计算股市的基本方程、理论和原理(Ⅲ)--基本理论

Basic Equations, Theory and Principle of Computational Stock Market (Ⅲ)-Basic Theories

Department of Mechanics, South China University of Technology, Guangzhou 510641, P R China

摘要: 由基本方程导出两个理论:1 股票的价值理论v^*(t)=v(0)exp(ar₂t)。2 股能守恒理论。将股能定义为股价v及其导数v>的二次函数φ=Av²+Bvv+Cv²+Dv,在基本方程约束下,将问题归结为沿最优路径的约束优化问题。应用Lagrange乘数,变分法Euler方程可证Ø对任何v、v>守恒。文中给出应用这些方程和理论对股市走势作分析的一些判断并为深沪股市实际走势所验证。
- 政治经济学 /
- 价值理论 /
- 变分法 /
- Euler方程 /
- 守恒律
Abstract: By basic equations, two basic theories are presented:1.Theory of stock's value=v^*(t)=v^*(0)exp(ar₂^*t). 2. Theory of conservation of stock's energy. Let stock's energy φ be defined as a quadratic function of stock price v and its derivative,φ=Av²+Bv+Cv²+Dv, under the constraint of basic equation, the problem was reduced to a problem of constrained optimization along optimal path. Using Lagrange multiplier and Euler equation of variation method, it can be proved that φ keeps conservation for any v. The application of these equations and theories on judgement and analysis of tendency of stock market are given, and the judgement is checked to be correct by the recorded tendency of Shenzhen and Shanghai stock markets.
- political economics /
- theory of value of goods /
- variational method /
- Euler equation /
- conservation law

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