对有效市场的挑战(1)(6)
2014-09-25 01:23
导读:[15]高红兵,潘瑾,陈宏民. 我国证券市场混沌的判据[J]. 系统工程, 2000,18(6):28-32. [16]黄小原,庄新田. 股票交易群体变动的模型与混沌[J]. 猜测,
[15]高红兵,潘瑾,陈宏民. 我国证券市场混沌的判据[J]. 系统工程, 2000,18(6):28-32.
[16]黄小原,庄新田. 股票交易群体变动的模型与混沌[J]. 猜测, 2001,20(5):48-50.
[17]Wang X F. Complex networks: topology dynamics and synchronization international[J]. Journal of Bifurcation and Chaos, 2002,12:885-916.
[18]Watts D J, Strogatz S H. Collective dynamics of small world' networks[J]. Nature, 1998,393:440-442.
[19]Caflisch R E, Morokoff W, Owen A B. Valuation of mortgage based securities using brownian bridges to reduce effective dimension[J]. Journal of Computational Finance, 1997,1:27-46.
[20]Lebaron B, Arthur W B, Palmer R. Time series properties of an artificial stock market[J]. Journal of Economic Dynamics and Control, 1999,23:1487-1516.