证券市场动力学性能分析

发布时间：2018-06-18 20:01

本文选题：证券系统 + 量子模型　；参考：《郑州大学》2014年硕士论文

【摘要】：本文给出了经典物理学和量子物理学下证券系统的能量和熵的定义及实证分析.首先依据传统物理学定义了证券系统的能量和熵，通过对多只股票进行实证分析发现，引入的参数对股票价格的波动有一定的预测功能，并引入数据挖掘算法进行了股市投资机会挖掘.其次，利用薛定谔方程给出了一种量子意义下的股市收益波动模型，并在模型基础上研究证券系统的能量和熵，，最后通过数据挖掘算法进行股市投资机会挖掘.
[Abstract]:In this paper, the definition and empirical analysis of energy and entropy of securities system in classical physics and quantum physics are given. Firstly, the energy and entropy of securities system are defined according to the traditional physics. Through the empirical analysis of many stocks, it is found that the introduced parameters can predict the fluctuation of stock price to a certain extent. And the data mining algorithm is introduced for stock market investment opportunity mining. Secondly, using Schrodinger equation, a quantum volatility model of stock market returns is given, and the energy and entropy of securities system are studied on the basis of the model. Finally, stock market investment opportunity mining is carried out through data mining algorithm.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.51;F224

【参考文献】