期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

股市系统演化方程重正化群解实证研究

Renormalization Group Solution Positive Research of Stock System Empirical Study
下载PDF
导出
摘要 研究股市系统演化方程的重正化群综合因子,并从实际数据中拟合出作为股市要素的股民数量增长情况对综合因子的演化函数。根据所得演化函数分别从时间和增长率两个方面求出了股市系统演化方程的重正化群解。从解的情况来看,其与现实是一致的。 This article discusses the synthesis transformation operator of stock system evolutional equation. And based on actual data, the evolutional functions of synthesis operator on investors＇ increasing rate as elements of stock system are built. Correspondingly, the renormalization group solutions of stock system evolutional equation are solved from the angel of time and increasing rate. These solutions show clear coherent with the actual.
作者 赖宝全 邓贵仕
机构地区 北京大学大连商品交易所博士后工作站 大连理工大学系统工程研究所
出处 《系统工程》 CSCD 北大核心 2007年第2期56-60,共5页 Systems Engineering
关键词 股市系统 层次变换 重正化群解 变换因子 Stock Systems Hierarchical Transformation Renormalization Group Solution Transformation Operator
分类号 N945 [自然科学总论—系统科学] F830 [经济管理—金融学]
  • 相关文献

参考文献17

  • 1Lai B Q,Deng G S.Multi-dimensional dynamic systems analysis theory:an introduction[J].Emergence,2002,4(3):36-53.
  • 2[美]司马贺著.武夷山译.人工科学:复杂性面面观[M].上海:上海科技教育出版社,2004.
  • 3Virend N.An illustration of the essential difference between individual and social learning,and its consequence for computational analysis[J].Journal of Economic Dynamics and Control,2000,24:1-19.
  • 4Witt U.Evolutionary economics and evolutionary biology[A].Sociobiology and economics[C].Berlin,Heidelberg:Springer,1999:279-298.
  • 5Barnett W,Deissenberg C,Feichtinger G.Economic complexity:non-linear dynamics,multi-agent economics,and learning[Z].ISETE Volume 14,Elsevier,Amsterdam,2004.
  • 6Evstigneev I,Hens T,Schenk-Hoppe K B.Evolutionary stable stock markets[Z].2003.
  • 7Buchmann B,Weber S.A continuous time approximation of evolutionary stock market model[Z].2005.
  • 8Turcotte D L.Fractals and chaos in geology and geophysics(2nd Edition)[M].Cambridge University Press,1997.
  • 9Delamotte,Bertrand.A hint of renormalization[J].American Journal of Physics,2004,72(2):170-184.
  • 10Shirkov D,Kovalev V.The bogoliubov renormalization group and solution symmetry in mathematical physics[J].Physics Reports,2001,352:219-249.

二级参考文献28

  • 1周佩玲,杨春霞,周涛,李立文.虚拟股市建模与混沌分析[J].中国科学技术大学学报,2004,34(4):442-448. 被引量：4
  • 2YANG Chunxia,WANG Jie,ZHOU Tao,LIU Jun,XU Min,ZHOU Peiling,WANG Binghong.Financial market model based on self-organized percolation[J].Chinese Science Bulletin,2005,50(19):2140-2144. 被引量：1
  • 3NicolisG PrigogineI 罗久里 陈奎宁译.探索复杂性[M].成都:四川教育出版社,1992..
  • 4Bourke A F G.Colony size,social complexity and reproductive conflict in social insects[J].J.Evol.Biol.,1999,12:245-257.
  • 5Anderson C,Mcshea D W.Individual versus social complexity,with particular reference to ant colonies[J].Biol.Rev.,2001,76:211-237.
  • 6Gautrais J,Theraulaz G,Deneubourg J L,et al.Emergent polyethism as a consequence of increased colony size in insect societies[J].J.Theor.Biol.,2002,215:363-373.
  • 7Karsai I,Wenzel J W.Productivity,individual-level and colony-level flexibility,and organization of work as consequence of colony size[J].Proc.Natl.Acad.Sci.,1998,95(15):8 665-8 669.
  • 8Haken H.协同学:理论与应用[M].杨炳奕,译.北京:中国科学技术出版社,1990.
  • 9成思危.复杂性科学探索[M].北京:民主与建设出版社,2002.
  • 10CHEN P.Complex dynamics in economic organisms:the origin of division of labor and the nature of persistent business cycles[C]//CCER Working Paper,Peking University,1999.

共引文献3

系统工程
2007年 第2期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部