摘要
股票市场是一个非线性的复杂动力系统,将生态学的多种群Lotka-Volterra竞争模型进行改进后引入到股票市场,通过系统仿真,模拟中国股市运行,得出了类似于股票市场运行的非线性特征,为研究股市复杂性提供了新思路。
Stock market is a complex nonlinear dynamical system. Our paper applied the multi-group Lotka--Volterra competition model to the stock market and found that it can simu- late the operation of the stock market perfectly. This paper provided a new idea for studying the complexity of the stock market.
出处
《财经理论与实践》
CSSCI
北大核心
2014年第4期33-37,共5页
The Theory and Practice of Finance and Economics
基金
湖南省社科重点项目(13ZDB63)
关键词
复杂性
演化金融学
计算机金融
竞争
混沌
多分形
Complexity
Evolutionary Finance
Computational Finance
Competition
Chaos Multifractality
