中文摘要：

国际间金融市场一体化的不断深入，尤其是美国次贷危机引起的全球金融风暴，使得金融传染对我国金融市场的威胁日益显著。本文运用非线性相互依赖性与支持向量机混合算法，研究上证综合指数，深证成份股指数以及香港恒生指数之间相互影响的情况。通过计算每两个市场指数之间的非线性相互可预测测度，发现每对市场指数之间都存在着很强的非线性相互依赖性，并发现上证指数和深证成指受恒生指数的影响更大一些，该结果将有助于对金融传染的进一步研究及采取针对措施。

英文摘要：

With the deepening of the integration of international financial markets, particularly under the global financial turmoil caused by the United States sub-loan crisis, the threat of financial contagion to Chinese financial markets has become more and more evident. The hybrid nonlinear interdependence and support vector machine algorithm is used in this paper to analyse the interaction of Shanghai Composite Index, Shenzhen Stock Exchange Component Index and the Hang Seng Index in Hong Kong. After calculating the nonlinear mutual predictability of each pair of the three stock indices, the results show that each pair of the stock indices has nonlinear interdependence, and the effect of Heng Seng Index on Shanghai Index and Shenzhen Index is more than the other pairs. These results can be useful for the future study and the counter measures of the financial crisis contagion.