Study on Chaotic Behavior of the Stock Price's Volatility

摘要

Chaotic dynamics theory provides an analytical method for securities price in a stock. In this paper the Shanghai Composite Index is selected to analyze the nonlinear characteristics of price fluctuations. Through processing the data with the logarithmic-eliminating trend method, the chaotic attractor of Shanghai Stock Index is computed. The results show that Chinese securities market is an obvious chaotic system.