广义信息和信息价值公式-股市幸存者之家.doc

统一电子信息论和经济信息论的 广义信息和信息价值公式 鲁晨光, 独立研究者 4643 Port Alberni, North Park Drive, BC, , V9Y 3H7, Canada Email: survival99@ 摘要：经典信息论不解决语义问题，所以不能合理度量日常语言所说的信息，也不能度量经济信息。经济学中的信息理论虽然赢得了不少诺贝尔奖，但是缺少严格的信息定义和数学描述。而要使信息理论成为一个统一的科学理论，统一两者或者说在两者之间架起桥梁是必要的。为此，文中提出了实现统一的两个步骤：1)推广Shannon通信模型和Shannon公式,度量广义信息――语义信息，感觉信息，数值预测信息等；2)用组合投资熵理论（即几何增值理论）中的增值熵（反映资金番倍速度）定义效用或信息价值。文中介绍了反映知识进化的广义通信模型，说明信息来自预测，预测越精确而且越正确，信息就越多，反之信息越少，甚至是负的；通过股市指数预测的例子说明了信息和信息价值公式的合理性。文中还介绍了投资渠道容量（类似于信道容量），讨论了如何用信息价值作为准则优化博弈，说明建立在这样的信息和信息价值基础上的信息经济学才更加名副其实。 关键词：Shannon理论，广义信息，投资组合，信息价值，信息经济学 Formulae of Generalized Information and Information-Value for Unifying Electronic Information Theory and Economic Information Theory Chenguang Lu, Independent Researcher 4643 Port Alberni, North Park Drive, BC, , V9Y 3H7, Canada Email: survival99@ Abstract: The classical information theory does not deal with semantic information, and hence it cannot reasonably measure information in daily language, or economic information. Although quite a few information theories in economics won Nobel Prizes, strict definition and mathematical description of economic information are lacking. To make information theory be a unitive scientific theory, it is necessary to unify or bridge the above two theories. For this purpose, the paper proposes two steps: 1)To extend Shannon’s communication model and information formulae to measure generalized information--semantic information, sensory information, numerical forecast information, and so on; 2)To utilize the increment entropy in the entropy theory (i.e. geometrically incremental theory ) of portfolio to define utility or information value. The paper introduces the generalized communication model that reflects knowledge evolution, explains that information comes from forecasts; the more precise and more correct a forecast is, the more information is conveyed; contrarily, the less the information is, even negative. The paper shows the rationality of the formulae of information and information val