英文标题：
《Dynamics of quasi-stationary systems: Finance as an example》
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作者：
Philip Rinn, Yuriy Stepanov, Joachim Peinke, Thomas Guhr and Rudi
  Sch\\\"afer
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最新提交年份：
2015
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英文摘要：
  We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical stability as well as transitions between different stable states are found. This combined method also allows to set up new criteria for merging clusters to simplify the complexity of the system. The low-dimensional approach allows to recover the high-dimensional fixed points of the system by means of an optimization procedure.
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中文摘要：
我们提出了一种聚类分析和随机过程分析相结合的方法，用较少的控制变量来描述高维复杂动力系统。作为一个例子，对股票市场数据进行分析，发现其动态稳定性以及不同稳定状态之间的转换。这种组合方法还允许为合并集群设置新的标准，以简化系统的复杂性。低维方法允许通过优化程序恢复系统的高维不动点。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Statistical Mechanics        统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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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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