这份报纸在一个证券市场调查价格变化的变化的统计行为。Sierpinski 地毯格子分数维图形和过滤系统被使用为金融市场开发新随机的股票价格。Sierpinski 地毯是一个无穷地分支的分数维图形,过滤理论通常被用来在一张随机的图描述连接的簇的行为。作者调查并且由一些分析方法分析价格模型的回来的统计行为,包括 multifractal 分析,自相关分析,放大回来间隔分析。而且,作者考虑在实际数据和模拟之间的回来行为的上海股票交易所复合指数,和比较的每日的回来数据被展出。
This paper investigates the statistical behaviors of fluctuations of price changes in a stock market.The Sierpinski carpet lattice fractal and the percolation system are applied to develop a new random stock price for the financial market.The Sierpinski carpet is an infinitely ramified fractal and the percolation theory is usually used to describe the behavior of connected clusters in a random graph.The authors investigate and analyze the statistical behaviors of returns of the price model by some analysis methods,including multifractal analysis,autocorrelation analysis,scaled return interval analysis.Moreover,the authors consider the daily returns of Shanghai Stock Exchange Composite Index,and the comparisons of return behaviors between the actual data and the simulation data are exhibited.