摘要
根据资产价格与交易者的相互影响机制,提出了资本市场结构模型及其数学原理,用于分析一组市场资产的价格演变过程,并对其拟合能力进行了探讨,随后进行了实证研究.理论研究和实证分析均表明,资本市场结构模型具有较强的整体拟合能力,能较好地对资产价格进行多指标预测.
According to the interaction between asset price and bargainer, the structure model of capital market is proposed, which can be used to approach a set of serial price value. Mathematics processes of the approach and its demonstration are also given which indicate that the structure model of capital market can simulate the capital market and predict prices of asset in capital market well.
出处
《控制与决策》
EI
CSCD
北大核心
2005年第6期656-659,共4页
Control and Decision
关键词
资本市场
结构模型
拟合
预测
Computer simulation
Model structures
Neural networks
