DocumentCode
501147
Title
Notice of Retraction
Extraction and Analysis of Shanghai Stock Index´s Chaotic Parameter
Author
Zhang Ping ; Nie Jun ; Rong Wenjing
Author_Institution
Coll. of Inf. Manage., Chengdu Univ. of Technol., Chengdu, China
Volume
2
fYear
2009
fDate
15-17 May 2009
Firstpage
307
Lastpage
310
Abstract
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Take the closing price of the composite index on Shanghai A shares as the research object, based on the thought of phase-space reconstruction, by the use of the average mutual information method and G-P algorithm technologies, some geometric invariants of the Shanghai stock market, such as the best delay time, minimum embedding dimension, relevance dimension and Kolmogorov entropy etc., have been given. And now put forward to make use of the relationship of Kolmogorov entropy and correlation dimension, at the same time getting the estimation of correlation dimension and Kolmogorov entropy by regression, thus the stability of correlation dimension got by this method is better, and the result is superior to G-P algorithm.
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
Take the closing price of the composite index on Shanghai A shares as the research object, based on the thought of phase-space reconstruction, by the use of the average mutual information method and G-P algorithm technologies, some geometric invariants of the Shanghai stock market, such as the best delay time, minimum embedding dimension, relevance dimension and Kolmogorov entropy etc., have been given. And now put forward to make use of the relationship of Kolmogorov entropy and correlation dimension, at the same time getting the estimation of correlation dimension and Kolmogorov entropy by regression, thus the stability of correlation dimension got by this method is better, and the result is superior to G-P algorithm.
Keywords
chaos; correlation methods; entropy; genetic algorithms; numerical stability; pricing; regression analysis; stock markets; G-P algorithm; Kolmogorov entropy; Shanghai stock market; average mutual information method; correlation dimension; delay time; geometric invariant; minimum embedding dimension; phase-space reconstruction; regression analysis; relevance dimension; shanghai stock index chaotic parameter; stability; stock price; Chaos; Data mining; Delay effects; Entropy; Fractals; Information analysis; Information technology; Mutual information; Random variables; Stock markets; Chaos; G-P algorithm; Kolmogorov entropy; Mutual Information; Singular attractor;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Technology and Applications, 2009. IFITA '09. International Forum on
Conference_Location
Chengdu
Print_ISBN
978-0-7695-3600-2
Type
conf
DOI
10.1109/IFITA.2009.503
Filename
5231184
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