发帖
雷达卡
英文标题：
《Geometrization of Econophysics : An Alternative Approach for Measuring
Elements of Risk Management of an Economic System》
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作者：
M.E.Kahil
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最新提交年份：
2013
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英文摘要：
The relationship between micro-structure and macro-structure of complex systems using information geometry has been dealt by several authors. From this perspective, we are going to apply it as a geometrical structure connecting both microeconomics and macroeconomics . The results lead us to introduce new modified quantities into both micro-macro economics that enable us to describe the link between them. The importance of such a scheme is to find out -with some accuracy- a new method can be introduced for examining the stability of an economic system. This type of requirement is expressed by examining the stability of the equations of path deviations for some economic systems as described in a statistical manifold. Such a geometization scheme of economic systems is an important step toward identifying risk management factors and so contributes to the growing literature of econophysics.
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中文摘要：
几位作者利用信息几何学研究了复杂系统的微观结构和宏观结构之间的关系。从这个角度来看，我们将把它作为连接微观经济学和宏观经济学的几何结构来应用。这些结果引导我们在微观和宏观经济学中引入新的修正量，使我们能够描述它们之间的联系。这样一个方案的重要性在于找到一种新的方法来检验一个经济系统的稳定性，而且要有一定的准确性。这种要求是通过检验统计流形中描述的某些经济系统的路径偏差方程的稳定性来表达的。这种经济系统的地理化方案是识别风险管理因素的重要步骤，因此有助于经济物理学文献的增长。
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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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