摘要
针对我国股票市场所具有的混沌特征,运用分形理论的方法对我国上证指数进行分析·给出一种构造生成元的新方法尺度生成法,并采用此生成法构造出我国上证综合指数的生成元·根据分形迭代函数系统理论与方法,迭代生成我国上证综合指数的模拟走势图,并计算出其分形维数,从而得到了股市波动的复杂程度的定量值·
To the Chaos characteristic of the stock market of our country, analyses the Index of Shanghai Stock Exchange of our country using fractal method. Scale generation method is introduced to generate the construct-unit. The construct-unit of the Index of Shanghai Stock Exchange can be generated by this method. The simulate trend picture can be made by the theory of IFS （Integrated Function System）, and the fractal dimension is calculated to describe the complex degree of the stock market.
基金
教育部博士学科点专项科研基金资助项目(200014512)
国家自然科学基金资助项目(69974008)
关键词
股票市场
分形特征
中国
尺度生成法
上证指数
股市波动
混沌吸引子
stock market
fractal structure
fluctuation in stock market
chaos attractor
fractal dimension
box dimension
