A Empirical Study on the Non-Tendency Processing and Spectrum Verification of Shanghai Share Price Index
Luo Qiu-lan · Commercial Research · 2009
In this paper every day closing data of the ShangHai share price index is processed by no-tendency,and the data of share processed is carried on with the power spectrum verification.This is for the purpose of seeking the non-tendency corresponding the time series with the chaotic power spectrum characteristic.It also calculates the correlation dimension and Lyapunov exponent in order to effectively forecast and study stock market.