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991.
Using the theory of random cluster models, we give a stability criterion for financial markets with random communications between agents. Received 25 September 1999 and Received in final form 2 October 1999  相似文献   
992.
Clustering of volatility as a multiscale phenomenon   总被引:3,自引:0,他引:3  
The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, a complete stochastic characterization of volatility is still lacking. What is well known is that absolute returns have memory on a long time range, this phenomenon is known as clustering of volatility. In this paper we show that volatility correlations are power-laws with a non-unique scaling exponent. This kind of multiscale phenomenology has some analogies with fully developed turbulence and disordered systems and it is now pointed out for financial series. Starting from historical returns series, we have also derived the volatility distribution, and the results are in agreement with a log-normal shape. In our study, we consider the New York Stock Exchange (NYSE), daily composite index closes (January 1966 to June 1998) and the US Dollar/Deutsche Mark (USD-DM) noon buying rates certified by the Federal Reserve Bank of New York (October 1989 to September 1998). Received 1 February 2000  相似文献   
993.
Self-organized model for information spread in financial markets   总被引:1,自引:0,他引:1  
A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can be reproduced, including the slow decay of volatility correlations, and the fat tail distribution of price returns which is found to cross over to an exponential-type asymptotic decay in different dimensional systems. Received 15 March 2000  相似文献   
994.
In this paper, optimal investment and consumption decisions for an optimal choiceproblem in infinite borizon are considered, for an investor who has available a bank account anda stock whose price is a log normal diffusion. The bank pays at an interest rate r for any de-posit, and takes at a larger rate / for any loan. As in the paper of Xu Wensheng and ChenShuping in JAMS(B), where an analogous problem in finite horizon is studied, optimal strategies are obtained via Hamilton-Jacobi-Bellman (ladE) equation which is derived from dynamic c1-programming principle. For the specific HARA case, i.e. U(t,c)=e^-βtc^1-R/1-R, this paper getsthe optimal consumption and optimal investment in the form of c^‘1 =β -^-g/Rwi and π^‘1= b -- γ / Rσ^2wr, with γ1,=max{γ,min{γ‘,b--Rσ^2‘} },^-g=(1--R)[γ (b-γ)^2/2Rσ^2]. This result coincides with the classical one under condition γ‘ ≡γ.  相似文献   
995.
The partition function of the O(n) loop model on the honeycomb lattice is mapped to that of the O(n) loop model on the 3–12 lattice. Both models share the same operator content and thus critical exponents. The critical points are related via a simple transformation of variables. When n = 0 this gives the recently found exact value = 1.711041... for the connective constant of self-avoiding walks on the 3–12 lattice. The exact critical points are recovered for the Ising model on the 3–12 lattice and the dual asanoha lattice at n = 1.  相似文献   
996.
We give an explicit embedding of the Jacobian of a hyperelliptic curve, , into projective space such that the image is isomorphic to the Jacobian over the splitting field of . The embedding is a modification of the usual embedding by theta functions with half integer characteristics.

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997.
998.
闫沐霖 《中国物理 C》2011,35(3):228-232
I show the formulation of de Sitter Special Relativity (dS-SR) based on Dirac-Lu-Zou-Guo's discussions. dS-SR quantum mechanics is formulated, and the dS-SR Dirac equation for hydrogen is suggested. The equation in the earth-QSO framework reference is solved by means of the adiabatic approach. It's found that the fine-structure "constant" α in dS-SR varies with time. By means of the t-z relation of the ΛCDM model, α's time-dependency becomes redshift z-dependent. The dS-SR's predictions of Δα/α agree with data of spectra of 143 quasar absorption systems, the dS-space-time symmetry is SO(3,2) (i.e., anti-dS group) and the universal parameter R (de Sitter ratio) in dS-SR is estimated to be R≈2.73×1012 ly. The effects of dS-SR become visible at the cosmic space-time scale (i.e., the distance ≥ 109 ly). At that scale, dS-SR is more reliable than Einstein SR. The α-variation with time is evidence of SR with de Sitter symmetry.  相似文献   
999.
In a general Sparre Andersen risk model with surplus-dependent premium income, the generalization of Gerber-Shiu function proposed by Cheung et al. (2010a) is studied. A general expression for such Gerber-Shiu function is derived, and it is shown that its determination reduces to the evaluation of a transition function which is independent of the penalty function. Properties of and explicit expressions for such a transition function are derived when the surplus process is subject to (i) constant premium; (ii) a threshold dividend strategy; or (iii) credit interest. Extension of the approach is discussed for an absolute ruin model with debit interest.  相似文献   
1000.
It is well known that polynomial interpolation at equidistant nodes can give bad approximation results and that rational interpolation is a promising alternative in this setting. In this paper we confirm this observation by proving that the Lebesgue constant of Berrut’s rational interpolant grows only logarithmically in the number of interpolation nodes. Moreover, the numerical results suggest that the Lebesgue constant behaves similarly for interpolation at Chebyshev as well as logarithmically distributed nodes.  相似文献   
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