证券市场交易数据的时域波形分形特征

Waveform Fractal Feature of Time Domain of Stock Market Bargain Data in China

以沪深证券市场的实时数据为基础,应用非线性数学的分形理论,分析了交易数据变化趋向的分形特性,得到了证券交易数据的时域波形信号分形维数在维数空间上的分布规律.样本计算和统计结果表明,证券交易数据的时域波形信号具有分形标度不变性,分形维数能够反映交易数据的时域波形信号的复杂性和不规则性.

In this paper, the true time data of stock market in Shanghai and Shenzhen are analyzed.We apply the nonlinearly mathematical fractal theory and statistics to analyze the variety trend fractal characteristic of the bargain data and get the distribution regularity of transaction data waveform fractal dimensionality space in the time domain. The specimen calculation outcome indicates that transaction data waveform of time domain assume fractal scale invariant property, which fractal dimensionality can reflect complexity and irregularity. 