├── .gitignore ├── 2022-statistical-modeling.Rproj ├── MES计算 ├── 1数据预处理(python) │ └── 收益率权重计算.ipynb ├── 2MES计算(R) │ └── MES计算-终.R └── 3MES时空维度分析(python) │ └── MES时空维度分析.ipynb ├── README.md ├── 主要分析结果(数据见README.md分享链接) ├── 蓄意攻击下相对网络效率变化.jpg ├── 蓄意攻击下网络最大连通子图尺寸变化.jpg ├── 边际期望损失.jpg ├── 阈值选取参考-终.jpg ├── 随机攻击下相对网络效率变化.jpg └── 随机攻击下网络最大连通子图尺寸变化.jpg └── 复杂网络抗毁性分析 └── 统计建模1343家企业网络.ipynb /.gitignore: -------------------------------------------------------------------------------- 1 | .Rproj.user 2 | .Rhistory 3 | .RData 4 | .Ruserdata 5 | -------------------------------------------------------------------------------- /2022-statistical-modeling.Rproj: -------------------------------------------------------------------------------- 1 | Version: 1.0 2 | 3 | RestoreWorkspace: Default 4 | SaveWorkspace: Default 5 | AlwaysSaveHistory: Default 6 | 7 | EnableCodeIndexing: Yes 8 | UseSpacesForTab: Yes 9 | NumSpacesForTab: 2 10 | Encoding: UTF-8 11 | 12 | RnwWeave: Sweave 13 | LaTeX: pdfLaTeX 14 | -------------------------------------------------------------------------------- /MES计算/1数据预处理(python)/收益率权重计算.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "code", 5 | "execution_count": 70, 6 | "id": "a12d812d", 7 | "metadata": {}, 8 | "outputs": [], 9 | "source": [ 10 | "import pandas as pd\n", 11 | "import numpy as np" 12 | ] 13 | }, 14 | { 15 | "cell_type": "code", 16 | "execution_count": 71, 17 | "id": "9186df9c", 18 | "metadata": { 19 | "scrolled": false 20 | }, 21 | "outputs": [], 22 | "source": [ 23 | "data=pd.read_excel(\"回归数据.xlsx\")\n", 24 | "data=data[[\"证券名称\",\"总资产(元)\"]]\n", 25 | "for i in range(len(data)):\n", 26 | " if data[\"总资产(元)\"][i]=='——':\n", 27 | " data[\"总资产(元)\"][i]=data[\"总资产(元)\"][i-1]" 28 | ] 29 | }, 30 | { 31 | "cell_type": "code", 32 | "execution_count": 72, 33 | "id": "9d08476a", 34 | "metadata": {}, 35 | "outputs": [], 36 | "source": [ 37 | "names=[]\n", 38 | "for i in data.drop_duplicates(subset='证券名称', keep='first', inplace=False)[\"证券名称\"]:\n", 39 | " names.append(i)" 40 | ] 41 | }, 42 | { 43 | "cell_type": "code", 44 | "execution_count": 73, 45 | "id": "a0100b6c", 46 | "metadata": {}, 47 | "outputs": [], 48 | "source": [ 49 | "meandata={}\n", 50 | "for i in names:\n", 51 | " meandata[i]=data[data[\"证券名称\"]==i][\"总资产(元)\"].mean()" 52 | ] 53 | }, 54 | { 55 | "cell_type": "code", 56 | "execution_count": 74, 57 | "id": "eff48f8a", 58 | "metadata": {}, 59 | "outputs": [], 60 | "source": [ 61 | "weightdata={}\n", 62 | "for i in meandata:\n", 63 | " weightdata[i]=meandata[i]/sum(meandata.values())" 64 | ] 65 | }, 66 | { 67 | "cell_type": "code", 68 | "execution_count": 75, 