Scale of Information Dissipation and Its Mechanism in Securities Market
证券市场信息耗散尺度及其机制研究

Scale of information dissipation in chaos economic system is portrayed. The correlative dimension, Renyi entropy (K2) and optimized embedding dimension is calculated, which can be used for analyzing chaos time-series of logarithmic yield of day, week, month in the Shenzhen stock market. The result indicates that the arithmetic application and the select of parameter is efficient. The character of K2 the different time-series is analyzed. The evolvement rule, mechanism and economic causation is researched and made clear. The result indicates that the information is accelerated losed to positive correlative fractal time-series when it is observed with the bigger scale in the longer interval, and it is reverse to negative fractal time-series.