Notice of RetractionExtraction and Analysis of Shanghai Stock Index´s Chaotic Parameter

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.