| 股市投资复杂性的元胞自动机模拟 |
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| 引用本文： | 杨帆,徐世英.股市投资复杂性的元胞自动机模拟[J].科技导报(北京),2007,25(18):56-62. |
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| 作者姓名： | 杨帆 徐世英 |
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| 作者单位： | 中央民族大学数学与计算机科学学院 北京100081 |
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| 摘 要： | 以上海股票交易市场为研究对象,将元胞自动机的建模理论与方法应用于股票市场的复杂性模拟。建立了基于投资分析的元胞自动机模型;采用分形理论为工具,应用重标级差(R/S)方法,对比现实与模拟数据,验证了模型仿真的有效性;应用模型,通过改变初始值和规则,进一步研究了股票市场的复杂性。
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| 关 键 词： | 重标级差 分形维 元胞自动机 复杂性 |
| 文章编号： | 1000-7857（2007）18-0056-07 |
| 修稿时间： | 2007-06-08 |
Cellular Automata Simulation Study on Complexity of the Stock Exchange Market |
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| YANG Fan,XU Shiying.Cellular Automata Simulation Study on Complexity of the Stock Exchange Market[J].Science & Technology Review,2007,25(18):56-62. |
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| Authors: | YANG Fan XU Shiying |
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| Institution: | School of Mathematics and Computer Science, Central University for Nationalities, Beijing 100081, China |
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| Abstract: | With Shanghai stock exchange market as a research object, this paper studies the complexity of the stock exchange market using the cellular automata theory and model. With the fractal theory as a tool, the R/S method is used to compare the real and the simulated data, which verifies the validity of the simulation. In the CA model, with different initial values and rules, we can improve the study on complexity in the stork exchange market. |
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| Keywords: | R/S method fractal dimension cellular automata complexity |
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