文献类型：期刊文献

英文题名：Global Renyi index of the distance matrix

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

机构：[1]Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China;[2]East China Univ Sci & Technol, Sch Business, Dept Finance, Shanghai 200237, Peoples R 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：;WOS:【SCI-EXPANDED(收录号:WOS:000450137000079)】；

基金：This research was partially supported by the National Natural Science Foundation of China (Fund Number: 71371073) and Shanghai Pujiang Program of China (Fund Number: 13PJC025). The authors would like to thank Dr.Sai-Ping Li for his advice on manuscripts.

语种：英文

外文关键词：Renyi index; Financial market; Distance matrix

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 Renyi index of networks. We define a new metric and name it global Renyi 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 GR1 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. (C) 2018 Elsevier B.V. All rights reserved.