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【期刊论文】Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market
马军海, Junhai Ma and Lixia Liu
Discrete Dynamics in Nature and Society Volume 2008, Article ID 526734, 8 pages,-0001,():
-1年11月30日
This study attempts to characterize and predict stock returns series in Shanghai stock exchange using the concepts of nonlinear dynamical theory. Surrogate data method of multivariate time series shows that all the stock returns time series exhibit nonlinearity. Multivariate nonlinear prediction methods and univariate nonlinear prediction method, all of which use the concept of phase space reconstruction, are considered. The results indicate that multivariate nonlinear prediction model outperforms univariate nonlinear prediction model, local linear prediction method of multivariate time series outperforms local polynomial prediction method, and BP neural network method. Multivariate nonlinear prediction model is a useful tool for stock price prediction in emerging markets.
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【期刊论文】The Study of the Chaotic Behavior in Retailer’s Demand Model
马军海, Junhai Ma and Yun Feng
Discrete Dynamics in Nature and Society Volume 2008, Article ID 792031, 12 pages,-0001,():
-1年11月30日
Based on the work of domestic and foreign scholars and the application of chaotic systems theory, this paper presents an investigation simulation of retailer’s demand and stock. In simulation of the interaction, the behavior of the system exhibits deterministic chaos with consideration of system constraints. By the method of space’s reconstruction, the maximal Lyapunov exponent of retailer’s demand model was calculated. The result shows the model is chaotic. By the results of bifurcation diagram of model parameters k, r and changing initial condition, the system can be led to chaos.
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马军海, Ma Jun Haia* and Mu Ling Lingb
International Journal of Computer Mathematics Vol. 87, No. 3, March 2010, 619-628,-0001,():
-1年11月30日
This paper deals with the chaotic synchronization of a discrete chaotic system. Based on a stable analysis, improved piece-wise linear feedback and nonlinear feedback control methods were given. Both the methods can achieve chaotic synchronization efficiently with one control input. The range of coupling coefficient is calculated in both the methods. Compared with nonlinear controls, the improved piece-wise linear controls have simpler structures and can be obtained more easily. Finally, the numerical simulation results verified the effectiveness of both the methods.
chaos control, synchronization, discrete system, nonlinear
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【期刊论文】Hopf Bifurcation and Complexity of a Kind of Economic Systems
马军海, Jun-Hai Ma , , Tao Sun and Zhi-Qiang Wang
International Journal of Nonlinear Sciences and Numerical Simulation 8(3), 347-352, 2007,-0001,():
-1年11月30日
This paper studies Hopf bifurcation of a kind of complex economic systems with rich elasticity. The conditions for presence of bifurcation, the stability of periodic orbit before the emergence of Hopf bifurcation and the critical parameter value of the system are obtained. According to Taken s estimation the evolvement situation of the complex system is also given. Numerical examples are given to verify the validity of the present theory. The obtained result is of theoretical importance and has practical applications to exploring the inherence mechanism of the complicated continuous economic systems and establishing the reasonable macro control policy.
complex economic systems,, Hopf bifurcation,, stability
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【期刊论文】Exact solutions for a generalized nonlinear fractional Fokker Planck equation
马军海, Junhai Maa, Yanqin Liu a, b,
Nonlinear Analysis: Real World Applications 11(2010)515-521,-0001,():
-1年11月30日
This paper is devoted to investigating a generalized nonlinear Fokker Planck diffusion equation with external force and absorption. We first investigate the integer nonlinear anomalous diffusion, and we obtain the corresponding exact solution expressed by q-exponential function. The solutions of nonlinear diffusion equation with one-fractional derivative and multi-fractional derivative are also studied in detail, and the solutions can have a compact behavior or a long tailed behavior.
Fractional derivative, Multi-fractional equation, Anomalous diffusion, equationq-exponential function
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