摘要
本文运用尺度相关Lyapunov指数(SDLE)分析了沪深300指数复杂特征。结果表明沪深300指数在不同的尺度上具有不同的标度律,在小尺度上表现为混沌特征;几乎在所有尺度上表现出分形特征,具有反持续相关性。这些都说明沪深股市具备分形和混沌特征。
In this paper, the complex characteristics of the Shanghai and Shenzhen 300 index are analyzed by using the scale dependent Lyapunov index(SDLE). The results show that the CSI 300 index has different scaling laws at different scales, and is characterized by chaos at small scales. All these show that the Shanghai and Shenzhen stock markets have fractal and chaos characteristics.
出处
《科教导刊》
2016年第9Z期156-157,共2页
The Guide Of Science & Education
基金
浙江省教育厅一般项目(Y201533324)
王伟明助创基金项目(2015030)
关键词
SDLE
沪深股市
分形特征
混沌特征
SDLE
Shanghai and Shenzhen Stock Markets
fractal characteristics
chaotic characteristics
