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Physical Modelling for Consistent Reasonable Thought and Stock-Price Flow Patterns

합리적 생각의 물리적 모델링과 주가 흐름 패턴 분석

  • Park, Sangup (Department of Nano Advanced Materials Engineering, Jeonju University)
  • 박상업 (전주대학교 공과대학 나노신소재학과)
  • Received : 2018.10.02
  • Accepted : 2018.10.16
  • Published : 2018.12.31

Abstract

A recognizable form having meaning is called a sign in semiotics. The sign is transformed into a physical counter form in this work. Its internal structure is restricted on the linguistic concept structure. We borrow the concept of a mathematical function from the utility function of a rational personal in the economy. Universalizing the utility function by introducing the consistency of independency on the manner of construction, we construct the probability. We introduce a random variable for the probability and join it to a position variable. Thus, we propose a physical sign and its serial changes in the forms of stochastic equations. The equations estimate three patterns (jumping, drifting, diffusing) of possible solutions, and we find them in the one-day stock-price flow. The periods of jumping, drifting and diffusing were about 2, 3.5, and 6 minutes for the Kia stock on 11/05/2014. Also, the semiotic sign (icon, index, symbol) can be expected from the equations.

사람의 생각을 사람들이 인지할 수 있게 표현한 인문학적 기호를 물리학적 기호로 체계적으로 변환한다. 기호를 체계적으로 사용하는 언어의 개념 구조를 수학적 형식으로 정리하고, 합리적인 개인의 선택을 함수로 표현하는 효용을 도입하였다. 일관성을 도입하여 효용을 보편화하고, 언어의 개념구조와 호환되게 함수를 구성하였고, 확률 형태로 변형하였다. 확률에 대한 랜덤변수를 도입하고, 물리적 위치 변수와 랜덤변수를 연결하여 물리학적 기호를 도입하였다. 기호변화의 패턴을 유도하고 물리적 기호의 변화모델을 구성하였다. 모델은 점프형, 표류형과 확산형 변화 패턴을 예측하고, 주가흐름의 패턴에서 약 2분, 약 3.5분과 약 6분 정도에 나타나는 것을 보였다. 또한 인문학적인 도상기호, 상징기호와 지표기호가 모델에서 예측되는 것을 보였다.

Keywords

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