不确定性的起源:金融市场随机混沌的结构分析

IF 1.7 4区 工程技术 Q2 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Complexity Pub Date : 2023-03-30 DOI:10.1155/2023/1302220
Alexander Musaev, Andrey Makshanov, Dmitry Grigoriev
{"title":"不确定性的起源:金融市场随机混沌的结构分析","authors":"Alexander Musaev,&nbsp;Andrey Makshanov,&nbsp;Dmitry Grigoriev","doi":"10.1155/2023/1302220","DOIUrl":null,"url":null,"abstract":"<div>\n <p>The presented article is methodological in nature and is devoted to the analysis of observation series of financial asset quotation changes in capital markets. The most important feature of these processes is their instability, which manifests itself in high sensitivity to seemingly minor disturbing factors. This phenomenon is well-studied in the theory of nonlinear dynamical systems and is described by models of deterministic chaos. However, for the processes considered in the article, the dynamic instability of the immersion environment is exacerbated by stochastic uncertainty caused by random fluctuations in the pricing process. As a result, describing observation series of quotations of financial assets is difficult because it involves stochastic chaos. This article analyzes and classifies chaotic series of observations to help model and forecast related processes.</p>\n </div>","PeriodicalId":50653,"journal":{"name":"Complexity","volume":"2023 1","pages":""},"PeriodicalIF":1.7000,"publicationDate":"2023-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1155/2023/1302220","citationCount":"0","resultStr":"{\"title\":\"The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets\",\"authors\":\"Alexander Musaev,&nbsp;Andrey Makshanov,&nbsp;Dmitry Grigoriev\",\"doi\":\"10.1155/2023/1302220\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div>\\n <p>The presented article is methodological in nature and is devoted to the analysis of observation series of financial asset quotation changes in capital markets. The most important feature of these processes is their instability, which manifests itself in high sensitivity to seemingly minor disturbing factors. This phenomenon is well-studied in the theory of nonlinear dynamical systems and is described by models of deterministic chaos. However, for the processes considered in the article, the dynamic instability of the immersion environment is exacerbated by stochastic uncertainty caused by random fluctuations in the pricing process. As a result, describing observation series of quotations of financial assets is difficult because it involves stochastic chaos. This article analyzes and classifies chaotic series of observations to help model and forecast related processes.</p>\\n </div>\",\"PeriodicalId\":50653,\"journal\":{\"name\":\"Complexity\",\"volume\":\"2023 1\",\"pages\":\"\"},\"PeriodicalIF\":1.7000,\"publicationDate\":\"2023-03-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://onlinelibrary.wiley.com/doi/epdf/10.1155/2023/1302220\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Complexity\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1155/2023/1302220\",\"RegionNum\":4,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Complexity","FirstCategoryId":"5","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1155/2023/1302220","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0

摘要

本文是一篇方法论的文章,主要对资本市场金融资产报价变化的观察序列进行分析。这些过程最重要的特征是它们的不稳定性,这表现为对看似微小的干扰因素的高度敏感性。这种现象在非线性动力系统理论中得到了很好的研究,并由确定性混沌模型来描述。然而,对于本文所考虑的过程,由于定价过程的随机波动引起的随机不确定性加剧了浸入环境的动态不稳定性。因此,金融资产报价的观察序列由于涉及到随机混沌,描述起来比较困难。本文对混沌观测序列进行分析和分类,以帮助建模和预测相关过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets

The Genesis of Uncertainty: Structural Analysis of Stochastic Chaos in Finance Markets

The presented article is methodological in nature and is devoted to the analysis of observation series of financial asset quotation changes in capital markets. The most important feature of these processes is their instability, which manifests itself in high sensitivity to seemingly minor disturbing factors. This phenomenon is well-studied in the theory of nonlinear dynamical systems and is described by models of deterministic chaos. However, for the processes considered in the article, the dynamic instability of the immersion environment is exacerbated by stochastic uncertainty caused by random fluctuations in the pricing process. As a result, describing observation series of quotations of financial assets is difficult because it involves stochastic chaos. This article analyzes and classifies chaotic series of observations to help model and forecast related processes.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Complexity
Complexity 综合性期刊-数学跨学科应用
CiteScore
5.80
自引率
4.30%
发文量
595
审稿时长
>12 weeks
期刊介绍: Complexity is a cross-disciplinary journal focusing on the rapidly expanding science of complex adaptive systems. The purpose of the journal is to advance the science of complexity. Articles may deal with such methodological themes as chaos, genetic algorithms, cellular automata, neural networks, and evolutionary game theory. Papers treating applications in any area of natural science or human endeavor are welcome, and especially encouraged are papers integrating conceptual themes and applications that cross traditional disciplinary boundaries. Complexity is not meant to serve as a forum for speculation and vague analogies between words like “chaos,” “self-organization,” and “emergence” that are often used in completely different ways in science and in daily life.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信