Statistical analysis of microscale gas flows and stock price changes


Autoria(s): 樊菁
Data(s)

2004

Resumo

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.

中国力学学会

Identificador

http://dspace.imech.ac.cn/handle/311007/43247

http://www.irgrid.ac.cn/handle/1471x/124422

Idioma(s)

英语

Publicador

Tsinghua University Press

Fonte

Tsinghua University Press.Proceedings of the Fourth International Conference on Fluid Mechanics , 2004.Dalian, China 大连.2004:51-56

Palavras-Chave #流体力学 #流体力学::稀薄气体力学 #micro-scale gas flow #information preservation method #stock price change #inverse transition
Tipo

会议论文