中國(guó)股票市場(chǎng)復(fù)雜性特征分析與短期預(yù)測(cè).pdf

1、首都經(jīng)濟(jì)貿(mào)易大學(xué)碩士學(xué)位論文中國(guó)股票市場(chǎng)復(fù)雜性特征分析與短期預(yù)測(cè)姓名：石越申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：管理科學(xué)與工程指導(dǎo)教師：王傳生20110310首都經(jīng)濟(jì)貿(mào)易大學(xué)碩士學(xué)位論文中國(guó)股票市場(chǎng)復(fù)雜性特征分析與短期預(yù)測(cè)IIAbstractComplexityscienceisaninterdisciplinarymethodisanewdevelopmentstageofsystemscienceiscalled‘scienceof21stcen

2、tury’.ThisarticletriestostudyanalyzetheacteristicsofthestockmarketofChinafromthecomplexityscienceperspective.Complexityscienceisverydifferentfromthelinearmodelsoftheclassicalcapitalmarkettheyhasnotbeenwidelyusedinthisfie

3、ld.Atthesametimebecauseoftheexplatyfeaturesofthiskindofmethoddifferentscholarshaveverydifferentconclusionsfromtheirownempiricalstudy.Therearemanyargumentsaboutwhetherthestockmarketofchinahascomplexityacteristicswhetherco

4、mplexityscienceissuitablefit.ChooseShanghaiCompositeIndexShenzhenComponentIndexastheobjectsofanalysistesttheprobabilitydistributionsofratelogarithmicrateofdailyreturnsoftwoindicesfindoutthattheseprobabilitydistributionsa

5、reinconsistentwiththeclassicaltheeticaldeion.Thendiscusstherationalityofthecomplexityperspectiveonthisbasis.Usingfractaltheychaostheyinthefieldofcomplexitysciencecalculatethevaluesofvariousacteristicparametersconfirmthat

6、thestockmarketofchinahascrespondingcomplexityacteristics.UsingcomplexitysciencemethodmakeshttermfecastsimulationofShanghaiCompositeIndexShenzhenComponentIndexverifythecrectnessfeasibilityofapplicationsofcomplexityscience