Conley指标理论、非线性动力系统在非线性经济及金融中应用

The idea, first proposed by Professor Liao Shangtao, that dynamic system should be an effective analytical tool in explaining variable nature nonlinear-time series gets ever increasing attention among academia today. The disastrous Asian financial crisis in 1997 and other stock disasters lead people to rethink the basic fundaments of new classical economics. Stock Prices fluctuating in such a highly.irregular manner: suddenly up and down suggest the presence of nonlinear systems. After reviewing the debate of economics predict that nonlinear systems may give us a more clear understanding of economy in future. The goal of our research is to explore the possibility of implying nonlinear dynamic systems in economy and finance. We believe it is a very exciting and challenging field, and we have made some progress in its macro-economy implication.

股票的暴跌亚洲金融危机等动摇了新古典经济学理论的前提，股票下跌的巨大幅度、影响的深度和广度清楚地表明这是一种非线性效应。著名经济学家Goodwin回顾了经济学争论的历凡⒃ぱ晕蠢吹慕峁赡苡煞窍咝曰煦缇醚Ц觯颐侨衔岷鲜导剩剿骱脱芯糠窍咝远ο低吃诰眉敖鹑谥械挠τ玫目赡苄杂敕段В且桓鍪种匾丛佣窒质档囊桓隹翁狻