Basic Equations, Theory and Principle of Computational Stock Market (Ⅰ)——Basic Equations
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摘要: 本文采用网络模型和类似于固体力学的方法论来研究计算股市。建立四个基本的联立方程,即:利率-流通量方程;股票买入、卖出方程;股价变化率方程;以及利率、股价及股价变化率方程。文中着重讨论利率-流通量方程的解及其简单应用,包括时间离散化时股市网络用Banach收缩映射定理证明最终趋向平衡状态,以及银行减息引起资金流动按指数型式衰减等。Abstract: This paper studies computational stock market by using network model and similar methodology used in solid mechanics.Four simultaneous basic equations,i.e.,equation of interest rate and amount of circulating fund,equations of purchasing and selling of share,equation of changing rate of share price,and equation of interest rate,share price and its changing rate,have been established.Discussions mainly on the solution and its simple applications of the equation of interest rate and amount of circulating fund are given.The discussions also involve the proof of tending to the equilibrium state of network of stock market based on the time discrete form of the equation by using Banach theorem of contraction mapping,and the influence of amount of circulating fund with exponential attenuation due to the decreasing of banking interest rate.
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Key words:
- stock market /
- network model /
- differential equation /
- contraction mapping /
- elasticity /
- methodology
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