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| 非线性动力学在汇率领域的应用及其发展前景 | |
| 引用本文： | 雷强,李争争,雷敏.非线性动力学在汇率领域的应用及其发展前景[J].科学技术与工程,2009,9(4). |
| 作者姓名： | 雷强 李争争 雷敏 |
| 作者单位： | 1. 上海交通大学安泰经济与管理学院,上海,200052 2. 上海交通大学安泰经济与管理学院,上海,200052;全国社会保障基金理事会,北京,100032 3. 上海交通大学,机械系统与振动国家重点实验室,上海,200040 |
| 基金项目： | 国家自然科学基金，上海市自然科学基金 |
| 摘 要： | 传统的线性经济学建模很难对汇率的"异象"做出合理解释,而非线性动力学却能够捕捉到汇率领域的非线性机理特征和非线性预测,从而揭示了非线性动力学在汇率政策的管理和科学决策中的应用前景. |
| 关 键 词： | 非线性动力学 混沌 分形 汇率 |
Application and Prospect of the Nonlinear Dynamics in Exchange Rates |
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| LEI Qiang,LI Zheng-zheng,LEI Min.Application and Prospect of the Nonlinear Dynamics in Exchange Rates[J].Science Technology and Engineering,2009,9(4). | |
| Authors: | LEI Qiang LI Zheng-zheng LEI Min |
| Institution: | Antai College of Economics & Management;Shanghai Jiaotong University1;Shanghai 200052;P.R.China;National Council for Social Security Fund2;Beijing 100032;State Key Laboratory of Mechanical System and Vibration;Shanghai Jiao Tong University3;Shanghai 200240;P.R.China |
| Abstract: | It is difficult for linear economic models to explain abnormal phenomena of exchange rates.Nonlinear dynamics may detect their nonlinear mechanism and forecasting,so,it discovers application and prospect of management and scientific decision-making in exchange rates. |
| Keywords: | nonlinear dynamics chaos fractal exchange rates |
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