本文選題：泡沫　切入點：崩潰　出處：《上海交通大學》2014年碩士論文

【摘要】：金融市場會周期性地出現(xiàn)泡沫現(xiàn)象，金融泡沫演變最終導致的市場崩潰會對經(jīng)濟和社會發(fā)展造成巨大的沖擊。利用數(shù)學工具對金融泡沫和市場崩潰進行建模與研究，對于更深刻地理解金融泡沫和市場崩潰、有效防范金融市場崩潰帶來的破壞具有重要意義。同時對金融泡沫的研究對于市場投資者也具有積極的指導作用。 本文研究的出發(fā)點是利用對數(shù)周期型冪律模型對崩潰前的金融泡沫進行建模分析，通過對香港恒生指數(shù)歷次崩潰前的泡沫數(shù)據(jù)對泡沫的起點和市場的崩潰進行定義和數(shù)據(jù)切分，，然后進行擬合并對得到的關(guān)鍵參數(shù)范圍進行討論來對金融泡沫的崩潰進行研究和預測。 同時本文對提出對數(shù)周期型冪律模型的學者早期的研究進行分析與驗證，對其研究中存在的不甚完美之處進行重新試驗與補充。
[Abstract]:The financial market will be periodically bubble phenomenon, the financial bubble evolution eventually led to market crash will cause a huge impact on the economic and social development. The modeling and research of the financial bubble and market collapse by using mathematical tools, for a deeper understanding of the financial bubbles and the market collapse, effectively prevent the damage caused by the collapse of the financial market is important at the same time significance. Research of the financial bubble also has a positive role in guiding the investors in the market.
The starting point of this study is the use of the log periodic power-law model analysis of the collapse of the financial bubble, definition and data segmentation based on Hongkong's Hang Seng Index of the previous market starting point and bubble bubble data before the collapse of the crash, and then were fitted with the key parameters of the range are discussed on the financial bubble the collapse of research and prediction.
At the same time, this paper analyzes and verifies the early research of the logarithmic periodic power law model, and retests and supplements the imperfect parts in its research.

【學位授予單位】：上海交通大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F830.91;F224

【參考文獻】

相關(guān)期刊論文 前1條

1 高英;;金融泡沫理論及模型研究綜述[J];科技和產(chǎn)業(yè);2010年04期

本文編號：1721838