Abstract
In this paper, three basic principles for computational stock market are proposed namely, “the Nearest-Time Principle” (NTP), “the Following Tendency Principle” (FTP), and “the Variational Principle on Difference of Supply and Demand” (VPDSD). The issue, expression, mathematical description and applications of these principles are stated. These applications involve the use in neural networks, basic equations of computational stock market, and the prediction of equilibrium price of stocks etc.
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Tianquan, Y. Basic equations, theory and principles of computational stock market (II) —Basic principles. Appl Math Mech 20, 721–728 (1999). https://doi.org/10.1007/BF02454893
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DOI: https://doi.org/10.1007/BF02454893