证券市场中的混沌分形现象与多分形走动

Chaotic-Fractal Phenomena and Multi-Fractal Model in Securities Business

利用混沌分形动力学原理功率谱分析、相空间重构和多分形理论等方法 ,以上海证券综合指数为例对证券市场中股票价格的变动进行了分析和探讨 ,证明了其波动是具有内在随机性的混沌分形现象·通过对数据进行Lyapunov分析、Poincar啨截面和相空间重构 ,得到了上海证券综合指数的动力学模型 ,刻画了系统的混沌特性 ,为利用混沌分形理论研究和发展现代金融模型提供了一个新的研究和探讨方法·

The chaotic fractal dynamics (including power spectral, phase space restructure and multi fractal theory) was used to study the trend of stock price in securities business based on the Shanghai stook composite index. The wave of stock price is a kind of chaotic fractal phenomenon of inter random. The dynamic model of Shanghai stock composite index was established both by the Lyapunov analysis of the datuem and by the restructure of the poincaré section and phase space of the datum. The chaotic characteristic of the system was described. This provides a new method for the investigation of modern financial model by the use of chaotic fractal theory.