Knowledge Management System of Institue of Mechanics, CAS
| Statistical analysis of microscale gas flows and stock price changes | |
Fan J(樊菁)
| |
| Source Publication | Proceedings of the Fourth International Conference on Fluid Mechanics , 2004 |
| 2004 | |
| Pages | 51-56 |
| Conference Name | The Fourth International Conference on Fluid Mechanics(第4届国际流体力学学术会议) |
| Conference Date | 2004 |
| Conference Place | Dalian, China 大连 |
| Abstract | First, recent studies on the information preservation (IP) method, a particle approach for low-speed micro-scale gas flows, are reviewed. The IP method was validated for benchmark issues such as Couette, Poiseuille and Rayleigh flows, compared well with measured data for typical internal flows through micro-channels and external flows past micro flat plates, and combined with the Navier-Stokes equations to be a hybrid scheme for subsonic, rarefied gas flows. Second, the focus is moved to the microscopic characteristic of China stock market, particularly the price correlation between stock deals. A very interesting phenomenon was found that showed a reverse transition behaviour between two neighbouring price changes. This behaviour significantly differs from the transition rules for atomic and molecular energy levels, and it is very helpful to understand the essential difference between stock markets and nature. |
| Keyword | Micro-scale Gas Flow Information Preservation Method Stock Price Change Inverse Transition |
| Funding Organization | 中国力学学会 |
| ISBN | 7302088179 |
| URL | 查看原文 |
| Indexed By | 其他 |
| Language | 英语 |
| Document Type | 会议论文 |
| Identifier | http://dspace.imech.ac.cn/handle/311007/43247 |
| Collection | 力学所知识产出(1956-2008) |
| Corresponding Author | Fan J(樊菁) |
| Recommended Citation GB/T 7714 | Fan J. Statistical analysis of microscale gas flows and stock price changes[C]Proceedings of the Fourth International Conference on Fluid Mechanics , 2004,2004:51-56. |
| Files in This Item: | ||||||
| File Name/Size | DocType | Version | Access | License | ||
| 51-56.pdf（267KB） | 开放获取 | License | View Application Full Text | |||
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