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股票市场状态的动力学过程分析
引用本文:程启月,邱菀华.股票市场状态的动力学过程分析[J].北京航空航天大学学报(社会科学版),2002,15(2):44-48.
作者姓名:程启月  邱菀华
作者单位:北京航空航天大学,经济管理学院,北京,100083
基金项目:国家自然科学基金;79930900;
摘    要:就股票市场呈现的变化归纳为四种状态,即随机游走态、扩散漂移态、混沌震荡态、连贯平稳态,并对每一状态给出了动力学过程的数学描述,研究了各种"过程"下方程的解,以及各种状态下对股市价格带来的系统效应.从股市的微观结构出发,探讨了四种状态下的股市特征表现及投资者的操作策略,为实时地预测股市发展提供了辅助决策.

关 键 词:股票市场  随机游走  Brown运动  混沌  平稳  动力过程
文章编号:1008-2204(2002)02-0044-03
修稿时间:2000年12月20日

Kinetic Process Analysis of Stock Market Estate
CHENG Qi yue,QIU Wan hua.Kinetic Process Analysis of Stock Market Estate[J].Journal of Beijing University of Aeronautics and Astronautics(Social Sciences Edition),2002,15(2):44-48.
Authors:CHENG Qi yue  QIU Wan hua
Abstract:The four forms of the stock market changing have been summarized, which are the stochastic moving, the Brown movement, the processes of chaos, and theprocesses of calm. Also, their kinetic processes are described, their models of mathematics discussed, and their systematic effects brought about on the stock prices at the market studied. From the microstructure of the stock market, the features of the stock market and the operative strategy of the investors are discussed, which may, under the condition of the four forms, provide some helpful decision-making suggestions for the real-time forecasting of stock market trends.
Keywords:stock market  stochastic moving  Brown movement  chaos  calm  kinetic process
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