楼主: nandehutu2022
283 0

[量化金融] 具有经济模型记忆的Logistic地图 [推广有奖]

  • 0关注
  • 5粉丝

会员

学术权威

74%

还不是VIP/贵宾

-

威望
10
论坛币
10 个
通用积分
68.3590
学术水平
0 点
热心指数
0 点
信用等级
0 点
经验
24246 点
帖子
4004
精华
0
在线时间
1 小时
注册时间
2022-2-24
最后登录
2022-4-20

楼主
nandehutu2022 在职认证  发表于 2022-6-2 19:50:07 |AI写论文

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
英文标题:
《Logistic map with memory from economic model》
---
作者:
Valentina V. Tarasova, Vasily E. Tarasov
---
最新提交年份:
2017
---
英文摘要:
  A generalization of the economic model of logistic growth, which takes into account the effects of memory and crises, is suggested. Memory effect means that the economic factors and parameters at any given time depend not only on their values at that time, but also on their values at previous times. For the mathematical description of the memory effects, we use the theory of derivatives of non-integer order. Crises are considered as sharp splashes (bursts) of the price, which are mathematically described by the delta-functions. Using the equivalence of fractional differential equations and the Volterra integral equations, we obtain discrete maps with memory that are exact discrete analogs of fractional differential equations of economic processes. We derive logistic map with memory, its generalizations, and \"economic\" discrete maps with memory from the fractional differential equations, which describe the economic natural growth with competition, power-law memory and crises.
---
中文摘要:
提出了考虑记忆和危机影响的物流增长经济模型的推广。记忆效应是指任何给定时间的经济因素和参数不仅取决于当时的值,还取决于以前的值。对于记忆效应的数学描述,我们使用了非整数阶导数理论。危机被认为是价格的剧烈波动(爆发),这在数学上由delta函数描述。利用分数阶微分方程和Volterra积分方程的等价性,我们得到了具有记忆的离散映射,这些映射是经济过程分数阶微分方程的精确离散类似物。我们从分数阶微分方程中导出了带记忆的logistic映射及其推广,以及带记忆的“经济”离散映射,它们描述了具有竞争、幂律记忆和危机的经济自然增长。
---
分类信息:

一级分类:Quantitative Finance        数量金融学
二级分类:Economics        经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
--

---
PDF下载:
-->
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:logistic ogistic logisti logist logis

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
jg-xs1
拉您进交流群
GMT+8, 2025-12-6 02:30