基于相空间重构技术的金融系统混沌识别  

Title Identification of Financial Chaos Based on Phase Space Reconstruction Technology

作　　者：张强[1] 李立华[1] 

机构地区：[1]湖南大学金融与统计学院,湖南长沙410079

出　　处：《经济数学》2011年第2期40-43,共4页Journal of Quantitative Economics

基　　金：国家自然科学基金资助项目(70873037);湖南省社会科学基金重点项目(05ZD08)

摘　　要：借助工程技术领域内识别非线性系统混沌现象的相空间重构技术研究了金融混沌的识别问题.以我国金融系统历经本轮全球金融危机这个金融史上影响最为严重的金融混沌为研究对象;研究发现:在全球金融危机的冲击下,我国金融系统在运行过程中发生了确定性的失稳,出现了金融混沌现象.从而为进一步防范与控制金融混沌奠定基础.With the phase space reconstruction,which is used to identify chaos of nonlinear system in the areas of project and technology,the problem of identifying financial chaos was studied.After studying China＇s financial system under the current global financial crisis,which is the most serious financial chaos in financial history,we find that determinate instability and financial chaos took place in China＇s financial system during the global financial crisis with the effect of global financial crisis.Further,it can lay the cornerstone for prevention and control of financial chaos.

关 键 词：金融系统 金融混沌 相空间重构 李雅普诺夫指数 关联维数 

分 类 号：F830.3[经济管理—金融学]