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Study of the logical model of capital market complexity theories

  • Da Yong Zhang*
  • , Chong Wu
  • , Jian Zhou
  • , Qiu Sheng Tian
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Analyzes the shortcomings of the classic capital market theories based on EMH and discloses the complexity essence of the capital market. Considering the capital market a complicated, interactive and adaptable dynamic system, with complexity science as the method for researching the operation law of the capital market, this paper constructs a nonlinear logical model to analyze the applied realm, focal point and interrelationship of such theories as dissipative structure theory, chaos theory, fractal theory, synergetics theory, catastrophe theory and scale theory, and summarizes and discusses the achievements and problems of each theory. Based on the research, the paper foretells the developing direction of complexity science in a capital market.

Original languageEnglish
Pages (from-to)37-42
Number of pages6
JournalJournal of Harbin Institute of Technology (New Series)
Volume13
Issue number1
StatePublished - Feb 2006
Externally publishedYes

Keywords

  • Capital market
  • Chaos
  • Complexity
  • Fractal
  • Logical model
  • Scale theory

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