摘要
将高维混沌理论应用到中国证券市场的分析之中,指出了当前许多文献中计算中国证券市场混沌特征指数出现较大差异的原因.通过比较上证综合指数与英国M organ S tan ley C ap ita l In ternationa l指数后指出,中国证券市场较复杂,且存在较多的高维(接近四维)混沌成分.
By applying the theory of high dimensions to the Chinese stock market, the paper points out the main reason of differences among the characteristic exponents in many present papers analyzing the Chinese security market. Having compared the characteristic exponents in the Shanghai Security Market and Morgan Stanley Capital International, the paper draws a conclusion that the Chinese Security Market is more complex and a lot of higher-dimensional component exists
出处
《数学的实践与认识》
CSCD
北大核心
2006年第11期44-47,共4页
Mathematics in Practice and Theory
关键词
高维混沌
关联维数
LYAPUNOV指数
上证综合指数
high-dimensional chaos
correlation dimension
Lyapunov exponent
the Shanghai Stock Exchange s composite index high-dimensional chaos
correlation dimension
Lyapunov exponent
the Shanghai Stock Exchange s composite index
