| 中国股市自组织临界性实证研究 |
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| 引用本文： | 孙博文,于天河,宋莉莉,孙百瑜,张本祥. 中国股市自组织临界性实证研究[J]. 复杂系统与复杂性科学, 2005, 2(4): 72-76 |
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| 作者姓名： | 孙博文 于天河 宋莉莉 孙百瑜 张本祥 |
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| 作者单位： | 1. 哈尔滨理工大学计算中心,哈尔滨,150080
2. 华南师范大学系统科学与系统管理研究中心,广州,510631 |
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| 摘 要： | 为了深入理解中国股市演化的复杂性,在界定了股市自组织临界性重要参数的基础上,通过统计方法考察了中国股市趋向自组织临界态的演化过程,发现了中国股市中的幂率关系,从而验证了中国股市中存在自组织临界性,同时指出了股市内部的分形性与其临界状态的密切关系,为进一步探索中国股市的复杂性机制奠定了实证基础.
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| 关 键 词： | 自组织临界性 分形 混沌 股市 |
| 文章编号： | 1672-3813（2005）04-0072-05 |
| 收稿时间： | 2005-09-02 |
| 修稿时间： | 2005-09-02 |
The Demonstration of Self-Organized Criticality of China''''s Stock Market |
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| SUN Bo-wen,YU Tian-he,SONG Li-li,SUN Bai-yu,ZHANG Ben-xiang. The Demonstration of Self-Organized Criticality of China''''s Stock Market[J]. , 2005, 2(4): 72-76 |
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| Authors: | SUN Bo-wen YU Tian-he SONG Li-li SUN Bai-yu ZHANG Ben-xiang |
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| Affiliation: | 1. Computer Center, Harbin University of Science and Technology, Harbin 150080,China; 2. The Center for Systems Science and Systems Management, South China Normal University, Guangzhou 510006, China |
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| Abstract: | In order to understand deeply the complexity of China' s stock market evolution. In this paper, an important parameter of self-organized criticality (SOC) was determined, on which the evolving process of SOC of China' s stock market was surveyed through statistical ways. A power law relation was founded in China's stock market, thus we proved the SOC existing in China's stock market, indicated the relations between the fraction and SOC in it, by which a demonstration basis for study the complexity of China's stock market system can be proposed. |
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| Keywords: | self-organized criticality fractal chaos stock market |
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