BASIC EQUATIONS, THEORY AND PRINCIPLE OF COMPUTATIONAL STOCK MARKET (Ⅲ)-BASIC THEORIES |
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引用本文: | 云天铨.BASIC EQUATIONS, THEORY AND PRINCIPLE OF COMPUTATIONAL STOCK MARKET (Ⅲ)-BASIC THEORIES[J].应用数学和力学(英文版),2000,21(8):861-868. |
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作者姓名: | 云天铨 |
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摘 要: | By basic equations, two basic theories are presented: 1. Theory of stock’s value v*(t)=v*(0) exp (ar2*t);2. Theory of conservation of stock’s energy. Let stock’s energy Φbe defined as a quadratic function of stock’s price v and its derivative v, Φ=Av2+Bv+Cv2+Dv, under the constraint of basic equation, the problem was reduced to a problem of constrained optimization along optimal path. Using Lagrange multiplier and Euler equation of variation method, it can be proved that Φkeeps conservation for any v,v. The application of these equations and theories on judgement and analysis of tendency of stock market are given, and the judgement is checked to be correct by the recorded tendency of Shenzhen and Shanghai stock markets.
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收稿时间: | 1 February 1999 |
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