【摘要】 在基于投资分析的股票市场演化元胞自动机模型的基础上,建立了兖州煤业股票市场的单支股票元胞自动机演化模型,并以演化模型产生的股价指数序列为研究对象进行了动力学分析。通过考察股价指数序列在重构相空间中的轨迹,我们发现了股票市场中的混沌现象;通过相空间的分形维计算,说明了建立股票市场的动力学方程是有可能的;根据模拟模型和现实市场的对比分析,进一步证实了基于投资分析的股票市场演化元胞自动机模型,在模拟股票市场复杂性方面的可行性。更多还原

【Abstract】 Following the CA evolving model on stock markets established before,this paper take YZMY stock as an example to formulate a single stock CA model.Based on the simulated price index series,a dynamical analysis is conducted.By analyzing the tracks of the price series in the reconstructed phase space,chaos in the stock market is found;by estimating the fractal dimension,the possibility to construct dynamic equations in stock market is illustrated;by the comparing the(evolving) model with the real stock market of YZMY,the feasibility of simulating the complexity of stock markets is(explored.)更多还原