庄家控股模型的解法及解的性质  

Solving method and solution characters of banker control stock price model

作　　者：俞雪飞[1] 汪温泉[1] 潘德惠[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110006

出　　处：《系统工程学报》2004年第4期398-402,共5页Journal of Systems Engineering

摘　　要：在对庄家控股模型进一步细化的前提下,讨论了模型的求解限制条件,并在给定参数下,利用制约函数法得到了模型的数值解.通过对其数值解的对比分析,进一步了解了非有效证券市场条件下庄家的控股规律,并证实了模型是对现实市场中庄家控股行为的较为合理的描述.最终指出,模型中的参数研究将是把模型用于现实分析中的关键.This paper specifies the multi-limited condition of banker control stock price model, and uses the SUMT(sequential unconstrained minimization technique) method to obtain the numerical solution of the model with the decided parameter. Through analyzing and comparing of the numerical solution, we can further understand the principle of banker control stock price, and it is verified that the model describes the banker's behavior in the practice market in a reasonable way. At the end, this article indicates that the parameters in the model are the key of analyzing the practice market banker's behavior.

关 键 词：证券投资 制约函数法 最优解 庄家行为分析 

分 类 号：F830.9[经济管理—金融学]