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股市涨落和法老的梦

已有 2567 次阅读 2015-8-27 09:08 |个人分类:随想|系统分类:科普集锦|关键词:学者


 

听说股市大跌,很有趣的事儿——我不玩儿也不懂,在我眼里,那不过是一个涨落的时间序列。在非线性动力系统中,涨落可以“没有理由”地发生,跌呀涨呀,都是自然的。“没有理由”等于很多理由但不知道确定的理由。多个理由纠结起来,就“莫须有”了。如果硬要什么理由,还是一只看不见的手,但那手不是市场,而是自然。

七年前出现过类似的事情(报纸说it has been seven years since the darkest days of the recession),这正好响应了所谓Joseph效应——据旧约故事(Gen.41),法老梦见河里走来七只肥美的母牛,却被七只干瘪的母牛吃了……Joseph解释说,梦境的意思是七年丰收后会闹七年的饥荒(Behold, therecome seven years of great plenty throughout all the land of Egypt: And thereshall arise after them seven years of famine)。

1968年,“分形之父”Mandelbrot用Noah效应——源于Genesisi 6were all the fountains of the great deep broken up, and the windowsof heaven were opened. And the rain was upon the earth forty days and fortynights.——和Joseph效应来描述降雨极端降雨可以任意极端,而极端事件的持续时间也可以地长(extreme precipitationcan be very extreme indeed and long period of high or low precipitation can beextremely long)。为“混沌”立传的科学作家James Gleick说得更普适:

The"Noah" and "Joseph" Effects push in different directions, but they add up to this: trends innature are real, but they can vanish as quickly as they come. Thus, we canexpect what's been happening to continue to happen, but we should also expectthe unexpected.

   


 




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