英文标题：
《Crossing Stocks and the Positive Grassmannian I: The Geometry behind
Stock Market》
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作者：
Ovidiu Racorean
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最新提交年份：
2014
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英文摘要：
It seems to be very unlikely that all relevant information in the stock market could be fully encoded in a geometrical shape. Still,the present paper will reveal the geometry behind the stock market transactions. The prices of market index (DJIA) stock components are arranged in ascending order from the smallest one in the left to the highest in the right. In such arrangement, as stock prices changes due to daily market quotations, it could be noticed that the price of a certain stock get over /under the price of a neighbor stock. These stocks are crossing. Arranged this way, the diagram of successive stock crossings is nothing else than a permutation diagram. From this point on the financial and combinatorial concepts are netted together to build a bridge connecting the stock market to a beautiful geometrical object that will be called stock market polytope. The stock market polytope is associated with the remarkable structure of positive Grassmannian . This procedure makes all the relevant information about the stock market encoded in the geometrical shape of the stock market polytope more readable.
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中文摘要：
股票市场上的所有相关信息似乎都不太可能完全编码成几何形状。不过，本文将揭示股市交易背后的几何结构。市场指数（DJIA）股票组成部分的价格按升序排列，从左到右从最小到最高。在这种安排中，当股票价格因每日市场行情而变化时，可以注意到某一股票的价格高于/低于相邻股票的价格。这些股票正在上涨。按照这种方式排列，连续股票交叉点的图表只不过是一个排列图。从这一点上讲，金融和组合的概念被联系在一起，建立起一座桥梁，将股票市场连接到一个美丽的几何物体，这个物体将被称为股票市场多面体。股票市场多面体与正格拉斯曼指数的显著结构有关。这个过程使得以股票市场多面体的几何形状编码的关于股票市场的所有相关信息更具可读性。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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