| 股票价格突变模型的建立与分析 |
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| 引用本文： | 康宇虹,徐照宇. 股票价格突变模型的建立与分析[J]. 哈尔滨理工大学学报, 2007, 12(1): 100-104 |
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| 作者姓名： | 康宇虹 徐照宇 |
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| 作者单位： | 哈尔滨工业大学,管理学院,黑龙江,哈尔滨,150001 |
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| 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.
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| 关 键 词： | 突变理论 尖点突变模型 股票价格 |
| 文章编号： | 1007-2683（2007）01-0100-05 |
| 修稿时间： | 2006-03-03 |
The Application of Cusp Catastrophe Theory in the Stock Price Analyze |
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| KANG Yu-hong,XU Zhao-yu. The Application of Cusp Catastrophe Theory in the Stock Price Analyze[J]. Journal of Harbin University of Science and Technology, 2007, 12(1): 100-104 |
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| Authors: | KANG Yu-hong XU Zhao-yu |
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| Affiliation: | School of Management, Harbin Institute of Technology, Harbin 150001, China |
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| Abstract: | 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. |
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| Keywords: | catastrophe theory cusp catastrophe model stock price |
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