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基于沙堆模型的股市宏观行为研究
引用本文:孙博文,孙名松.基于沙堆模型的股市宏观行为研究[J].哈尔滨理工大学学报,2003,8(1):105-106,110.
作者姓名:孙博文  孙名松
作者单位:哈尔滨理工大学,计算机与控制学院,黑龙江,哈尔滨,150080
摘    要:鉴于股市所具有的分形特征,采用沙堆模型思考股市的自组织临界性是一个合理的选择。股市中的自组织所导致的宏观行为,是股市没有外界冲击情况下的最本质的行为,对它的研究有助于把握股市波动的内在机制,从而更好地认识股市的变化规则。在此基础上,考虑外界冲击对股市的影响,有助于对实际股市演化的理解和把握。

关 键 词:沙堆模型  宏观行为  分形  自组织临界性  股票市场
文章编号:1007-2683(2003)01-0105-02

Stock Macroscopic Behavior Based on Sandpile Model
SUN Bo-wen,SUN Ming-song.Stock Macroscopic Behavior Based on Sandpile Model[J].Journal of Harbin University of Science and Technology,2003,8(1):105-106,110.
Authors:SUN Bo-wen  SUN Ming-song
Abstract:Because of fractal characteristic of stock., it is a reasonable choice to use sandpile model to consider self - organized criticality for stock. The macroscopic behavior resulted from self-organization from stock is the most essential behavior without impulsion outside. This research is helpful to hold internal mechanism of stock fluctuate, in order to meet the stock variational regulation of stock better. On the base of this, to consider the effect of impulsion outside to stock is a help to understand and hold actual stock.
Keywords:stock market  fractal  self-Organized criticality
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