基于分形时变维数变化的股价突变动力学特征研究  

Dynamic Characteristics of Stock Price Mutation Based on Fractal Time-Varying Dimension

作　　者：侯建荣[1] 黄丹[1] 顾锋[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052

出　　处：《中国管理科学》2008年第S1期50-52,共3页Chinese Journal of Management Science

基　　金：国家自然科学基金资助项目(70371042)

摘　　要：金融市场是一个自由度极大的信息系统,风险预警及其控制一直是该领域研究的核心。本文探讨了序列时变维数函数特征和股价指数显著性结构变化之间的关系,提出了一种股灾预报方案,并以上海综合指数波动为例展开分析,对算法的回溯性进行了检验。The financial market is a information system with great degree of freedom,the prediction and control of risk have been the core of the realm.The relationship between fractal time-varying dimension characteristics and stock price index mutation is further discussed based on former research.A prediction project for stock disaster is put forward and Shanghai Comprehensive Index is taken as an example to prove the project.

关 键 词：时变维数特征 分形 股灾预报 

分 类 号：F832.51[经济管理—金融学]