This paper studies the multifractal statistical physics methods, the Shanghai Composite Index more than four years of high frequency data for the study of one minute Object, calculated multifractal spectrum and characteristic parameters of the actual transaction data, and determine the weighting factor ranges. Results Table Ming singularity index and the corresponding spectral function as a multi-fractal spectrum of important parameters, to some extent, reflect the range of variation of the index itself And the level of price changes in the frequency of appearance, but the spectral function can predict stock market trends assertion does not hold in the Shanghai stock market. Keywords: Statistical Physics high frequency data multifractal spectrum singularity exponent

多重分形的统计物理方法在证券市场中的应用.pdf

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