【摘要】 Lemple- Ziv复杂性度量法在股票市场的应用中 ,复杂度是用来度量系统复杂性大小的指标。对比研究了中国股票市场与发达股票市场的复杂度 ,实证结果发现 ,中国股票市场复杂度明显小于发达股票市场复杂度。提出了中国股票市场发展过程中应注意的几个方面。在一定程度上复杂度可以是用来衡量市场有效性和发达程度的参照指标。更多还原

【Abstract】 In the application of Lemple Ziv complexity measure in stock market, complexity is used to measure the complexity of system. The paper studies the complexities of the Chinese stock market and developed stock market. It is found that complexity of the Chinese stock market is less than that of developed stock market through experimental study. The paper gives out the attentive aspects during the period of the Chinese stock market developing. Complexity can measure the stock market effciency and developing degree in some ways according to the experimental result.更多还原