金融技术分析信号的微观经济协同演化模型
Microeconomic co-evolution model for financial technical analysis signals
摘要：
技术分析（TA）已经使用了很长一段时间之前，更复杂的金融预测工具的可用性，以建议决策的基础上出现的数据模式。许多金融市场定量分析的数学和统计工具都经历了快速和广泛的发展，并有能力克服经典的技术分析方法。本文的目的是通过探索在一个特定的基于$microeconomic$主体的市场模型中出现的概率，来度量TA中使用的某些信息的可靠性，即，共同进化的巴克-斯内彭模型最初是为了描述物种种群的进化而发明的。在证明了这种模型在描述金融指数所谓的雪崩中的实际利益之后，在泡沫破裂前的时间上升中，注意力集中在趋势线检测跨越有意义的障碍的发生上，这些障碍引起了一些通常的技术分析策略。2000年4月纳斯达克股市崩盘就是一个例子。
英文摘要：
Technical analysis (TA) has been used for a long time before the availability of more sophisticated instruments for financial forecasting in order to suggest decisions on the basis of the occurrence of data patterns. Many mathematical and statistical tools for quantitative analysis of financial markets have experienced a fast and wide growth and have the power for overcoming classical technical analysis methods. This paper aims to give a measure of the reliability of some information used in TA by exploring the probability of their occurrence within a particular $microeconomic$ agent based model of markets, i.e., the co-evolution Bak-Sneppen model originally invented for describing species population evolutions. After having proved the practical interest of such a model in describing financial index so called avalanches, in the prebursting bubble time rise, the attention focuses on the occurrence of trend line detection crossing of meaningful barriers, those that give rise to some usual technical analysis strategies. The case of the NASDAQ crash of April 2000 serves as an illustration.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
