关键词: asymptotically nonexpansive mapping, fixed point, modified Ishikawa iterative sequence with errors, modified Mann iterative sequence with errors, Saint-Venant's principle, variational principles, neural networks, computational stock market

Abstract: In this paper, three basic principles for computational stock market are proposed namely,“the Nearest-Time Principle” (NTP),“the Following Tendency Principle” (FTP),and “the Variational Principle on Difference of Supply and Demand” (VPDSD). The issue, expression, mathematical description and applications of these principles are stated. These applications involve the use in neural networks, basic equations of computational stock market, and the prediction of equilibrium price of stocks etc.

Key words: asymptotically nonexpansive mapping, fixed point, modified Ishikawa iterative sequence with errors, modified Mann iterative sequence with errors, Saint-Venant's principle, variational principles, neural networks, computational stock market