| 证券市场复杂性与群体心理 |
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| 引用本文： | 文凤华,杨晓光,马超群,兰秋军.证券市场复杂性与群体心理[J].系统工程,2005,23(10):17-21. |
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| 作者姓名： | 文凤华 杨晓光 马超群 兰秋军 |
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| 作者单位： | 1. 中国科学院,数学与系统科学研究院,北京,100080
2. 湖南大学,工商管理学院,湖南,长沙,410082 |
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| 基金项目： | 国家社会科学基金资助项目（03BYJ056）; 湖南省自然科学基金资助项目（05JJ30215）; 国家自然科学基金资助项目（70425004;70471030;700221001;70331001） |
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| 摘 要： | 研究证券市场复杂性产生的机理,将有助于人们了解其发展的动因及规律,以便更好地对其进行适应、调节与控制.从复杂性科学的观点看来,投资者的群体心理会引起证券市场复杂性;本文先实证证券市场上群体行为的存在,然后用问卷调查的方法实证群体行为是由群体心理引起;最后从系统的相关持久性以及演化两个角度分析群体心理对证券市场复杂性的影响.
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| 关 键 词： | 复杂系统 群体心理 赫斯特指数 李雅普诺夫指数 |
| 文章编号： | 1001-4098（2005）10-0017-05 |
| 收稿时间： | 2005-01-06 |
| 修稿时间： | 2005-01-062005-09-10 |
Crowd Psychology and Complexity of Security Market |
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| WEN Feng-hua,YANG Xiao-guang,MA Chao-qun,LAN Qiu-jun.Crowd Psychology and Complexity of Security Market[J].Systems Engineering,2005,23(10):17-21. |
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| Authors: | WEN Feng-hua YANG Xiao-guang MA Chao-qun LAN Qiu-jun |
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| Institution: | 1. Academy of Mathematics and Systems Science, Chinese Academy of Science, Beijing 100080,China 2. School of Business Administration, Hunan University,Changsha 410082,China |
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| Abstract: | The security market is a complex system.To explore the mechanism of complexity of the security market helps people understand the dynamics and the nature of its developments,so as to better adapt to,regulate and control the security market.In terms of complexity,investors' crowd psychology results in complexity of the security market.This paper first confirms the existence of crowd actions with empirical evidence gathered from the security market;then empirically demonstrates the existence of crowd psychology with questionnaires;and finally analyses the influence of crowd psychology on the security market from two angles of the endurance of system correlation and of system evolution. |
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| Keywords: | Complex System Crowd Psychology Hurst Exponent Lyapunov Exponent |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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