| 基于预期的股价波动混沌模型研究 |
| |
| 引用本文： | 尤晨,贾玉虎.基于预期的股价波动混沌模型研究[J].漳州师院学报,2010(1):161-164. |
| |
| 作者姓名： | 尤晨 贾玉虎 |
| |
| 作者单位： | [1]漳州师范学院管理科学系,福建漳州363000 [2]中国人民解放军94755部队33分队,福建漳州363000 |
| |
| 摘 要： | 本文基于股市中对价格的预期建立一个模型,此模型能够解释价格波动中存在的混沌行为.文中用Li-York定理证明了股票市场具有混沌特征,并得到了系统发生混沌的充要条件.最后在模型研究的基础上给出了市场宏观调控的相关建议.
|
| 关 键 词： | 股票市场 预期 模型 混沌 |
Chaotic Model Based on Expectations in Stock Markets |
| |
| YOU Chen,JIA Yu-hu.Chaotic Model Based on Expectations in Stock Markets[J].Journal of ZhangZhou Teachers College(Philosophy & Social Sciences),2010(1):161-164. |
| |
| Authors: | YOU Chen JIA Yu-hu |
| |
| Institution: | 1.Deptartment of Management Science,Zhangzhou Normal University,Zhangzhou,Fujian 363000,China;2.94755 Route of PLA,Team 33,Zhangzhou,Fujian 363000,China) |
| |
| Abstract: | In this paper,we＇ll develop a chaotic model of the stock market based on expectations,which will explain some chaotic behavior in the fluctuations of the price.We also prove it to be a chaos model through Li-York chaos theorem.In this process,we get the necessary and sufficient conditions for the appearance of deterministic chaos in the model.On this basic,we give some suggestions on how to control the chaotic fluctuations of the price in the stock market. |
| |
| Keywords: | stock market expectation model chaos |
| 本文献已被 维普 等数据库收录！ |
|
