| 金融混沌Duffing-Holms模型及其控制方法研究 |
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| 引用本文： | 邹 琳,马超群,张 虹.金融混沌Duffing-Holms模型及其控制方法研究[J].湖南农业大学学报(自然科学版),2011,38(12):88-92. |
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| 作者姓名： | 邹 琳 马超群 张 虹 |
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| 作者单位： | （湖南大学 工商管理学院，湖南 长沙 410082） |
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| 摘 要： | 分析并发掘了金融混沌的Duffing-Holms模型的序参量，提出了Duffing-Holms模型存在周期解的条件，这表明可以通过OGY方法和非线性同步方法对金融混沌进行控制.在进行OGY控制时，设定了Duffing-Holms模型的一个周期解，并通过数值模拟将混沌控制到该轨道上，结果指出要对中国金融市场进行有效的混沌控制，必须做好充分准备，对金融市场进行微调.非线性同步方法的数值模拟结果显示，可以通过确定一个市场为驱动系统，另一个为受控响应系统，控制沪深两市的混沌.
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| 关 键 词： | 金融市场 混沌 Duffing-Holms模型 OGY控制法 非线性同步 |
Study of the Duffing-Holms Model of Financial Chaos and its Controlling Methods |
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| Institution: | (College of Business Administration, Hunan Univ, Changsha, Hunan 410082, China) |
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| Abstract: | The order parameter of Duffing-Holms model is analyzed and found out. Existence conditions of Duffing-Holms model''s periodic solutions are put forward, which indicates that we can control financial chaos in OGY method and nonlinear synchronous method. One periodic solution is set out before numerical simulation of OGY is done. The conclusion has demonstrated that, to control effectively chaos in Chinese financial market, the government must prepare fully and adjust slowly. Finally, the conclusion of numerical simulation of nonlinear synchronous controlling has demonstrated that the government can control stock markets of Shanghai and Shenzhen by indentifying one market as the driven system and the other as the controlled response system. |
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| Keywords: | financial market chaos Duffing-Holms model OGY control method nonlinear synchronous |
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