混沌投资时间序列的嬗变

The Transmutation for Time Series of Chaotic Investment

不少的投资机构和研究者都曾建立各自的投资数学模型,以求在投资决策时应用.但在实战操盘时却难以适用,或者应用的时间周期很快就消失.究其原因,除投资数学模型自身的问题外,混沌投资时间序列的嬗变是一个不应忽视的因素.在文[1]的基础上,本文探讨混沌投资时间序列的测度能嬗变和动熵谱嬗变.

Many investment organizations and researchers have respectively established their investment mathematics models so that they can be applied in policy making. However, it抯 difficult to do so in reality or the applied time period will disappear quickly. After being studied furtherly, it抯 found that, besides the problem of investment mathematics model itself, the transmutation for time series of chaotic investment is an important factor that shouldn抰 be neglected. On the basis of thesis [1], this thesis will focus on the energy of measure and dynamic entropy spectrum of the transmutation for time series of chaotic investment.