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庄家炒作的优化控制

An Optimal Control for Banker’s Operation and Risk-withstanding in Stock Market

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【作者】 刘玉凤屈百达

【Author】 LIU Yufeng, QU BaidaShenyang Institute Technology, 110045, Shenyang, China

【机构】 沈阳工业学院沈阳工业学院 辽宁沈阳110045辽宁沈阳110045

【摘要】 分析了股票市场中庄家的炒作行为 ,从简单到比较接近实际的复杂情形 ,提出了股市中庄家的操盘及其风险抵御问题 ,得出了考虑来自多种不确定因素干扰的庄家操盘动态模型和风险评价模型及其求解策略

【Abstract】 The operating behaviours of bankers in the stock market was analyzed. Based on from a simple condition to a complex one near the real life condition, a proplem on the operation and its risk minimizing ability of the bankers in the stock market was proposed. The dynamic and risk appraising models of the bankers were got and a strategy for its solution was given after analyzing multi perturbation factors.

【关键词】 股市庄家炒作风险H∞控制模型
【Key words】 stock marketbankeroperationriskH ∞ controlmodel.
  • 【文献出处】 辽宁大学学报(自然科学版) ,