作为逐时金融数据模型的复合Poisson过程的混合
Mixtures of compound Poisson processes as models of tick-by-tick financial data
摘要：
介绍了一个股票交易所中股票价格的现象学描述模型。它是基于混合的复合泊松过程。基于蒙特卡罗模拟的初步结果表明，该模型可以再现各种程式化的事实。
英文摘要：
A model for the phenomenological description of tick-by-tick share prices in a stock exchange is introduced. It is based on mixtures of compound Poisson processes. Preliminary results based on Monte Carlo simulation show that this model can reproduce various stylized facts.
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。
