上海股票市场收益的随机波浪模型

发布时间：2018-06-23 13:55

  本文选题：上海股票市场 + 股票收益　； 参考：《数学的实践与认识》2014年14期

【摘要】：对金融资产收益分布状况的主要研究方法是先提出分布模型,然后进行实验验证;因缺乏必要的机理分析和研究手段单一,使其理论研究和应用研究都受到一定的制约.为克服这些不足,将金融资产收益联系起来看,根据其涨跌周期性构建出随机波浪模型,并利用模型导出随机波浪波高和周期的分布公式.通过实证分析,证明随机波浪模型具有一定的适用性;所用的时频分析方法以及所得结论有益于对金融资产收益分布状况进行更深入的理论和应用研究,也有益于指导市场参与者进行短期和长期交易.
[Abstract]:The main research method of the distribution of financial assets income is to put forward the distribution model first, and then to carry out experimental verification, because of the lack of necessary mechanism analysis and single research means, the theoretical research and application research are restricted to some extent. In order to overcome these shortcomings, the stochastic wave model is constructed according to the periodicity of the rise and fall of financial assets, and the distribution formula of the wave height and period is derived by using the model. Through the empirical analysis, it is proved that the stochastic wave model has certain applicability, and the time-frequency analysis method and the conclusions obtained are beneficial to the further theoretical and applied research on the distribution of financial assets' income. It also helps to guide market participants in short-and long-term transactions.
【作者单位】： 装甲兵学院模拟训练中心;兰州理工大学马克思主义学院;
【分类号】：F832.51;F224
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本文编号：2057339