分形市场假说。
Due to the weakness of Efficient market Hypothesis in financial market, the fractal market theory is proposed.
在金融市场中由于有效市场假说的不足和缺陷,分形市场理论被提出。
The correlation between return of single asset and that of market portfolio is not exactly linear in fractal market.
在分形市场中单个资产收益与市场收益之间的线性关系很难成立。
The paper considers the Fractal Market Hypothesis with paradigm of non-linear can contribute to improve the puzzle of Efficient Market Hypothesis.
并认为以非线性为范式的分形市场假说有助于解决有效市场假说的困境。
According to the different understanding of information's flowability mechanism and reflection mechanism, the security market is divided into efficient market and fractal market.
根据对信息在市场上不同的流动机制和反映机制的理解,证券市场分为有效市场和分形市场。
Finally, it analyzes the academic and practical meanings of the Fractal Market Hypothesis, indicating the Fractal Market Hypothesis is one new theory being worthy of our close attention.
最后,分析了分形市场假说的理论和现实意义,指出分形市场假说是一个值得我们关注的新理论。
Under the hypothesis of empty of noise, utilizing technology of phase-space reconstruction to empirically study the chaos and fractal feature of China stock market.
在股价时序数据不存在噪音的假设前提下,利用相空间重构技术对中国股票市场的混沌与分形特征进行实证研究。
Chinese stock market is shown to have fractal structure and each share can be characterized by 3 ~ 4 variables.
结果表明,我国股票市场具有明显的分形结构,各股价格变化可由3 ~4个状态变量来描述。
It can be found that Chinese stock market has also fractal structure.
从中可以发现我国证券市场也具有分形市场结构。
Then, a fractal interpolation model is put forward for the foreign exchange sequencing, and an interpolated iterative algorithm is presented to predict the tendency of the foreign exchange market.
文中提出了外汇序列分形插值模型,并构造了预测外汇市场趋势的插值迭代算法。
Through the statistic test on the day logarithm yield of the exchange rate between RMB and US dollars, we can see that the foreign exchange market of RMB accords with nonlinear fractal distribution.
通过对人民币对美元的日对数收益率的统计检验发现,人民币外汇市场符合非线性的分形分布。
We propose some effective strategies of preventing informative risk in open-end funds based on the empirical investigation of China Stock Market and on the fractal theory in this paper.
本文基于分形市场理论及对中国股市的实证研究,提出了开放式基金防范信息性风险的有效策略。
Indicated by fractal dimension, the price movement model in Shanghai stock market system can be established with at least 3 main state variables.
通过分形维的分析,最少可用三个状态变量建立起上海股票市场系统的价格运动模型。
Indicated by fractal dimension, the price movement model in Shanghai stock market system can be established with at least 3 main state variables.
通过分形维的分析,最少可用三个状态变量建立起上海股票市场系统的价格运动模型。
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