| 股票市场系统动力学分析：以上海股票市场为例 |
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| 引用本文： | 伍海华,李道叶. 股票市场系统动力学分析：以上海股票市场为例[J]. 当代经济科学, 2001, 23(6): 70-76 |
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| 作者姓名： | 伍海华 李道叶 |
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| 作者单位： | 青岛大学金融学院复杂性科学研究所,山东 青岛 266071 |
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| 基金项目： | 国家自然科学基金资助项目资助 (项目号 :79970 114) |
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| 摘 要： | 本文突破了传统经济理论研究的线性框架，视股票为一非线性系统，运用分形、混沌等复杂性理论对上海股票市场的系统动力学特征进行实证研究，得出了上海股票市场系统的分形特征、复杂性程度、系统演化类型及稳定性，最后，探讨了这些结论对股票市场的理论与实践意义。
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| 关 键 词： | 股票市场 系统 动力学分析 上海股票市场 非线性系统 |
| 文章编号： | 1002-2848(2001)06-0069-07 |
| 修稿时间： | 2001-09-01 |
The system dynamics analysis on stock market:A case of Shanghai stock market |
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| WU Hai hua,LI Dao ye. The system dynamics analysis on stock market:A case of Shanghai stock market[J]. Modern Economic Science, 2001, 23(6): 70-76 |
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| Authors: | WU Hai hua LI Dao ye |
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| Abstract: | Transcending the linear model of traditional economic research and regarding securities market as a non linear system,this paper gives a empirical analysis to the kinetic property of Shanghai securities market by some complexity theoretics,such as fractal and chaos theories.we get the fractal characteristic,the extent of complexity,the style of movement and the stability of Shanghai securities market,some main results as follows:there are distinctive fractal structure in Shanghai securities market;we discuss the theoretical significances and practical relevance of this conclusions. |
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| Keywords: | stock market system dynamics analysis |
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