上证综合指数混沌模型的动力学特性分析

Dynamic Characters Analysis of Shanghai Composite Chaotic-Model

通过对上海证券综合指数动力学模型的混沌特性进行深入研究 ,针对模型的混沌特性 ,应用Schwarz导数对系统的演化过程做了定量描述 ,利用Sharkovskii定理和符号动力学对模型的相图、分叉图、暗线方程进行了分析 ,得到了系统的MSS序列 ,给出该模型不稳定轨道和混沌参数区间的确定方法·为证券市场中的内在规律的研究发展 ,提供了一个有益的探讨 。

Schwarz derivative was used to quantify the changing process for the system according to the chaotic characteristics. At the same time Sharkovskii theorem and symbolic dynamics were used to analyze different sections of model,such as phase figures,bifurcation diagrams,dark line equation. MSS sequences of model were obtained,and the method used to make unstable track and chaotic parameter section was given. The study provides beneficial discuss for the inner rule developing of securities market. And it also provides useful experiment for application in economics of nonlinear chaotic dynamics.