桂林理工大学学报2012，Vol.32Issue(1)：149-153,5.DOI:10.3969/j.issn.1674-9057.2012.01.026
股票交易中的人类动力学实证研究
Empirical Research of Human Dynamics in Stock Trading
摘要
Abstract
Empirical analysis of the human dynamics in the group level of big deal in the stock trading is studied in this paper. Statistics data show that time interval of big deal obeys the power-law distribution with obvious heavy-tailed character on the double logarithm coordinates. Broken-tailed is found in the time interval distribution of some stocks. The fitted power-exponential value interval span is relatively large. At the same time, the relationship of positive correlation is found between the activity and the number of big deal. There is no significant positive correlation between activity and the raw data of the fitted exponent. But after moving and averaging the power exponent odd times, the activity and power exponent is obviously positive.关键词
人类动力学/股票/大单交易/幂律分布Key words
human dynamics/ stock/ big deal/ power-law distribution分类
自科综合引用本文复制引用
唐小侠,贾贞,董元元..股票交易中的人类动力学实证研究[J].桂林理工大学学报,2012,32(1):149-153,5.基金项目
国家自然科学基金项目(61164020,61004101) （61164020,61004101）
广西自然科学基金项目(2011GXNSFA018147) （2011GXNSFA018147）
广西空间信息与测绘重点实验室项目(桂科能1103108-24) （桂科能1103108-24）
