摘要
本文以沪深证券市场的实时数据为基础 ,应用非线性数学的多重分形理论 ,分析了交易数据的局部变化趋向的多重分形特性和转折点的数字特征 ,得到了证券交易数据序列多重分形广义维数在维数空间上的分布规律和任意交易数据序列的推广性质。样本计算和统计结果表明 ,证券交易数据序列具有显著的多重分形特性和在转折点附近存在突变奇异性 ,分析精度也大大提高。
In this paper,the real time data of stock markets in Shanghai and Shenzhen are analyzed.With nonlinearly mathematical multifractal theory,statistics and analysis are given to the sectional variety trend multifractal characteristic and turning point numeral characteristic of the bargain data,getting the distribution regularity and arbitrary parameter generalized theorem of transaction data series multifractal generalized dimension in the dimension space.The specimen calculation outcomes indicate that transection data assume significance multifractal levels and catastrophe strangeness near turning point,that is to say,the analying precision is increased by a big margin.
出处
《地质技术经济管理》
2002年第2期67-70,共4页
Geological Technoeconomic Management