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stock market
Multifractality and Self-Adjustment of the Attraction Channel of Stock Market
      
Adaptation of the stock market to a new environment was shown to be realized through reducing the fractal dimensionality, that is, chaoticity of motion, of the short-term dynamic structures.
      
Minimization of the fractal dimensionality with the increase of the efficient existence of the dynamic component substructures was shown to be the prerequisite for stability of the multifractal dynamic system of the stock market.
      
Distribution of investments in the stock market, information types, and algorithmic complexity
      
For a simplest mathematical model of a stock market, the problem of optimal distribution of investments among different securities (stocks, bonds, etc.) is considered.
      
This study is focused on the analysis of changes in the stock market valuation of Russian metallurgy fixed assets.
      
Changes in the metallurgy capitalization level are estimated, which are caused by developments in the world metal market and the domestic stock market.
      
The author only deals with foreign direct investment because foreign portfolio investment is almost nonexistent because of the underdevelopment of the stock market in Vietnam.
      
This Approach depicted the developments and changing of the real stock market and is an attempt to remedy some of the deficiencies of recent researches.
      
Furthermore, this paper presented a numerical example in real stock market.
      
Simulation of game analysis based on an agent-based artificial stock market re-examined
      
This work re-examined the simulation result of game analysis (Joshi et al., 2000) based on an agent-based model, Santa Fe Institute Artificial Stock Market.
      
The greater the uncertainty, the greater the price volatility, and so is the risk of investing in the stock market.
      
Venture capitalists' pivotal concern is how to chip off - after a period of growth - their shares in an enterprise either by stock market flotation or by selling their shares to a larger enterprise or to other venture capitalists.
      
Optimal portfolio based on MV efficiency and resampled efficiency is compared in an empirical out-of sample study in term of their performances using Malaysian stock market.
      
A nonlinear dynamic model of the stock market is considered.
      
From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S>amp;amp;P500 it is possible to observe the precursor of a so-called crash.
      
A Langevin approach to stock market fluctuations and crashes
      
We propose a non linear Langevin equation as a model for stock market fluctuations and crashes.
      
Imprints of log-periodic self-similarity in the stock market
      
 

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