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以沪深证券市场的实时数据为基础,应用非线性数学的分形理论,分析了交易数据变化趋向的分形特性,得到了证券交易数据的时域波形信号分形维数在维数空间上的分布规律.样本计算和统计结果表明,证券交易数据的时域波形信号具有分形标度不变性,分形维数能够反映交易数据的时域波形信号的复杂性和不规则性.
Based on the real-time data of Shanghai and Shenzhen stock markets, the fractal theory of nonlinear mathematical is used to analyze the fractal characteristics of transaction data. The distribution of the fractal dimension of the time-domain waveform signal in the dimension space is obtained The sample calculation and statistical results show that the time-domain waveform signal of the securities trading data has the invariance of fractal scale, and the fractal dimension can reflect the complexity and irregularity of the time-domain waveform signal of the transaction data.