中國股票市場復雜性特征分析與短期預測.pdf

1、首都經(jīng)濟貿易大學碩士學位論文中國股票市場復雜性特征分析與短期預測姓名：石越申請學位級別：碩士專業(yè)：管理科學與工程指導教師：王傳生20110310首都經(jīng)濟貿易大學碩士學位論文中國股票市場復雜性特征分析與短期預測IIAbstractComplexityscienceisaninterdisciplinarymethodisanewdevelopmentstageofsystemscienceiscalled‘scienceof21stcen

2、tury’.ThisarticletriestostudyanalyzetheacteristicsofthestockmarketofChinafromthecomplexityscienceperspective.Complexityscienceisverydifferentfromthelinearmodelsoftheclassicalcapitalmarkettheyhasnotbeenwidelyusedinthisfie

3、ld.Atthesametimebecauseoftheexplatyfeaturesofthiskindofmethoddifferentscholarshaveverydifferentconclusionsfromtheirownempiricalstudy.Therearemanyargumentsaboutwhetherthestockmarketofchinahascomplexityacteristicswhetherco

4、mplexityscienceissuitablefit.ChooseShanghaiCompositeIndexShenzhenComponentIndexastheobjectsofanalysistesttheprobabilitydistributionsofratelogarithmicrateofdailyreturnsoftwoindicesfindoutthattheseprobabilitydistributionsa

5、reinconsistentwiththeclassicaltheeticaldeion.Thendiscusstherationalityofthecomplexityperspectiveonthisbasis.Usingfractaltheychaostheyinthefieldofcomplexitysciencecalculatethevaluesofvariousacteristicparametersconfirmthat

6、thestockmarketofchinahascrespondingcomplexityacteristics.UsingcomplexitysciencemethodmakeshttermfecastsimulationofShanghaiCompositeIndexShenzhenComponentIndexverifythecrectnessfeasibilityofapplicationsofcomplexityscience