金融市场中一些混沌现象的分析方法

Analytic Approaches of Chaos Phenomena in Financial Market

股票价格收益及波动常常表现为混沌特征。用混沌来研究金融市场的变化规律,已成为金融研究的热点。本文提供了一些方法来研究金融市场中的股票价格及收益率是否具有混沌特征。如Lyapunov指数为正则确认具有混沌行为以及关联维数对确定混沌系统的帮助。

The price and the fluctuation of stock exbit chaotic characteristic.In recent years, it is very popular to use chaos in doing financial market research.The paper offers some methods to investigate whether the price of stock and itsreturn rate in financial market have features of chaos ,Fox example, positive index of Lyapunov implies they have features of chaos, and relation latitude is helpful to confirm chaos system.