摘要翻译：
在这篇文章中，我们提出了一个关于资本风险问题的研究，这个问题是由经典力学中的确定性问题，即变戏法问题所启发的。我们提出了牛顿运动定律的资本等价物，并在此基础上，我们确定了关于利润最大化的最安全的信贷偿还形式。然后利用矩阵收益率将牛顿定律推广到任意维数线性空间中的模型。矩阵利率描述了多维资本的演化，它对单个要素的数量变化和它们之间的流动都很敏感。这使得我们可以同时分析复杂资本在连续和离散时间模型中的演化。
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英文标题：
《Deterministic definition of the capital risk》
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作者：
Anna Szczypinska, Edward W. Piotrowski
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最新提交年份：
2008
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  In this paper we propose a look at the capital risk problem inspired by deterministic, known from classical mechanics, problem of juggling. We propose capital equivalents to the Newton's laws of motion and on this basis we determine the most secure form of credit repayment with regard to maximisation of profit. Then we extend the Newton's laws to models in linear spaces of arbitrary dimension with the help of matrix rates of return. The matrix rates describe the evolution of multidimensional capital and they are sensitive to both quantitative changes of individual elements and flows between them. This allows us for simultaneous analysis of evolution of complex capital in both continuous and discrete time models.
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PDF链接：
https://arxiv.org/pdf/0805.3129