n维不连续分段线性金融市场模型低周期轨道的存在性条件  

On the existence of low-period orbits in n-dimensional discontinuous piecewise linear financial market model

作　　者：顾恩国[1] 李大洋 GU Enguo;LI Dayang(College of Mathematics and Statistics, South-Central University for Nationalities, Wuhan 430074, China)

机构地区：[1]中南民族大学数学与统计学学院,武汉430074

出　　处：《中南民族大学学报（自然科学版）》2021年第3期319-324,共6页Journal of South-Central University for Nationalities：Natural Science Edition

基　　金：国家自然科学基金资助项目(61703442);中南民族大学研究生创新基金资助项目(3212020sycxjj307)。

摘　　要：假设技术分析师关注多个时期的历史价格信息,建立了一个图表分析师、基本面分析师和技术分析师相互作用的金融市场模型.该模型动力学行为由n维不连续分段线性模型驱动,根据DUTTA应用的方法,对n维金融市场模型进行了分析,得到了一周期和二周期轨道存在的一般性条件.然后以一个具体的三维金融市场模型为例来探讨了该方法的应用.It is supposed that technical analysts focus on multiple periods of historical price information,a financial market model with interacting chartists,fundamentalists and technical analysts is developed.The model dynamics is driven by a n-dimensional discontinuous piecewise linear map.The n-dimensional financial market model is analyzed according to DUTTA's applied approaches to obtain the general conditions of existence of period-1 and period-2 orbits.The application of the method is then illustrated using a specific example of a three-dimensional financial market model.

关 键 词：金融市场 价格动态 不连续分段线性映射 周期轨道 

分 类 号：O194[理学—数学]