| C_0复杂度的改进及其在证券市场中的应用 |
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| 引用本文： | 王福来,达庆利.C_0复杂度的改进及其在证券市场中的应用[J].数学的实践与认识,2007,37(8):20-26. |
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| 作者姓名： | 王福来 达庆利 |
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| 作者单位： | 1. 东南大学,经济与管理学院,南京,210096;浙江财经学院,数学与统计学院,杭州,310012
2. 东南大学,经济与管理学院,南京,210096 |
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| 摘 要： | 系统地分析了Lemple-Ziv复杂性度量方法的应用过程中,将实际信号(时间序列)转变成符号序列的诸多方法中存在的一些问题,提出了更合理兼容法.该方法可以有效地刻划各种时间序列的复杂度.文章最后动态地分析了中国证券市场的复杂性.
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| 关 键 词： | 复杂性理论 上海证券市场 白噪声 混沌 |
| 修稿时间： | 2006年11月22 |
An Improvement of the Present Complexity Theory and Its Application to the Stock Exchange Market |
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| WANG Fu-lai,DA Qing-li.An Improvement of the Present Complexity Theory and Its Application to the Stock Exchange Market[J].Mathematics in Practice and Theory,2007,37(8):20-26. |
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| Authors: | WANG Fu-lai DA Qing-li |
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| Abstract: | The paper systematically analyzes the methods to transform signals(i.e.time series) to the symbol series in the application of the Lemple-Ziv′s Theory of Complexity and thus propose a more suitable method,namely the Compatible Method.The method can not only describe the complexity of different time series,but also avoid the weakness of the Mean Method for its oversimplified coarse grain of state space and hence chaos and totally random series can′t be differentiated,and the weaknesses of the Extremal Method and the Genetic Code Method for their attention only on local information and the consequent ineffectiveness to distinguish time series.Finally the dynamic complexity of the Shanghai Stock Exchange Market is analyzed. |
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| Keywords: | complexity theory the Shanghai Stock Exchange Market the white noise chaos |
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