[1]张琛 郑婷婷 万涛 程花花 章意成.基于多重分形参量Cq的股票市场分析[J].计算机技术与发展,2011,(01):178-180.
　ZHANG Chen,ZHENG Ting-ting,WAN Tao,et al.Stock Market Analysis Based on Parameter Cq of Multifractal[J].,2011,(01):178-180.
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基于多重分形参量Cq的股票市场分析()
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《计算机技术与发展》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2011年01期
页码:
178-180
栏目:
应用开发研究
出版日期:
1900-01-01

文章信息/Info

Title:
Stock Market Analysis Based on Parameter Cq of Multifractal
文章编号:
1673-629X（2011）01-0178-03
作者:
张琛 郑婷婷 万涛 程花花 章意成
安徽大学数学科学学院
Author(s):
ZHANG Chen;  ZHENG Ting-ting;  WAN Tao;  CHENG Hua-hua;  ZHANG Yi-cheng
School of Mathematical Sciences Anhui University
关键词:
多重分形; 多重分形谱; 广义分形维数Dq; 参量Cq
Keywords:
multifractal;  multifractal spectrum ; generalized fractal dimension Dq ; parameter Cq
分类号:
F830.9
文献标志码:
A
摘要:
对沪深300整体指数及其中相关行业的股票进行多重分形分析，发现股票市场具有多重分形性。其中金融业、运输业、电气业的股票指数波动较小，钢铁业、煤炭业和地产业的股票指数波动较大，土木建筑业、医药业的股票指数波动处于中问位置。分析参量Cq的图像发现每一支股票都有自身的临界点，并且在由Cq构成的三维图像中代表同一行业股票的点比较集中，形成一个簇，从该图中可以看出整个大盘指数与钢铁业、煤炭业和地产业的联系比较紧密
Abstract:
Based on the multifractal analysis of the Shanghai and Shenzhen 300 index and stocks related industries, found the stock market has multifractal nature. Financial sector, transportation, electrical industry have smaller stock index volatility, steel industry, coal industry and real estate have larger stock index volatility, civil construction, pharmaceutical industry in the middle of stock index volatility. By analyzing the parameter Cq find that each stock has its own critical point, and in three-dimensional images constituted by Cq to represent shares of point in the same industry are concentrated, forming a cluster. From the figure can see that the relationship between the whole market index and steel industry, coal industry, real estate sectors are more closely

相似文献/References:

[1]程花花 郑婷婷 万涛 张琛 章意成.安庆气温的多重分形消除趋势波动分析与预测[J].计算机技术与发展,2010,(12):65.
　CHENG Hua-hua,ZHENG Ting-ting,WAN Tao,et al.Multifractal and Detrended Fluctuation Analysis and Forecast of Air Temperature in Anqing[J].,2010,(01):65.
[2]万涛 郑婷婷 张琛 章意成.不同股市的多重分形特性分析——基于统计物理和MF-DFA方法[J].计算机技术与发展,2010,(12):225.
　WAN Tao,ZHENG Ting-ting,ZHANG Chen,et al.Analysis of Multifractal Characteristics in Different Stock Market——Based on Method of Statistical Physics and MF-DFA[J].,2010,(01):225.

备注/Memo

备注/Memo:
安徽省高等学校省级自然科学研究项目（KJ20078239）张琛（1986-），女，安徽淮南人，硕士研究生，研究方向为智能计算、分形、金融工程；郑婷婷，博士，副教授，硕士生导师，研究方向为分形、智能计算、金融工程
更新日期/Last Update: 1900-01-01