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股市混沌行为及全局预报分析
The Analyses of Chaotic Behavior in Stock Market and Its General Forecasting
【摘要】 阐述了股票市场价格指数所遵循的非线性确定系统规律的相关概念。提出了股指数据序列的相空间重构方法 ,利用这一方法在二维相空间对混沌价格指数行为进行分析预报 ,同时提出高维相空间中非线性股价行为的线性预报器
【Abstract】 Some relative conceptions of non linear deterministic system law that the price indexes of stock market obeys are expounded. The method of phase space reconstruction for stock index dada series is put forward. By this the chaotic price index behavior is forecasted and analysed in 2 dimensional phase space . Meanwhile the linear forecasting model of non linear stock price behavior in high dimensional phase space is also put forward.
【关键词】 价格混沌;
股市全局预报;
相关维;
拓扑熵;
【Key words】 price chaos; general forecasting of stock market; correlation dimension; entropy;
【Key words】 price chaos; general forecasting of stock market; correlation dimension; entropy;
- 【文献出处】 桂林电子工业学院学报 ,JOURNAL OF GUILIN INSTITUTE OF ELECTRONIC TECHNOLOGY , 编辑部邮箱 ,2000年01期
- 【分类号】F832.5
- 【被引频次】1
- 【下载频次】89