69 | "id": "8fcc138b", 70 | "metadata": {}, 71 | "outputs": [], 72 | "source": [ 73 | "returndata=pd.read_excel(\"收益率.xlsx\")" 74 | ] 75 | }, 76 | { 77 | "cell_type": "code", 78 | "execution_count": 76, 79 | "id": "53d51694", 80 | "metadata": { 81 | "scrolled": true 82 | }, 83 | "outputs": [], 84 | "source": [ 85 | "renames=names" 86 | ] 87 | }, 88 | { 89 | "cell_type": "code", 90 | "execution_count": 77, 91 | "id": "c52a26da", 92 | "metadata": {}, 93 | "outputs": [], 94 | "source": [ 95 | "renames.insert(0,\"rm\")" 96 | ] 97 | }, 98 | { 99 | "cell_type": "code", 100 | "execution_count": 78, 101 | "id": "0504fc33", 102 | "metadata": {}, 103 | "outputs": [], 104 | "source": [ 105 | "renames.insert(0,\"time\")" 106 | ] 107 | }, 108 | { 109 | "cell_type": "code", 110 | "execution_count": 79, 111 | "id": "1d76c507", 112 | "metadata": {}, 113 | "outputs": [], 114 | "source": [ 115 | "returndata_rename=returndata" 116 | ] 117 | }, 118 | { 119 | "cell_type": "code", 120 | "execution_count": 80, 121 | "id": "a8eb6b46", 122 | "metadata": {}, 123 | "outputs": [], 124 | "source": [ 125 | "returndata_rename.columns=renames" 126 | ] 127 | }, 128 | { 129 | "cell_type": "code", 130 | "execution_count": 81, 131 | "id": "2da313be", 132 | "metadata": {}, 133 | "outputs": [], 134 | "source": [ 135 | "rm=[]\n", 136 | "for j in range(len(returndata_rename)):\n", 137 | " a={}\n", 138 | " for i in weightdata:\n", 139 | " a[i]=weightdata[i]*returndata_rename[i][j]\n", 140 | " rm.append(sum(a.values()))\n", 141 | " " 142 | ] 143 | }, 144 | { 145 | "cell_type": "code", 146 | "execution_count": 82, 147 | "id": "035c253f", 148 | "metadata": {}, 149 | "outputs": [], 150 | "source": [ 151 | "returndata_rename[\"rm\"]=rm" 152 | ] 153 | }, 154 | { 155 | "cell_type": "code", 156 | "execution_count": 87, 157 | "id": "44732500", 158 | "metadata": { 159 | "scrolled": true 160 | }, 161 | "outputs": [ 162 | { 163 | "data": { 164 | "text/html": [ 165 | "
\n", 183 | " | time | \n", 184 | "rm | \n", 185 | "万科A | \n", 186 | "ST国华 | \n", 187 | "ST星源 | \n", 188 | "深振业A | \n", 189 | "*ST全新 | \n", 190 | "神州高铁 | \n", 191 | "中国宝安 | \n", 192 | "深物业A | \n", 193 | "... | \n", 194 | "平煤股份 | \n", 195 | "潞安环能 | \n", 196 | "中海油服 | \n", 197 | "中国石油 | \n", 198 | "中远海发 | \n", 199 | "招商轮船 | \n", 200 | "新集能源 | \n", 201 | "中远海控 | \n", 202 | "大唐发电 | \n", 203 | "出版传媒 | \n", 204 | "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | \n", 209 | "2008-01-02 | \n", 210 | "0.803503 | \n", 211 | "0.523884 | \n", 212 | "1.877400 | \n", 213 | "0.546290 | \n", 214 | "0.887688 | \n", 215 | "1.308386 | \n", 216 | "0.417929 | \n", 217 | "0.190779 | \n", 218 | "1.050627 | \n", 219 | "... | \n", 220 | "-0.498708 | \n", 221 | "-0.769223 | \n", 222 | "0.000000 | \n", 223 | "-0.536347 | \n", 224 | "0.000000 | \n", 225 | "0.603196 | \n", 226 | "0.163371 | \n", 227 | "2.713065 | \n", 228 | "0.000000 | \n", 229 | "2.984877 | \n", 230 | "
