The Applied Research Of The Stock Market Share Trend Forecast Base On The Chaos Theory

Chaos is another great discovery since the relativity and quantum mechanics have been discovery and another great impact for the entire human knowledge system.It has changed the cognition of the whole of human knowledge system from Newton system and expanded the horizons of human about the nature.Chaos is a low deterministic nonlinear dynamic system with complex behavior.Any variables of the dynamical system include information of all variables in the long-term evolution process.The single variable time series would be used to reverse structure the phase spase structure of original system.China Stock Markets has been established since1990s.China Stock Markets has experienced several large price movements during20years of development.The domestic and foreign research show that there is the phenomena of chaos in the stock market. China Stock Markets has a fractal dimension structure of chaotic systems. International crude oil market has important relationship with stock market,which also is proved to be a complex system with chaos phemomenon.There is a simple outline of stock market perdicting model in this paper,using BP neural network training predicting model train and predict Shanghai index closing price of China Stock Markets.At the same time using the same predicting model train and predict the international crude oil futures market WTI price.In this paper,the chaos phenomena discovery process outlined,from Turing mode to BZ reaction,from 《Deterministic Non-periodic Flow》 to Logistic equation,from Feigenbaum Constant to Mandelbrot Set,form self-organization to self-similarity.Analyse theoretical the chaos theory and the development history of China Stock Markets and the calculation of stock index.Review the research status of China Stock Markets forecast.Forecast Shanghai Index by using BP neural network.Finally analyse Shanghai Index and WTI price by using chaos theory.The mutual information method calculate the delay time,the CAO method calculate the embedding dimension,phase space reconstruction.According to G-P algorithm,Correlation dimension which is noninteger.The calculation of the largest Lyapunov index of the two largest economic data which is greater than zero.It can be concluded that China Stock Markets and the international oil market are a chaotic system.Establish forecasting model based on largest Lyapunov index, Contrast the BP neural network training model, found that largest Lyapunov index chaotic forecasting model has good prediction effect.