证券市场分形结构与市场模型研究——国家自然科学基金项目(70371062)回溯  

Review of the Program Granted by NSFC: Research on Fractal Structure of Security Market and Model for Market Motion

作　　者：庄新田[1] 于鹏[1] 朱俊[1] 

机构地区：[1]东北大学工商管理学院

出　　处：《管理学报》2009年第1期19-23,共5页Chinese Journal of Management

基　　金：国家自然科学基金资助项目(70371062)

摘　　要：回顾了国家自然科学基金项目"证券市场分形结构与市场模型研究"(70371062)的立项背景,介绍了项目研究的内容、主要研究成果及代表性文献,列举了项目研究所产生的社会影响及下一步的研究设想。The background of the program granted by NSFC, titled Fractal Structure of Security Market and Model of Market Motion, was reviewed. The content of the program, the main achievements and the other typical literatures were introduced. The social significances of this program and its future study are also given.

关 键 词：资本市场复杂性 长记忆性 多重分形 交叉突变 状态跃迁现象 

分 类 号：F830[经济管理—金融学]