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首页> 外文期刊>Fractals: An interdisciplinary journal on the complex geometry of nature >Study on the fractal and chaotic features of the Shanghai composite index
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Study on the fractal and chaotic features of the Shanghai composite index

机译：上证综指的分形和混沌特征研究

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摘要

The Hurst exponent derived by the R/S analysis method of Shanghai stock market's logarithmic return series is about 0.6298. This shows that the Shanghai stock market exhibits fractal features, and a long memory cycle of about one-and-a-half years. With the reconstruction of phase space, the Shanghai Stock attractor dimension converges to 1.335, which means that the Shanghai stock market has chaotic features, and constructing a dynamic system of the Shanghai stock market needs at least two variables. The findings from the principal component analysis support the conclusion of the existence of chaotic features of the Shanghai stock market. The fractal and chaotic features of the Shanghai stock market reveal the nonlinear properties of the Chinese stock market, and the nonlinearity perspective will be more conducive to the formulation of countermeasures for the development of the Chinese stock market.
机译：通过R / S分析方法得出的上海股市对数收益序列的赫斯特指数约为0.6298。这表明上海股票市场呈现出分形特征，并且记忆周期较长，约为一年半。随着相空间的重构，上海股票吸引子维数收敛到1.335，这意味着上海股票市场具有混沌特征，构建上海股票市场的动态系统至少需要两个变量。主成分分析的结果支持了上海股市混沌特征存在的结论。上海股市的分形和混沌特征揭示了中国股市的非线性特征，而非线性的观点将更有利于中国股市发展对策的制定。

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