| 基于连续渗流的股票价格波动模型及实证分析 |
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| 引用本文： | 司震寰,王宁,马坷.基于连续渗流的股票价格波动模型及实证分析[J].天津理工大学学报,2012,28(1):72-75. |
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| 作者姓名： | 司震寰 王宁 马坷 |
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| 作者单位： | 1. 天津大学,理学院,天津300072;天津大学,管理学院,天津300072
2. 北京航空航天大学软件学院,北京,100191 |
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| 摘 要： | 本文以连续渗流理论为基础,讨论了交易信息在投资者之间传播对于股票价格波动产生的实际影响.通过对资本市场投资者的投资行为进行心理分析,进而在已有模型基础上进行改进,得到更为实际的投资者行为模式,使之更符合市场实际情况,同时文章对模型的参数做了简要地分析.
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| 关 键 词： | 连续渗流 股票价格 波动模型 |
Fluctuation of stock price model by continuous percolation and empirical analysis |
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| SI Zhen-huan
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WANG Ning
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MA Ke.Fluctuation of stock price model by continuous percolation and empirical analysis[J].Journal of Tianjin University of Technology,2012,28(1):72-75. |
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| Authors: | SI Zhen-huan WANG Ning MA Ke |
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| Institution: | 3(a.School of Science;b.School of Management,Tianjin University,Tianjin 300072,China; 2.College of Software,Beijing University of Aeronautics and Astronautics,Beijing 100191,China) |
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| Abstract: | Based on continuous percolation theory,this paper discusses the actual impact for the stock price volatility,which is coursed by the transaction information spread between investors.According to the analysis of the investment behavior the investors in capital market in psychology,we know the model of investor behavior more realistically.We improve the existing model to make it fit with market realities more.At the same time,we analysis the parameters of the model. |
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| Keywords: | continuous percolation stock price fluctuation model |
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