深圳成份股指数收益率序列的分形维

Fractal Dimension of Shenzhen Component Index

本文利用 G- P算法计算了深圳成份股指数的分形维为 3.8。而这就是证券市场运行系统的混沌吸引子的维数。因此 ,虽然证券市场的运行是千变万化的 ,决定其变化的因素很多 ,但是本质因素只有 4个。

G-P arithmeic is used to calculate fractal dimension of Shenzhen Component Index, which is about 3.8. This is also dimension of chaotic attractor. So we conclude that there are four essential factiors which determine our securities market.