1 | \n", 233 | "2008-01-03 | \n", 234 | "0.612735 | \n", 235 | "-1.054165 | \n", 236 | "1.153791 | \n", 237 | "1.598811 | \n", 238 | "-0.293885 | \n", 239 | "2.078884 | \n", 240 | "-0.104106 | \n", 241 | "-0.657619 | \n", 242 | "0.927590 | \n", 243 | "... | \n", 244 | "0.103977 | \n", 245 | "-1.116756 | \n", 246 | "2.278829 | \n", 247 | "0.704353 | \n", 248 | "-0.902932 | \n", 249 | "1.052090 | \n", 250 | "-0.464491 | \n", 251 | "0.485038 | \n", 252 | "0.000000 | \n", 253 | "-0.544261 | \n", 254 | "
2 | \n", 257 | "2008-01-04 | \n", 258 | "0.292065 | \n", 259 | "1.128492 | \n", 260 | "0.565601 | \n", 261 | "-0.526424 | \n", 262 | "2.063507 | \n", 263 | "-0.053452 | \n", 264 | "2.135471 | \n", 265 | "0.027601 | \n", 266 | "0.130910 | \n", 267 | "... | \n", 268 | "0.441484 | \n", 269 | "0.863487 | \n", 270 | "0.203529 | \n", 271 | "0.320206 | \n", 272 | "0.580035 | \n", 273 | "-0.489995 | \n", 274 | "0.464491 | \n", 275 | "2.131538 | \n", 276 | "0.000000 | \n", 277 | "0.363598 | \n", 278 | "
3 | \n", 281 | "2008-01-07 | \n", 282 | "0.556617 | \n", 283 | "1.374187 | \n", 284 | "1.421454 | \n", 285 | "1.218541 | \n", 286 | "1.745373 | \n", 287 | "2.139300 | \n", 288 | "-0.801181 | \n", 289 | "-1.004839 | \n", 290 | "-0.163700 | \n", 291 | "... | \n", 292 | "1.587437 | \n", 293 | "4.060347 | \n", 294 | "0.000000 | \n", 295 | "-0.306235 | \n", 296 | "1.102239 | \n", 297 | "0.392437 | \n", 298 | "1.835882 | \n", 299 | "-0.717258 | \n", 300 | "0.000000 | \n", 301 | "0.260718 | \n", 302 | "
4 | \n", 305 | "2008-01-08 | \n", 306 | "-0.702735 | \n", 307 | "-0.433864 | \n", 308 | "-0.744411 | \n", 309 | "-1.159734 | \n", 310 | "-1.248321 | \n", 311 | "-0.153011 | \n", 312 | "-1.091764 | \n", 313 | "-1.377007 | \n", 314 | "-2.082863 | \n", 315 | "... | \n", 316 | "-1.373016 | \n", 317 | "-1.597612 | \n", 318 | "-0.892996 | \n", 319 | "-0.153931 | \n", 320 | "-1.791898 | \n", 321 | "-1.021141 | \n", 322 | "-1.781562 | \n", 323 | "0.337406 | \n", 324 | "0.000000 | \n", 325 | "2.937630 | \n", 326 | "
... | \n", 329 | "... | \n", 330 | "... | \n", 331 | "... | \n", 332 | "... | \n", 333 | "... | \n", 334 | "... | \n", 335 | "... | \n", 336 | "... | \n", 337 | "... | \n", 338 | "... | \n", 339 | "... | \n", 340 | "... | \n", 341 | "... | \n", 342 | "... | \n", 343 | "... | \n", 344 | "... | \n", 345 | "... | \n", 346 | "... | \n", 347 | "... | \n", 348 | "... | \n", 349 | "... | \n", 350 | "
