英文标题：
《Phase Transitions, Renormalization and Yang-Lee Zeros in Stock Markets》
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作者：
J. L. Subias
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最新提交年份：
2015
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英文摘要：
The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenomenological thermodynamic paradigms (i.e., the magnetocaloric effect and population inversion). We shall also show how the phase transition and renormalization theory provides a natural framework to understand and predict trend changes in stock markets. Finally, current negotiation strategies in financial markets are briefly reviewed.
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中文摘要：
本文分析了热力学定律与一些经济原理之间存在的形式上的相似性。基于之前的工作，我们将展示在经济学中，类似于热力学原理的存在是如何涉及经济事件的发生的，这些经济事件提醒我们著名的现象学热力学范式（即磁热效应和人口反转）。我们还将展示相变和重整化理论如何为理解和预测股市趋势变化提供一个自然框架。最后，简要回顾了当前金融市场的谈判策略。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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