摘要翻译：
基于美国和中国股票市场的日数据，研究了一个具有静态和动态阈值的金融网络的动态行为。与静态阈值相比，动态阈值抑制了个股价格互相关诱发的大幅波动，在动态演化中导致了稳定的拓扑结构。结果表明，平均聚类系数、平均度和度的互相关具有长期的时间相关性。动态网络在度分布上表现出双峰行为。
---
英文标题：
《Adaptive financial networks with static and dynamic thresholds》
---
作者：
Tian Qiu, Bo Zheng and Guang Chen
---
最新提交年份：
2010
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
--

---
英文摘要：
  Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the dynamic threshold suppresses the large fluctuation induced by the cross-correlation of individual stock prices, and leads to a stable topological structure in the dynamic evolution. Long-range time-correlations are revealed for the average clustering coefficient, average degree and cross-correlation of degrees. The dynamic network shows a two-peak behavior in the degree distribution.
---
PDF链接：
https://arxiv.org/pdf/1002.3432