经济物理的基本问题知识分享.ppt

经济物理的基本问题;“经济物理”的历史由来;物理学家设想的理论模型或计算机模拟;经济物理的基本问题;基函数与经济波动的本质：外来噪声驱动vs. 内生（非线性）振子;噪声与混沌的模式识别;Math Representation in Frequency Domain;Spectrum E(f) of Harmonic Wave, White Noise, and Color Noise (Chaos);Stationary (Discrete Fourier Transform) vs.Non-Stationary (Joint-Time-Frequency Analysis)Time Series Analysis 钱世锷，陈大庞(1994);SP500 Stock Price Index FSPCOM with log-linear (LL) and HP growth trends;Detrended cycles with varying lengths;Different images of  auto-correlations;Uncertainty Principle in Signal Processing;Gabor (Gaussian) Wavelet with Minimum Uncertainty;Gabor Space (1946) in discrete time-frequency space;The Coherent State (Gaussian Packet, Gabor Wavelet)The Uncertainty Principle in Quantum Mechanics Information Theory;Separating noise and signal in Gabor space;Separating signals and noise in Gabor (time-frequency) space;Phase portraits of HP cyclesWhite noise vs. color chaos;Stock Price Indexes (Standard Poor 500)correlation dimension of color chaos in =2.5variance of color chaos = 69 %;Structural instability of linear dynamical models;Structural Stability (Resilience) and Regime Switch in Nonlinear Dynamics;Linear Demand-Supply Curves Unique Equilibrium 》均衡幻象：“看不见的手”的自稳定市场;为什么经济学家不能接受混沌？;非线性供求曲线 》 多均衡态 》经济复杂性+市场内生不稳定性的起源;Noise-Driven Cycles（ Frisch 1933）vs. Harmonic Brownian Motion（Unlenbeck Orstein, 1930）;Frisch model：Perpetual Motion Machine of Second Type？;Equilibrium Illusion through First-Differencing (High Frequency Noise Amplifier = Whitening Filter) in Econometric Analysis经济学滤波器=高频噪声放大器》制造均衡幻象;经济学的基本方程;薛定谔的启示：如何同时理解基因（金融市场）的稳定性和变异性？;Principle of Large Numbers for Positive Variables ;Relative Deviation (RD) and the Implied Number (N*) from Empirical Observation;Large Numbers in US Economy;Weak microfoundations in labor and producer market;Implications from the Failure of Lucas Model of Microfoundations;Stable RD in US Macro Indexesobserved under HP filter ;RD Behavior for Stochastic Models ;Economic diagnosis;经济危机的诊断和预