﻿ 基于非线性混沌理论的期货市场农产品交易分析

# 基于非线性混沌理论的期货市场农产品交易分析Comparative Analyses of Turnovers of Agricultural Products Futures Based on Nonlinear Chaotic Theories

Abstract: In the paper, two nonlinear estimation methods based on chaotic theory, surrogate data method and Lyapunov exponents, are used to distinguish the difference of non-stationary signals of the turnovers of agricultural products futures between Zhengzhou Commodity Exchange and Dalian Commodity Exchange from 2009 to 2014. After brief introduction of the corresponding algorithms, two typical different signals are compared by using the above two methods respectively. The ob-tained results demonstrate that the apparently similar signals are distinguished effectively in a quantitative way with applying above nonlinear chaotic analyses.

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