The chaotic dynamics analysis of stock market

  • Liangsheng Chen
  • Published 2013 in
    2013 6th International Congress on Image and…


This paper proves the China stock market to be a chaotic system and establishes a nonlinear dynamical model for it based on the study on the nonlinear dynamical properties of Shanghai stock composite index sequence by using chaos and fractal theory. The phase space of the stock sequence is reconstructed and the correlation dimension is analyzed, which… (More)


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