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基于李雅普诺夫指数的混沌行为分析--以云南板块指数为例
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作者 安鸿宇 王云翔 周迪克 《中国市场》 2023年第36期42-45,共4页
文章探讨了在新冠肺炎疫情前后,云南板块指数系统动态特性的变化,并且通过计算混沌度量化云南板块指数系统的混沌性质。结果显示,新冠肺炎疫情前后,云南板块指数系统的混沌度发生了显著变化。不仅最大李雅普诺夫指数增加,极差也呈上升趋... 文章探讨了在新冠肺炎疫情前后,云南板块指数系统动态特性的变化,并且通过计算混沌度量化云南板块指数系统的混沌性质。结果显示,新冠肺炎疫情前后,云南板块指数系统的混沌度发生了显著变化。不仅最大李雅普诺夫指数增加,极差也呈上升趋势,这表明系统的动态性和不稳定性有所增强,整体上系统的混沌度有所提高,反映了系统在特殊时期冲击下的复杂响应。这一研究不仅有助于深入理解云南板块市场的行为特征,还为金融市场风险调控提供了新的视角和方法。此结果为构建混沌时间序列模型和探索系统的非线性特性提供了支持,有助于更好地应对金融市场的变化与挑战。 展开更多
关键词 混沌时间序列 李雅普诺夫指数 混沌度 云南板块
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中国股市云南板块指数编制及其波动分析 被引量:1
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作者 王源昌 高原静 陈丹 《经济问题探索》 CSSCI 北大核心 2011年第11期85-89,共5页
本文从计算公式、样本基期、指数修正等方面探讨了云南板块股票价格指数的编制方法,根据确定的编制原则,对29家存续上市公司逐一进行分析:计算流通股份数、估计股权分置改革前后停牌期间公允价值、测算个股特别停牌期间公允市值。实证... 本文从计算公式、样本基期、指数修正等方面探讨了云南板块股票价格指数的编制方法,根据确定的编制原则,对29家存续上市公司逐一进行分析:计算流通股份数、估计股权分置改革前后停牌期间公允价值、测算个股特别停牌期间公允市值。实证分析表明,确定的股票停牌估值方法得出的估值与实际数据基本吻合,验证了其合理性;最终编制出能够度量云南上市公司整体波动趋势的云南板块指数。 展开更多
关键词 云南板块指数 停牌估值 波动分析
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云南板块与中国股票市场收益率的关系研究
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作者 王源昌 高原静 《玉溪师范学院学报》 2010年第4期48-54,共7页
通过编制云南板块指数,提供了一个刻画云南上市公司股票整体波动情况的指标,并借助这一指标,将云南板块收益率与中国股票收益率进行比较.从实证比较的结果看,云南板块收益率一半左右不能由全国股票收益率指标解释,说明云南板块指数具有... 通过编制云南板块指数,提供了一个刻画云南上市公司股票整体波动情况的指标,并借助这一指标,将云南板块收益率与中国股票收益率进行比较.从实证比较的结果看,云南板块收益率一半左右不能由全国股票收益率指标解释,说明云南板块指数具有较大的独有特征.云南板块的市场贝塔在1附近,说明云南板块风险与中国股票市场的风险十分相似.此外,实证结果还表明,云南板块收益率均值大于全国股票市场收益率均值,在2000~2008期间,云南板块日收益率比上证综指收益率高一倍多;在2005~2008期间,云南板块日收益率高出沪深300日收益率高70%,其上市公司股票的总体表现优于全国上市公司股票平均表现. 展开更多
关键词 云南板块指数 收益率 贝塔系数
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DEFORMATION RATE CHANGES OF TECTONIC BELTS ALONG BOUNDARIES OF YUNNAN SICHAUN BLOCK AND RELATION TO GROUPED STRONG EARTHQUAKES 被引量:1
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作者 Cheng Wanzheng and Yang Yongling (Earthquake Administration of Sichuan Province, Chengdu 610041, China) 《大地测量与地球动力学》 CSCD 2003年第B12期101-107,共7页
Deformation measurements such as short range leveling, short baseline, continuous cross fault strain measurement are carried out at different intervals from 1982 to 2001.All these measurement sites are built across th... Deformation measurements such as short range leveling, short baseline, continuous cross fault strain measurement are carried out at different intervals from 1982 to 2001.All these measurement sites are built across the boundary tectonic belts of Yunnan Sichuan block. On the basis of these deformation data, the annual deformation rates at all sites are calculated and their change curves with time are plotted respectively. With these calculated results, we analyze the vertical and horizontal movements of tectonic belts of Yunnan Sichuan block, and the relationship to grouped strong earthquakes occurred in the block are discussed as well. These results show that the tectonic activities in the western and southeastern Yunnan are intensive. Along some eastern boundary belts: from Qujiang, Xiaojiang fault belts in the south of Yunnan to Xianshuihe fault belts in northwestern Sichuan, present annual rate of horizontal deformation decreases.Along Xianshuihe, Xiaojiang and Longmenshan fault belts the rates of vertical deformation change are small,but the vertical deformation change rates along Anninghe and Zemuhe fault belts are comparatively large. The comprehensive analysis shows that grouped strong earthquakes will occur probably when the deformation rate changes sharply. Thus we think that sharp changes of deformation rates may be one of the seismic precursors. 展开更多
关键词 地震前兆 变形率 地表变形 云南-四川板块边缘 数据计算 边缘区域的横向变形 纵向变形 聚集的强震
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The Recent Crustal Deformation on the Sichuan-Yunnan Rhombic Block Boundaries
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作者 Lü Yipei 1), Liao Hua 2), Su Qin 2) and Wang Lan 2) 1)Seismological Bureau of Sichuan Province, Chengdu 610041, China 2)Geodetic Brigade of Seismological Bureau of Sichuan Province, Ya’an 625000, China 《Earthquake Research in China》 2002年第4期304-314,共11页
Based on data from an across-fault survey along the Sichuan-Yunnan rhombic block boundaries, the recent deformation characteristics on each fault have been analyzed. It was found that the rate of crustal deformation i... Based on data from an across-fault survey along the Sichuan-Yunnan rhombic block boundaries, the recent deformation characteristics on each fault have been analyzed. It was found that the rate of crustal deformation is slowing down along the northern segment and increasing along the southern segment. Each fault has different features of deformation. The horizontal deformation is mainly characterized by left-lateral strike-slip. The rate of vertical deformation is less than that of the horizontal deformation. The faults have the feature of upper wall uplifting alternated with descending. The anomaly changes of crustal deformation at some sites are closely related to the seismicities near the sites. 展开更多
关键词 The Sichuan-Yunnan rhombic block Crustal deformation EARTHQUAKE Across-fault survey
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