英文标题:
《Theory of pricing as relativistic kinematics》
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作者:
S.I. Melnyk, I.G. Tuluzov
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最新提交年份:
2014
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英文摘要:
The algebra of transactions as fundamental measurements is constructed on the basis of the analysis of their properties and represents an expansion of the Boolean algebra. The notion of the generalized economic measurements of the economic quantity and quality of objects of transactions is introduced. It has been shown that the vector space of economic states constructed on the basis of these measurements is relativistic. The laws of kinematics of economic objects in this space have been analyzed and the stages of constructing the dynamics have been formulated. In particular, the principle of maximum benefit, which represents an economic analog of the principle of least action in the classical mechanics, and the principle of relativity as the principle of equality of all possible consumer preferences have been formulated. The notion of economic interval between two economic objects invariant to the selection of the vector of consumer preferences has been introduced. Methods of experimental verification of the principle of relativity in the space of economic states have been proposed.
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中文摘要:
作为基本度量的事务代数是在分析其属性的基础上构建的,代表了布尔代数的扩展。引入了交易对象的经济数量和质量的广义经济度量的概念。已经证明,基于这些测量构造的经济状态向量空间是相对论的。分析了该空间中经济物体的运动学规律,并制定了构建动力学的阶段。特别是,最大效益原则(代表经典力学中最小作用原则的经济类比)和相对性原则(代表所有可能的消费者偏好的平等原则)已经形成。引入了两个经济对象之间的经济区间的概念,该区间对消费者偏好向量的选择是不变的。提出了在经济状态空间对相对论原理进行实验验证的方法。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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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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