| 非线性动力学分析在股票市场中应用—以上海股票市场为例 |
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| 引用本文： | 伍海华,李道叶.非线性动力学分析在股票市场中应用—以上海股票市场为例[J].青岛大学学报(工程技术版),2001,16(4). |
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| 作者姓名： | 伍海华 李道叶 |
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| 作者单位： | 青岛大学金融学院, |
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| 基金项目： | 国家自然科学基金资助项目 项目编号 :79970 114 |
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| 摘 要： | 突破了传统经济理论研究的线性框架 ,视股票市场为一非线性系统 ,运用分形、混沌等复杂性理论对上海股票市场系统动力学特征进行实证研究 ,得出了上海股票市场系统的分形特征、复杂性程度、系统演化类型及稳定性。最后 ,探讨了这些结论对股票市场的理论与实践意义
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| 关 键 词： | 股票市场 系统 动力学分析 |
NONLINEAR DYNAMICS ANALYSIS ON STOCK MARKE T -IN CASE OF SHANGHAI STOCK MARKET |
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| Wu Haihua,Li daoye.NONLINEAR DYNAMICS ANALYSIS ON STOCK MARKE T -IN CASE OF SHANGHAI STOCK MARKET[J].Journal of Qingdao University(Engineering & Technology Edition),2001,16(4). |
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| Authors: | Wu Haihua Li daoye |
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| Abstract: | Transcending the linear model traditional economics research and regarding securities market as a nonlinear system,a empirical analysis to the kinetic property of Shanghai securities market was given by some complexity theoretics,such as fractal and chaos theories.The fractal characteristics,the extent of complexity,the style of movement and the stability of Shanghai securities market are gotlen,and there are distinctive fractal strutures in Shanghai securities market.The theoretical significances and practical relevance of this conclusions are also discussed. |
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| Keywords: | stock market system dynamics analysis |
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