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(ar 2 t) · 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=Av2 +Bv v+C v2 +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·
By basic equations, two basic theories are presented: 1.Theory of stock's value v *(t)=v *(0) exp (ar * 2t). 2. Theory of conservation of stock's energy. Let stock's energy be defined as a quadratic function of stock price v and its derivative ,=Av 2+Bv+C 2+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 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.
出处
《应用数学和力学》
CSCD
北大核心
2000年第8期777-782,共6页
Applied Mathematics and Mechanics
关键词
价值理论
EULER方程
股市
股票
股能守恒理论
political economics
theory of value of goods
variational method
Euler equation
conservation law
