studied the GRI value of financial data. The results show that the GRI value in the real market changes drastically and is significantly different from the GRI value of the model-generated data. These results suggest that the proposed concept (GRI) is meaningful to the study distance matrix and provides a new perspective based on the network. ? 2018 Elsevier B.V.