摘要翻译:
以非正式的方式,从物理学家的观点提出了对2008年金融危机的一些想法,将问题视为自旋玻璃型系统的非遍历跃迁。从凯恩斯主义的“赤字支出”方法、减税、最优化理论的“毁灭与再创造”方法等方面,对解决危机的方法提出了一些初步的建议。并对自旋玻璃理论的de Almeida-Thouless不稳定性线作了金融解释。
---
英文标题:
《On the Financial Crisis 2008 from a Physicist's viewpoint: A Spin-Glass
Interpretation》
---
作者:
U. Krey (Inst. fuer Physik II der Universitaet Regensburg)
---
最新提交年份:
2009
---
分类信息:
一级分类:Physics 物理学
二级分类:Disordered Systems and Neural Networks 无序系统与神经网络
分类描述:Glasses and spin glasses; properties of random, aperiodic and quasiperiodic systems; transport in disordered media; localization; phenomena mediated by defects and disorder; neural networks
眼镜和旋转眼镜;随机、非周期和准周期系统的性质;无序介质中的传输;本地化;由缺陷和无序介导的现象;神经网络
--
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
--
---
英文摘要:
In an informal way, a number of thoughts on the financial crisis 2008 are presented from a physicist's viewpoint, considering the problem as a nonergodicity transition of a spin-glass type of system. Some tentative suggestions concerning the way out of the crisis are also discussed, concerning Keynesian "deficit spending" methods, tax reductions, and finally the method "ruin and recreate" known from optimization theory. Also the de Almeida-Thouless instability line of spin-glass theory is given a financial interpretation.
---
PDF链接:
https://arxiv.org/pdf/0812.3378


雷达卡



京公网安备 11010802022788号







