sp;Wornell and A V Oppenheim. Estimation of fractal signals from noisy measurements using wavelets[J]. IEEE Transactions on Signal Processing, 1992,40(3):611-623.
[13]B B Mandelbrot, H W Van Ness. Fractional Brownian motions, fractional noises and applications [J]. SIAM Rev, 1968,10(4):422-436.
[14]H E Hurst. The long term storage capacity of reservoirs [J]. Transactions of the American Society of Civil Engineer, 1951,116:770-808.
[15] 马金龙,马非特,金融市场开放交易系统的自适应控制投资模型的研究.2005,中国金融学术研究网http://www.cfrn.com.cn.
[16]孤立波、非线性动力与价格波动投机——金融市场凯恩斯“选美问题”有解可求.期货日报,2005年11月10日,第三版.
[17] Per Bak and Chao Tang. Earthquakes as a self-organized critical phenomenon[J]. Journal of GeoPhysical Research. 1989, 94(BⅡ): 15635-15637.
[18] Robert J. Aumann. Existence of competitive equilibria in markets with a continuum of traders. Econometrica.1966, 34, 1-17.
[19]Schaden M. Quantum finance[J]. Phys A. 2002, 316, 511-538;
[20]陈泽乾、汪寿阳. 量子金融的几个问题[J]. 自然科学进展,2004,14(7):742-748.
[21]Young K. Foreign exchange market as a lattice gauge theory[J]. Am. J. Phys. 1999, 67, 862-868.
[22]Emanuel Derman. The perception of time, risk and return during periods of speculation[J]. Quantitative Finance,2002, 2, 282-296.
[23] Shi Leilei. Does Security Transaction Volume/Price Behave a Probability Wave? [J], Physica A, (待刊).
[24]谢彦波. EZ模型中的有限尺寸效应[J]. 物理学报,2003,52(10),2399-2403.
[25]金融交易市场发现孤子存在的意义——橡胶、沪铜实时模拟同步交易实验报告.2005,中国金融学术研究网http://www.cfrn.com.cn.
[26]马非特、马金龙,基于鞅与不动点的数值预测原理——少数人博弈惯性策略.2005,价值中国http://soliton.chinavalue.net.
[27]肖庭延等. 反问题的数值解法[M].北京:科学出版社,2003,1-244.
上一页 [1] [2] [3] [4] [5]