摘要
本文利用浑沌经济学的理论和方法 ,对我国深沪证券市场 1 992 - 1 997年间的股票价格波动的浑沌度进行了测算和分析 ,并提出了相应的降低浑沌度的调控方法 .论文主要包含国内外利用浑沌方法研究股市的现状、本文所利用的浑沌度理论与方法简介、深沪股价波动浑沌度的测算与分析。
As a new branch of economics, chaos economics was born at the first of 1980s. It has been rapidly developed since then. R.H. Day, Stutzer, Benhabib, Shafer, Woof, Woodford, Deneekerre, Poliman and others have done a lot of research work in the field of chaos economics. Even so, there are still many open questions about basic theory of chaotic economics. For example, how to find the border point of chaos in the economic data? How to describe the complex degree of chaotic economic systems? And etc. In this paper, we apply the theory of Chaos Economics to Shenzhen and Shanghai stock markets. Firstly, the situation of researching the stock market is reviewed. Secondly, the concept of chaos degree and its computational method are set up. Thirdly, as the application of the chaos degree methods, the chaos degrees of both the Shenzhen and Shanghai stock markets during 1992 to 1997 are calculated and compared. Finally, the methods to control the chaos degree down are put forward.
出处
《管理科学学报》
CSSCI
2000年第1期53-57,共5页
Journal of Management Sciences in China
基金
国家自然科学基金资助项目 !795 70 0 79
江苏省"青蓝工程"和"3 3 3"工程资助
