發(fā)布時(shí)間：2018-06-23 13:55

  本文選題：上海股票市場 + 股票收益��； 參考：《數(shù)學(xué)的實(shí)踐與認(rèn)識(shí)》2014年14期

【摘要】：對(duì)金融資產(chǎn)收益分布狀況的主要研究方法是先提出分布模型,然后進(jìn)行實(shí)驗(yàn)驗(yàn)證;因缺乏必要的機(jī)理分析和研究手段單一,使其理論研究和應(yīng)用研究都受到一定的制約.為克服這些不足,將金融資產(chǎn)收益聯(lián)系起來看,根據(jù)其漲跌周期性構(gòu)建出隨機(jī)波浪模型,并利用模型導(dǎo)出隨機(jī)波浪波高和周期的分布公式.通過實(shí)證分析,證明隨機(jī)波浪模型具有一定的適用性;所用的時(shí)頻分析方法以及所得結(jié)論有益于對(duì)金融資產(chǎn)收益分布狀況進(jìn)行更深入的理論和應(yīng)用研究,也有益于指導(dǎo)市場參與者進(jìn)行短期和長期交易.
[Abstract]:The main research method of the distribution of financial assets income is to put forward the distribution model first, and then to carry out experimental verification, because of the lack of necessary mechanism analysis and single research means, the theoretical research and application research are restricted to some extent. In order to overcome these shortcomings, the stochastic wave model is constructed according to the periodicity of the rise and fall of financial assets, and the distribution formula of the wave height and period is derived by using the model. Through the empirical analysis, it is proved that the stochastic wave model has certain applicability, and the time-frequency analysis method and the conclusions obtained are beneficial to the further theoretical and applied research on the distribution of financial assets' income. It also helps to guide market participants in short-and long-term transactions.
【作者單位】： 裝甲兵學(xué)院模擬訓(xùn)練中心;蘭州理工大學(xué)馬克思主義學(xué)院;
【分類號(hào)】：F832.51;F224
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本文編號(hào)：2057339