Based on the closing price data of Shenzhen Component Index in Chinese stock market from 2000 to 2010

it turned the component index time series into complex networks by the visible diagram method

calculates

analyzed these complex networks' topological structure index

and found that these networks have the typical network characteristics of a small world and self-similarity

being scale-free. Finally

it gave an explanation in detail of this phenomenon. The study finds that a new perspective to explore the complexity of the financial system and its internal structure can be acquired by turning the financial time series into complex networks

which provides a new way of thinking to predict financial markets.