Analysis of the chaotic phenomena in securities business of china

  • Authors:

  • Chong Fu;Su-Ju Li;Hai Yu;Wei-Yong Zhu

  • Affiliations:

  • School of Information Science and Engineering, Northeastern University, Shenyang, China;College of Foreign Studies, Northeastern University, Shenyang, China;School of Information Science and Engineering, Northeastern University, Shenyang, China;School of Information Science and Engineering, Northeastern University, Shenyang, China

  • Venue:
  • ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part III
  • Year:
  • 2005

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Abstract

The tendency of stock price in securities business based on the Shenzhen stock composite index was studied by using chaotic dynamics theory. The fluctuation of stock price was proved to be a kind of chaotic process of inner random. The dynamic model of Shenzhen stock composite index was established both by the restructure of phase space of the data and by the analysis of the Poincaré section and Lyapunov exponent of the data. The chaotic evolvement process of this model was analyzed in detail. This provides a new method for the investigation of modern financial system by the use of chaotic theory.