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The Chaos Characteristics Of The Stock Market Analysis And Judgement

Posted on:2013-02-25Degree:MasterType:Thesis
Country:ChinaCandidate:J YangFull Text:PDF
GTID:2249330377955938Subject:Management Science and Engineering
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Chaos is a seemingly irregular movement, is a deterministic nonlinear system without any additionalrandom factors, can appear similar to the random behavior (intrinsic randomness). Chaos science is Withthe rapid development of modern science and technology, especially in emerging interdisciplinarydevelopment and the emergence of computer technology on the basis of universal application. In themodern material world, as large as the universe, as small as elementary particles, there are many chaostheory, these basic substances are also subject to the chaos theory dominated.Chaotic phenomena in the system causes the state of motion objects have been some rules continue tofollow the previous stage, the resulting random effects can not be predicted. The cause of the chaosphenomenon reflects the three basic characteristics of the chaotic phenomena, namely, the inherentrandomness of the initial value sensitivity and non-rule order. The so-called "least bit of difference, lostin a thousand miles" is the best endorsement of the chaotic phenomena. Chaotic phenomenon,specifically, in particular, object or system is an easy change in the initial state is a very simple exercise,but after changing certain rules, the consequences are often unexpected, and this is the chaotic state.However, such a chaotic state, have no idea of the chaotic state is very different, after a long-term,complete analysis, we can sort out one or a few specific rules.Although the chaotic phenomenon was originally used to explain natural phenomena, but in the fieldof humanities and social chaos phenomenon is particularly common, it is because the things in thehumanities and social fields between each other more contact with the restrictions. In early1985foundchaotic phenomena in the economic system, with the development of chaos theory and computertechnology, the growing number of economists began to chaos theory as a tool of research and discussthe socio-economic, including fiscal, monetary and financial account economic and management aspects,in particular, is particularly noticeable about the stock market stock index.The power spectrum and correlation dimension of chaotic characteristics from the qualitative andquantitative aspects of discrimination methods, the author on the basis of previous research, on the onehand, the literature, the most widely used of several stock index data preprocessing methods: Japaneseyieldselimination method, log-linear trend, while the introduction of the statistics commonly usedmin-max standardized methods, to verify the chaotic nature of the data samples by the method ofqualitative and quantitative aspects, analyze these types of data preprocessing methods on thestockmarket chaos determine the impact; the other hand, based on the same data sample, the analysiscompares the two kinds of time delay algorithm: the C-C algorithm and mutual information on the stockmarket chaos identification.This article is the author of the stock market chaos identification of a new exploration, the articlefocused on the Analysis of data preprocessing methods, as well as research and technology to achievethe two most commonly used time-delay algorithm. At the end of the article, has determined that thechaos of the stock market, how to reduce the autocorrelation of the chaotic degrees and stock index data,restore the volatility of the stock index to become a real social and economic barometer, will become animportant future stock market chaos aspects. Stock index chaotic time series preprocessing analysis ofthe research, and chaos theory in the stock market has a positive meaning, can provide some referencefor the future of chaos theory in the stock market or other complex economic system applied research.
Keywords/Search Tags:Chaos, Stock market, data-precessing, Power spectrum
PDF Full Text Request
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