摘要翻译:
本文提出了一个描述资本市场股票交易的经济物理模型。为了介绍这个模型的基本原理,我们将电荷系统产生的电场与来自股票市场的股票交易的整体经济和金融信息进行了类比。提出并研究了金融市场上股票交易的利率变化的一种有效方法。
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英文标题:
《An Econophysics Model for the Stock-Markets' Analysis and Diagnosis》
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作者:
Ion Spanulescu, Ion Popescu, Victor Stoica, Anca Gheorghiu, Victor
Velter
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最新提交年份:
2011
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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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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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英文摘要:
In this paper we present an econophysic model for the description of shares transactions in a capital market. For introducing the fundamentals of this model we used an analogy between the electrical field produced by a system of charges and the overall of economic and financial information of the shares transactions from the stock-markets. An energetic approach of the rate variation for the shares traded on the financial markets was proposed and studied.
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PDF链接:
https://arxiv.org/pdf/1101.4680


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