基于沙堆模型的股市脆性  

Brittleness of stock market based on sandpile model

作　　者：张晓莉[1] 严广乐[2] 

机构地区：[1]上海对外贸易学院国际经贸学院,上海201620 [2]上海理工大学管理学院,上海200093

出　　处：《哈尔滨工业大学学报》2009年第10期269-271,共3页Journal of Harbin Institute of Technology

基　　金：国家自然科学基金资助项目(70371070);上海市重点学科建设项目资助(T0502)

摘　　要：鉴于股市所具有的复杂性,脆性是复杂系统的一种特性.由复杂系统的脆性特点对复杂系统的脆性熵判据进行定义,认为相对脆性熵是对系统脆性程度或有序性的一种度量,采用沙堆模型对系统的脆性模拟研究,说明当相对脆性熵取得足够大系统中出现了拟混沌态,即脆性.并采用沙堆模型思考股市的脆性,从而更好地认识股市系统的变化规则.在此基础上,考虑外界冲击对股市的影响,有助于对实际股市演化的理解和把握.Because of complex characteristic of stock market, we define the brittleness criterion of complex system based on the brittleness of complex system, and think that the relative brittleness entropy is a kind of measure for the brittleness degree or the order of system. The sandpile model is employed to simulate the brittleness of stock. It is showed that when the relative brittleness entropy is great enough, imitating chaos will appear in the big system, i.e. the brittleness. This research is helpful to the understanding of internal mechaof stock fluctuation to meet the stock variation regulation

关 键 词：股市 脆性 自组织临界 

分 类 号：F121.26[经济管理—世界经济]