Random - walk model for photon migration in turbid biological media 生物組織中光傳輸?shù)碾S機行走模型
The diesis studies many prevalent consumption theories and functions , such as keynesian consumption theories with absolute income hypothesis and relative income hypothesis as representatives , certainty - type consumption decision theories with permanent income hypothesis and life cycle hypothesis as representatives , uncertainty - type consumption decision theories with random - walk hypothesis as representative . some consumption functions under complicate conditions have also been given in die diesis 論文對以絕對收入假說相對收入假說為代表的凱恩斯主義消費理論、以生命周期持久收入假說為代表的確定型消費決策理論、以隨機行走假說為代表的不確定型消費決策理論等主流消費理論進行了剖析,并給出了一些在復(fù)雜的消費決策條件下的消費函數(shù)。
Empirical analysis shows that changes in exchange rates do not follow normal distribution but fractal distribution ; fractal r / s analysis indicates that changes in exchange rates are not a random - walking process , but a biased random process , that exchange prices are not independent of each other , but continuous in state , and that changes in exchange prices are cyclical 實證分析表明,外匯匯率變化不服從正態(tài)分布,而是服從分形分布;運用r / s方法對匯率變化進行分形分析后得出,外匯匯率變化不是一個隨機游走的過程,而是一個有偏的隨機過程,匯率價格之間不是相互獨立的,而是具有狀態(tài)持續(xù)性的,匯率價格的變動具有周期性。
We analyse the dispersion of stock returns and have the tests of serial correlation . the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns . first , the distribution of open - to - open returns has greater variance than that of close - to - close returns . second . the serial correlation pattern is quite different in the two return series . the open - to - open returns have negative autocorrelation coefficient , but the close - to - close returns is positive . further , employing an arma ( 1 , 1 ) model we find that in the opening . returns exhibit higher residual noise and stronger dependence on past returns , reflecting stronger deviations from the random - walk form of the market efficiency hypothesis 主要表現(xiàn)為:一,開盤收益序列比收盤收益序列具有更大的方差。二,兩種收益序列的序列相關(guān)形式不同,開盤收益序列表現(xiàn)為負(fù)相關(guān),而收盤收益序列表現(xiàn)為正相關(guān)。而且我們通過arma ( 1 , 1 )模型的進一步檢驗,發(fā)現(xiàn)開盤收益序列比收盤收益序列具有更大的殘差,更依賴于過去的收益序列,也更偏離于市場有效的隨機游走形式的假設(shè)。