摘要
针对股票价格变化在某种条件下具有不连续性的问题,对这种不连续的股票价格变化进行了描述与分析.以突变理论为基础,建立了一个描述股票价格短期变化过程的尖点突变模型,并对该模型进行了简要分析.最后,根据分析结果提出了相应的政策建议.
In some conditions the fluctuation of stock price is not a continuous process, in order to imitate and analyze the uncontinuous process, a cusp catastrophe model of stock price is set up, in the mean time makes a brief analysis of this model, and finally gives some advices according to the analysis.
出处
《哈尔滨理工大学学报》
CAS
2007年第1期100-104,共5页
Journal of Harbin University of Science and Technology
关键词
突变理论
尖点突变模型
股票价格
catastrophe theory
cusp catastrophe model
stock price