3400 | \n", 353 | "2021-12-27 | \n", 354 | "0.174558 | \n", 355 | "-0.044248 | \n", 356 | "-0.551492 | \n", 357 | "0.386042 | \n", 358 | "0.492962 | \n", 359 | "-0.667588 | \n", 360 | "-3.728908 | \n", 361 | "-0.589619 | \n", 362 | "-0.259060 | \n", 363 | "... | \n", 364 | "-0.301944 | \n", 365 | "-0.407443 | \n", 366 | "-0.235550 | \n", 367 | "0.087825 | \n", 368 | "0.000000 | \n", 369 | "0.106314 | \n", 370 | "0.090762 | \n", 371 | "0.796893 | \n", 372 | "-0.509442 | \n", 373 | "-0.466629 | \n", 374 | "
3401 | \n", 377 | "2021-12-28 | \n", 378 | "-0.215826 | \n", 379 | "0.132609 | \n", 380 | "1.678423 | \n", 381 | "0.572704 | \n", 382 | "-0.492962 | \n", 383 | "-0.678010 | \n", 384 | "-2.782909 | \n", 385 | "1.080006 | \n", 386 | "-0.485250 | \n", 387 | "... | \n", 388 | "-1.699294 | \n", 389 | "-1.399241 | \n", 390 | "0.847859 | \n", 391 | "-0.175828 | \n", 392 | "0.395415 | \n", 393 | "0.000000 | \n", 394 | "-1.757768 | \n", 395 | "2.041446 | \n", 396 | "-1.831634 | \n", 397 | "0.267259 | \n", 398 | "
3402 | \n", 401 | "2021-12-29 | \n", 402 | "-0.218549 | \n", 403 | "-0.667132 | \n", 404 | "-0.290200 | \n", 405 | "0.000000 | \n", 406 | "0.099041 | \n", 407 | "0.377978 | \n", 408 | "-1.461316 | \n", 409 | "0.060911 | \n", 410 | "-0.339147 | \n", 411 | "... | \n", 412 | "0.470077 | \n", 413 | "0.115147 | \n", 414 | "0.000000 | \n", 415 | "-0.176543 | \n", 416 | "-0.263210 | \n", 417 | "-0.212890 | \n", 418 | "0.562809 | \n", 419 | "-0.333647 | \n", 420 | "-1.357281 | \n", 421 | "-0.738957 | \n", 422 | "
3403 | \n", 425 | "2021-12-30 | \n", 426 | "0.138935 | \n", 427 | "-0.586588 | \n", 428 | "0.467826 | \n", 429 | "0.000000 | \n", 430 | "-0.099041 | \n", 431 | "1.041167 | \n", 432 | "1.937695 | \n", 433 | "-0.274774 | \n", 434 | "-0.075727 | \n", 435 | "... | \n", 436 | "-0.104023 | \n", 437 | "-0.346360 | \n", 438 | "-0.700490 | \n", 439 | "-0.088541 | \n", 440 | "-0.397830 | \n", 441 | "0.106575 | \n", 442 | "-0.562809 | \n", 443 | "-1.707800 | \n", 444 | "0.683942 | \n", 445 | "4.133109 | \n", 446 | "
3404 | \n", 449 | "2021-12-31 | \n", 450 | "0.372867 | \n", 451 | "1.429905 | \n", 452 | "-0.400685 | \n", 453 | "0.189235 | \n", 454 | "0.786075 | \n", 455 | "1.302981 | \n", 456 | "2.901464 | \n", 457 | "0.759010 | \n", 458 | "0.751393 | \n", 459 | "... | \n", 460 | "0.155941 | \n", 461 | "0.269629 | \n", 462 | "0.700490 | \n", 463 | "0.088541 | \n", 464 | "-0.133424 | \n", 465 | "0.212369 | \n", 466 | "-0.570198 | \n", 467 | "-0.023231 | \n", 468 | "0.539503 | \n", 469 | "-0.309108 | \n", 470 | "
3405 rows × 1345 columns
\n", 474 | "