上证指数的分形结构及盒维数测量的研究

The Fractal Structure and Box-Dimension Measure of Shanghai General Index

针对有效市场假说在资本市场应用中越来越多的质疑，运用分形理论的方法对我国上证指数进行了分析，并利用盒维数的测量方法对其进行了分数维测定，从而得到了股市波动相应的复杂程度的定量值．

To the question of applying Efficient Market Hypothesis(EMH) to capital market, we used the method for fractal theory to analyse Shanghai General Index, and the method for box - dimension measure to have determonated the fractal dimension of it. Hence we have the quantitative value of level of complexity for stock vibration.