美国金融危机与系统自组织性分析

Analysis of American Financial Crisis with System Self-organization

应用系统自组织理论,基于1987年1月至2009年8月的美国标准普尔500指数(Day Closing Price)进行指数序列长期趋势分析和对数收益序列非线性验证,论证了美国金融系统是一个具备自组织条件的复杂系统。根据系统自组织临界理论,结合沙堆模型原理分析并解释了2008年10月爆发的美国金融危机是美国金融系统自组织过程中系统发生突变的表现。

Based on the system self-organization theory and data of American SP 500（day closing price） index from January 1987 to August 2009,the analysis of the index series trend and Index log-return series nonlinear characters show that the American financial system is a self-organizing complex system.Based on sand-pile model principium and self-organized Criticality theory,the outbreak of American financial crisis in October 2008 was the representation of system with sudden changes in American financial system self-organization.