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Accession number;01A0340295
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| Title;Are Fluctuation in Stock Price Unexpected? |
| Author;
NAKAJIMA YOSHIHIRO
(Kyoto Sangyo Univ., Fac. of Econ.)
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Journal Title;IEIC Technical Report (Institute of Electronics, Information and Communication Engineers)
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Journal Code:S0532B
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ISSN:0913-5685
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VOL.100;NO.530(AI2000 56-65);PAGE.37-42(2001)
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| Figure&Table&Reference;FIG.7, REF.7 |
| Pub. Country;Japan |
| Language;Japanese |
| Abstract;When we explain unexpected phenomena, we have been proposed models using two kinds of mathematical tool. They are stochastics and deterministic chaos. On the other hand, the cause of unexpectedness can be mensioned, (1) the object itself involves unexpectedness, and (2) the precision of measurment is insufficient. The two mathematical tool describe the unexpectedness (2), and as Study of Internal Measurment assarts living systems have that of (1). Mainly using correlation dimension analysis, stock price are investigated then compared with some models of them. As the result, the time series of stock price show unexpectedness of (1) and the model proposed as a life system has the same property of stock price. (author abst.) |
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