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1.
This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear
dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency
trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional
in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge
symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold
fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried
out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching
the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade
to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons
discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely
indicates a new science paradigm in the economy and society domains beyond physics.
相似文献
2.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit
various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount
of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed
stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order
to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities.
It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based
on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length
of memory being less than 3 movements. 相似文献
3.
农业供应链金融为涉农企业融资难问题提供了新思路。本文以上市涉农上市企业2016~2018年的财务数据为样本,探讨了农业供应链金融对缓解企业融资约束的影响,以及涉农企业参与精准扶贫对缓解融资约束的调节作用。研究发现:涉农企业普遍面临融资约束问题,而农业供应链金融显著缓解了涉农企业的融资约束,且对参与精准扶贫企业的融资约束缓解更为显著。本文揭示了:农业供应链金融能有效缓解涉农企业的融资约束问题,再次证明了农业供应链金融缓解涉农企业融资约束的重要性和必要性,拓展了供应链金融研究的领域,同时对企业参与精准扶贫,响应新时期涉农企业社会责任的具体要求,形成政府、企业等共同承担社会责任的多元化减贫治理机制,助力乡村振兴提供相应借鉴。 相似文献
4.
Nassim N. Taleb 《Physica A》2010,389(17):3503-3507
This paper establishes the case for a fallacy of economies of scale in large aggregate institutions and the effects of scale risks. The problem of rogue trading and excessive risk taking is taken as a case example. Assuming (conservatively) that a firm exposure and losses are limited to its capital while external losses are unbounded, we establish a condition for a firm not to be allowed to be too big to fail. In such a case, the expected external losses second derivative with respect to the firm capital at risk is positive. Examples and analytical results are obtained based on simplifying assumptions and focusing exclusively on the risk externalities that firms too big to fail can have. 相似文献
5.
Biqun Chen Karthikeyan Rajagopal Fatemeh Parastesh Hamed Azarnoush Sajad Jafari Iqtadar Hussain 《理论物理通讯》2020,72(10):105003-28
The economic and financial systems consist of many nonlinear factors that make them behave as the complex systems. Recently many chaotic finance systems have been proposed to study the complex dynamics of finance as a noticeable problem in economics. In fact, the intricate structure between financial institutions can be obtained by using a network of financial systems. Therefore, in this paper, we consider a ring network of coupled symmetric chaotic finance systems, and investigate its behavior by varying the coupling parameters. The results show that the coupling strength and range have significant effects on the behavior of the coupled systems, and various patterns such as the chimera and multi-chimera states are observed. Furthermore, changing the parameters' values, remarkably influences on the oscillators attractors. When several synchronous clusters are formed, the attractors of the synchronized oscillators are symmetric, but different from the single oscillator attractor. 相似文献
6.
7.
8.
Thilo?Meyer-BrandisEmail author Frank?ProskeEmail author 《Applied Mathematics and Optimization》2004,50(2):119-134
In this paper we explicitly solve a non-linear filtering problem
with mixed observations, modelled by a Brownian motion and a generalized Cox
process, whose jump intensity is given in terms of a Lévy measure.
Motivated by empirical observations of R. Cont and P. Tankov we propose a
model for financial assets, which captures the phenomenon of
time inhomogeneity of the jump size density. We apply the explicit formula
to obtain the optimal filter for the corresponding filtering problem. 相似文献
9.
An optimal portfolio/control problem is considered for a two-dimen\-sional
model in finance. A pair consisting of the wealth process and cumulutative
consumption process driven by a geometric Lévy process is controlled by adapted
processes. The value function appears and turns out to be a viscosity solution
to some integro-differential equation, by using the Bellman principle. 相似文献
10.
本文主要介绍了开放式投资基金的流动性概念和指标体系设计,并运用指标进行实证检验,分析基金的流动性及其实际意义。 相似文献