| 基于Lotka-Volterra模型的中国股票市场非线性特征—— 一个生态学的视角 |
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| 引用本文： | 刘辉煌,莫宪,饶彬.基于Lotka-Volterra模型的中国股票市场非线性特征—— 一个生态学的视角[J].财经理论与实践,2014(4):33-37. |
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| 作者姓名： | 刘辉煌 莫宪 饶彬 |
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| 作者单位： | （1.湖南大学 经济与贸易学院,湖南 长沙410079;2.湖南城市学院，湖南 益阳413099） |
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| 摘 要： | 股票市场是一个非线性的复杂动力系统,将生态学的多种群Lotka-Volterra竞争模型进行改进后引入到股票市场,通过系统仿真,模拟中国股市运行,得出了类似于股票市场运行的非线性特征,为研究股市复杂性提供了新思路。
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| 关 键 词： | 复杂性 演化金融学 计算机金融 竞争 混沌 多分形 |
A Research on Nonlinear characteristics of the Chinese Stock Market Based on Lotka-Volterra Competition Model: An Ecological Perspective |
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| LIU Hui-huang,MO Xian,RAO Bin.A Research on Nonlinear characteristics of the Chinese Stock Market Based on Lotka-Volterra Competition Model: An Ecological Perspective[J].The Theory and Practice of Finance and Economics,2014(4):33-37. |
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| Authors: | LIU Hui-huang MO Xian RAO Bin |
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| Abstract: | Stock market is a complex nonlinear dynamical system. Our paper applied the multi-group Lotka-Volterra competition model to the stock market and found that it can simulate the operation of the stock market perfectly. This paper provided a new idea for studying the complexity of the stock market. |
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| Keywords: | Complexity Evolutionary Finance Computational Finance Competition Chaos Multifractality |
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