Statistical analysis of microscale gas flows and stock price changes
文献类型：会议论文
| 作者 | Fan J(樊菁)
|
| 出版日期 | 2004 |
| 会议名称 | The Fourth International Conference on Fluid Mechanics(第4届国际流体力学学术会议) |
| 会议日期 | 2004 |
| 会议地点 | Dalian, China 大连 |
| 通讯作者邮箱 | jfan@imech.ac.cn |
| 关键词 | micro-scale gas flow information preservation method stock price change inverse transition |
| 页码 | 51-56 |
| 通讯作者 | 樊菁 |
| 中文摘要 | First, recent studies on the information preservation (IP) method, a particle approach for low-speed micro-scale gas flows, are reviewed. The IP method was validated for benchmark issues such as Couette, Poiseuille and Rayleigh flows, compared well with measured data for typical internal flows through micro-channels and external flows past micro flat plates, and combined with the Navier-Stokes equations to be a hybrid scheme for subsonic, rarefied gas flows. Second, the focus is moved to the microscopic characteristic of China stock market, particularly the price correlation between stock deals. A very interesting phenomenon was found that showed a reverse transition behaviour between two neighbouring price changes. This behaviour significantly differs from the transition rules for atomic and molecular energy levels, and it is very helpful to understand the essential difference between stock markets and nature. |
| 收录类别 | 其他 |
| 合作状况 | 其它 |
| 会议主办者 | 中国力学学会 |
| 会议网址 | http://old.cstam.org.cn/hyjh3.asp?unid=505 |
| 会议录 | Proceedings of the Fourth International Conference on Fluid Mechanics , 2004
 |
| 会议录出版者 | Tsinghua University Press |
| 学科主题 | 流体力学 ; 稀薄气体力学 |
| 会议录出版地 | Beijing |
| 语种 | 英语 |
| ISBN号 | 7302088179 |
| 源URL | [http://dspace.imech.ac.cn/handle/311007/43247]  |
| 专题 | 力学研究所_力学所知识产出(1956-2008) |
| 通讯作者 | Fan J(樊菁) |
| 推荐引用方式 GB/T 7714 | Fan J. Statistical analysis of microscale gas flows and stock price changes[C]. 见:The Fourth International Conference on Fluid Mechanics(第4届国际流体力学学术会议). Dalian, China 大连. 2004.http://old.cstam.org.cn/hyjh3.asp?unid=505. |
入库方式： OAI收割
来源：力学研究所
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。