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基于转换的非随机特殊风险模型
Marcin Makowski1, Edward W Piotrowski1
1Faculty of Physics, Department of Mathematical Methods in Physics, University of Białystok, ul. Ciołkowskiego 1L, 15-245 Białystok, Poland.
Entropy (Basel, Switzerland)
|November 27, 2024
概括
本研究引入了一种新的金融风险模型,其中风险与销售工具的容易度有关. 它使用拉登变换,将金融风险与不确定性等物理概念联系起来.
科学领域:
- 金融数学 金融数学
- 复杂系统分析 复杂系统分析
- 不确定性的物理学.
背景情况:
- 风险是物理,生物学和工程等科学中的一个基本概念.
- 复杂的系统,特别是金融市场,在很大程度上依赖于理解风险.
- 现有的模型往往依赖于统计假设,需要替代方法.
研究的目的:
- 引入一种具有交易金融解释的新风险模型.
- 根据损失的可能性和处置 (销售) 的机会重新定义金融风险.
- 通过引入金融时间和金融参考框架来探索对风险的主观感知.
主要方法:
- 基于对模型的交易解读的风险模型的开发.
- 介绍金融时间和金融参考框架的概念.
- 建议使用转换来量化财务风险.
主要成果:
- 提出了一个理解金融风险的新框架.
- 该模型建立了处置机会数量与风险水平之间的联系.
- 拉登转换被证明是衡量风险的可行工具.
结论:
- 拟议的风险模型提供了根植于交易原则的非统计方法.
- 该方法将金融风险与基础物理概念 (如不确定性,和信息) 联系起来.
- 计算机断层扫描算法可以应用于实验物理中的不确定性分析.
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