Distribution of Investments in the Stock Market, Information Types, and Algorithmic Complexity

V. V. Vyugin; V. P. Maslov

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Distribution of Investments in the Stock Market, Information Types, and Algorithmic Complexity

机译：股票市场投资分布，信息类型和算法复杂性

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For a simplest mathematical model of a stock market, the problem of optimal distribution of investments among different securities (stocks, bonds, etc.) is considered. Our results, which are obtained in terms of algorithmic complexity, allow to discuss heuristically the properties of sufficiently complex security portfolios in the conditions of daily changing return rates. All considerations are given in the combinatorial framework and do not use any probabilistic models.

机译：对于最简单的股票市场数学模型，要考虑不同证券（股票，债券等）之间的最佳投资分配问题。我们从算法复杂度方面获得的结果允许启发式地讨论在日收益率不断变化的情况下足够复杂的证券投资组合的性质。所有考虑因素都在组合框架中给出，并且不使用任何概率模型。

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《Problems of Economic Transition》 |2006年第3期|p.251-261|共11页
作者
V. V. Vyugin; V. P. Maslov;
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Institute for Information Transmission Problems, RAS, Moscow;

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1. Distribution of Investments in the Stock Market, Information Types, and Algorithmic Complexity [J] . V. V. Vyugin, V. P. Maslov Problems of information transmission . 2006,第3期

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2. THE EXISTENCE OF BEHAVIOURAL FACTORS AMONG INDIVIDUAL INVESTORS FOR INVESTMENT DECISION IN STOCK MARKET: EVIDENCE FROM INDIAN STOCK MARKET [J] . Swati Mehta, Jaydip Chaudhari Global Journal of Research in Management . 2016,第1期

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3. Co-Movement of Pakistan Stock Market with the Stock Markets of Major Developed Countries Which Have Portfolio Investment in Pakistan [J] . Muhammad Amir Alvi European Journal of Business and Management . 2014,第34期

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4. Empirical Research on Stock Type Fund Quantitative Investment in Chinese Market Based on Enhanced Markowitz Model [C] . Liangyu Min International Conference on Electrical Electronics Engineering and Computer Science . 2016

机译：基于增强型Markowitz模型的中国市场股票型资金量化投资的实证研究
5. Taiwanese high -tech stocks: Using artificial neural networks to test weak -form market efficiency in the Taiwan Electronic Index and to develop an evaluation model of investment strategy in Taiwanese stock markets. [D] . Shih, Kuang-Hsun. 2003

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7. Financial Development and the Distributional Effects of Monetary Policy Do the distributional consequences of monetary policy depend on the extent of financial development? Should optimal monetary policy vary across countries? In order to answer these questions, we develop a monetary growth production model with heterogeneous agents. In our economy, optimal policy needs to weigh the effects of policy across two groups — capital owners and individuals who hold liquid assets. While banks help limit the exposure to inflation, there are limits because money alleviates the frictions of private information and limited communication. In this environment, we compare two economies that are identical in every aspect except for their level of financial development. In a country with limited financial development, a stock market is absent. In the other, an equity market is active. In either economy, inflation adversely affects capital formation and output. Individuals who hold liquid assets are always adversely affected by inflation, but the attitude of capital owners depends on the level of financial development. In particular, in the presence of a stock market, the impact of inflation on the welfare of capital owners is non-monotonic. Nevertheless, optimal monetary policy is always more conservative at higher levels of financial development. [O] . TINA M. Edgar A. Ghossoub, TINA M. Robert R. Reedy 100

机译：金融发展和货币政策的分配效应货币政策的分配后果是否取决于金融发展的程度？各国的最优货币政策应该不同吗？为了回答这些问题，我们开发了一个具有异构代理的货币增长生产模型。在我们的经济中，最优政策需要权衡两个群体的政策效应 - 资本所有者和持有流动资产的个人。虽然银行帮助限制通胀风险，但存在限制，因为资金减轻了私人信息的摩擦和有限的沟通。在这种环境下，我们比较两个经济体在各个方面都是相同的，除了它们的金融发展水平。在金融发展有限的国家，缺乏股票市场。另一方面，股票市场活跃。在任一经济体中，通胀都会对资本形成和产出产生不利影响持有流动资产的个人总是受到通货膨胀的不利影响，但资本所有者的态度取决于金融发展的水平。特别是，在股票市场存在的情况下，通货膨胀对资本所有者福利的影响是非单调的。尽管如此，在较高的金融发展水平下，最优货币政策总是更加保守。

Distribution of Investments in the Stock Market, Information Types, and Algorithmic Complexity

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