| 2. | First , there is no specific parameter for quantization ; second , the effects of transaction fee are ignored ; third , because these models are equilibrium models , they can ’ t reveal many of the prosperities observed in empirical markets , such as fat - tails , long - range correlations in volatility , etc . in the process of i study financial economics , when the teacher xu jia - gen to speak the price of the stock market to visit the distance examination and the artificial intelligence models , i think , if mathematics combines with the calculator . ( i studied mathematics four years in the southwest normal university ) . the stock market price exercise regulation will easily confidence
首先,没有用具体的参数来量化股市的行为,其次,它们都忽略了交易费对股市的影响,第三,由于这些模型都是均衡模型,无法展示实际市场回报分布的特点,诸如“肥尾”现象、集群波动等。在我学习金融经济学的过程中,徐加根老师讲到股票市场价格的游程检验与人工智能模型时,我想,如果数学与计算机的结合(在西南师范大学学习了四年数学) ,股票市场价格运动规律就容易把握了。 |
