| 股市交易群体变动的模型与混沌 |
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| 引用本文： | 黄小原,庄新田.股市交易群体变动的模型与混沌[J].预测,2001,20(5):48-50. |
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| 作者姓名： | 黄小原 庄新田 |
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| 作者单位： | 东北大学 工商管理学院，辽宁 沈阳 110004 |
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| 基金项目： | 辽宁省自然科学基金资助项目(9910200208) |
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| 摘 要： | 金融系统复杂性的研究结果指出，股市交易存在两种类型交易者，即基本交易者和噪声交易者。股市行为基本动因是基本交易者的动态变化所致，而股市波动的另一个原因则是噪声交易者动态行为。本文则研究股市交易群体变动条件下的模型及其混沌问题，分析建立了股市波动模型以至产生混沌的系统条件，并给出金融系统的计算机仿真实验，检验了股市波动产生混沌的条件。
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| 关 键 词： | 交易者 李雅普诺夫指数 混沌 股市波动模型 |
| 文章编号： | 1003-5192(2001)05-0048-03 |
The Model and Chaos of Undulate Transactors Colony on Stock Market |
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| HUANG Xiao yuan,ZHUANG Xin tian.The Model and Chaos of Undulate Transactors Colony on Stock Market[J].Forecasting,2001,20(5):48-50. |
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| Authors: | HUANG Xiao yuan ZHUANG Xin tian |
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| Abstract: | According to the research of financial system complexity, stock market has two kinds of possible transactors, main transactors and noisy transactors. The essential motive of action on stock market is caused by the dynamic change of main transactors, while the main reason of fluctuation on stock market is the dynamic action of noisy transactors. This paper studies the model and its chaos under the condition of undulate transactors colony's quantity, and forms the systemic condition to chaos result from undulate stock market. It also gives the computerized simulation of financial system, and tests the condition. |
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| Keywords: | stock market transactors model lyapunov exponents chaos |
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