| 基于成交量的股价序列构造及分形分析 |
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| 引用本文： | 轻舟,邓泱泱,陈耀文. 基于成交量的股价序列构造及分形分析[J]. 汕头大学学报(自然科学版), 2004, 19(1): 62-68 |
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| 作者姓名： | 轻舟 邓泱泱 陈耀文 |
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| 作者单位： | 汕头大学电子系,汕头,515063 |
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| 摘 要： | 构造了一种基于日历交易时间和基于成交量推进的股价转换函数 ,这种方法体现了量价配合和熵的思想 ,并在此基础上 ,通过 R/S分析法对上海股市的部分个股进行研究 .结果表明上海股票市场表现为高度正相关分形时间序列 ,且在短期内无明显循环周期
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| 关 键 词： | 股价指数 分形 R/S分析 H指数 |
| 文章编号： | 1001-4217(2004)01-0062-07 |
| 修稿时间： | 2003-06-27 |
Construction and Fractal Analysis on a Volume-Based Stock Price |
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| QING Zhou,DENG Yang-yang,CHEN Yao-wen. Construction and Fractal Analysis on a Volume-Based Stock Price[J]. Journal of Shantou University(Natural Science Edition), 2004, 19(1): 62-68 |
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| Authors: | QING Zhou DENG Yang-yang CHEN Yao-wen |
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| Abstract: | We construct a transfer function between calendar-based stock price an d volume-based stock price in the person of the thinking about entropy and conc ert of volume and price.Afterwards,the behavior of individual stock in Shangha i stock market is discussed depending on R/S analysis and conclusion,which have been obtained above.It indicates that high correlation fractal time series is expressed in Shanghai stock market and there does not exists obvious cycle in a short period. |
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| Keywords: | stock index fractal R/S analysis H index |
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