| 股市系统演化方程重正化群解实证研究 |
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| 引用本文： | 赖宝全,邓贵仕. 股市系统演化方程重正化群解实证研究[J]. 系统工程, 2007, 25(2): 56-60 |
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| 作者姓名： | 赖宝全 邓贵仕 |
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| 作者单位： | 1. 北京大学大连商品交易所博士后工作站,辽宁,大连,116023
2. 大连理工大学,系统工程研究所,辽宁,大连,116024 |
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| 摘 要： | 研究股市系统演化方程的重正化群综合因子,并从实际数据中拟合出作为股市要素的股民数量增长情况对综合因子的演化函数.根据所得演化函数分别从时间和增长率两个方面求出了股市系统演化方程的重正化群解.从解的情况来看,其与现实是一致的.
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| 关 键 词： | 股市系统 层次变换 重正化群解 变换因子 |
| 文章编号： | 1001-4098（2007）02-0056-05 |
| 修稿时间： | 2006-08-27 |
Renormalization Group Solution Positive Research of Stock System Empirical Study |
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| LAI Bao-quan,DENG Gui-shi. Renormalization Group Solution Positive Research of Stock System Empirical Study[J]. Systems Engineering, 2007, 25(2): 56-60 |
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| Authors: | LAI Bao-quan DENG Gui-shi |
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| Affiliation: | Peking University Postdoctoral Fellowship in Dalian Commodity Exchange,Dalian 116023,China; Institute of Systems Engineering, Dalian University of Technology, Dalian 116024,China |
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| Abstract: | This article discusses the synthesis transformation operator of stock system evolutional equation.And based on actual data,the evolutional functions of synthesis operator on investors' increasing rate as elements of stock system are built.Correspondingly,the renormalization group solutions of stock system evolutional equation are solved from the angel of time and increasing rate.These solutions show clear coherent with the actual. |
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| Keywords: | Stock Systems Hierarchical Transformation Renormalization Group Solution Transformation Operator |
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