摘要
本文采用网络模型和类似于固体力学的方法论来研究计算股市·建立四个基本的联立方程，即：利率＿流通量方程；股票买入、卖出方程；股价变化率方程；以及利率、股价及股价变化率方程·文中着重讨论利率＿流通量方程的解及其简单应用，包括时间离散化时股市网络用Ｂａｎａｃｈ收缩映射定理证明最终趋向平衡状态，以及银行减息引起资金流动按指数型式衰减等·
This paper studies computational
stock market by using network model and similar methodology used in solid mechanics. Four
simultaneous basic equations, i.e., equation of interest rate and amount of circulating fund,
equations of purchasing and selling of share, equation of changing rate of share price, and
equation of interest rate,share price and its changing rate, have been established. Discussions
mainly on the solution and its simple applications of the equation of interest rate and amount of
circulating fund are given. The discussions also involve the proof of tending to the equilibrium
state of network of stock market based on the time discrete form of the equation by using
Banach theorem of contraction mapping, and the influence of amount of circulating fund with
exponential attenuation due to the decreasing of banking interest rate.
出处
《应用数学和力学》
CSCD
北大核心
1999年第2期145-152,共8页
Applied Mathematics and Mechanics
关键词
股票市场
网络模型
微分方程
收缩映射
弹性理论
stock market
network model
differential equation
contraction mapping
elasticity
methodology
