摘要翻译:
Maslov(2003)提出了金融金字塔(泡沫)发生的两级模型。我们还考虑了这个模型与玻色凝聚的数学类比。在本文中,我们解释了为什么庞氏骗局和泡沫导致了现实经济学中的危机。Maslov(2005)提出了金融系统中熵的增加规律,并由此提出了Kolmogorov复杂性的增加规律。如果这一规律被打破,金融系统就会向不同的状态发生相变。在Maslov(2005)中,作者考虑了一个零级相变的两能级模型,该模型在Maslov(2006)中被解释为社会灾难的模拟。在本文中,我们也检验了这个模型。
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英文标题:
《Economic law of increase of Kolmogorov complexity. Transition from
financial crisis 2008 to the zero-order phase transition (social explosion)》
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作者:
V.P. Maslov
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最新提交年份:
2008
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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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英文摘要:
In Maslov (2003), a two level model of the occurrence of financial pyramid (bubbles) has been considered. We also considered the mathematical analogy of this model to Bose condensation. In the present paper, we explain why Ponzi schemes and bubbles result in a crisis in real economics. In Maslov (2005), the law of increase of entropy in financial systems, and consequently increase of Kolmogorov complexity, is formulated. If this law is broken, the financial system makes a phase transition to a different state. In Maslov (2005) the author considered a two level model of the zeroth-order phase transition which was interpreted in Maslov (2006) as an analog of social catastrophe. In the present paper we also examine this model.
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PDF链接:
https://arxiv.org/pdf/0812.4737