%0 Journal Article
%T Study on Complexity in Stock Market Based Cellular Automata<br>基于元胞自动机的股票市场复杂性研究--投资者心理与市场行为
%A YING Shang
%A |jun
%A WEI Yi
%A |ming
%A FAN Ying
%A WANG Bing
%A |hong
%A <br>应尚军
%A 魏一鸣
%A 范英
%A 汪秉宏
%J 系统工程理论与实践
%D 2003
%I 
%X After the cellular automata based model of stock market having been formulated, variables reflecting fractal and stability are introduced to describe complexity in stock market, and relativity between investor's imitation degree and market complexity are investigated. Discrete level is put forward to scale the market stability. The results show that there is a obvious correlation between investor's imitation degree and market complexity.
%K cellular automata
%K complexity
%K hurst exponent
%K discrete level
%K investment psychology<br>元胞自动机
%K 复杂性
%K 赫斯特指数
%K 离散度
%K 投资心理
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=A04A595EC333D415&yid=D43C4A19B2EE3C0A&vid=EA389574707BDED3&iid=59906B3B2830C2C5&sid=13553B2D12F347E8&eid=B91E8C6D6FE990DB&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=20&reference_num=17