{"entities":{"Q1656166":{"pageid":1666907,"ns":120,"title":"Item:Q1656166","lastrevid":57378258,"modified":"2026-03-30T17:48:16Z","type":"item","id":"Q1656166","labels":{"en":{"language":"en","value":"Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6915954"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$AECC5A69-1CCA-40E2-9AED-733650FB6AD1","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0a7164a965ab35f7f153095a93d22fdcf096dc20","datavalue":{"value":{"text":"Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1656166$ABAB2387-371F-43C5-8903-A423CB94B9BA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"adf57ed377d65e3c26d1ac58e026777dfd0a1a65","datavalue":{"value":"1487.91092","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$2987D8F0-AB5B-455D-9313-2E54297F935D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"74a84eb9805acf3c671b3942a41beec77e1ac23d","datavalue":{"value":"10.1155/2018/4762485","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$C51F4A99-710D-4144-AAD8-6595C0FCC33D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"11862fbff4154e6e05cab523f58d28ff14433940","datavalue":{"value":{"entity-type":"item","numeric-id":558396,"id":"Q558396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$8670016D-4D5C-4FE3-B9D6-D5ACBAE0F26F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"666899464a51c9885edefa8223ff4023671e5ace","datavalue":{"value":{"entity-type":"item","numeric-id":1656164,"id":"Q1656164"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$42986A9D-0072-48B7-9C09-B2555239CB92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a55d133ba7c6bd0877861266fa624cb4da8bb5b4","datavalue":{"value":{"entity-type":"item","numeric-id":1656165,"id":"Q1656165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$3DCDF79D-A7D3-4B32-91E0-A5BC39843EE2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"25021d93f69660d8908395010099f6e559001755","datavalue":{"value":{"entity-type":"item","numeric-id":143976,"id":"Q143976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$FF40689F-709D-4C86-8B90-C2329549A247","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2dfbbfe69f220779a8f4ee2aa35287f4eb47a1e3","datavalue":{"value":{"time":"+2018-08-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1656166$D2010B61-0795-458F-B337-6E0115868464","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"2c5bea9f14d43bcb68b870cbf9a7a6ac2aa4e7e6","datavalue":{"value":"Summary: Considering the phenomenon of mean reversion and the different speeds of stock prices in the bull and in the bear market, we propose four dynamic models each of which is represented by a parameterized ordinary differential equation. Based on existing studies, the models are in the form of either the logistic growth or the law of Newton's cooling. We solve the models by dynamic integration and apply them to the daily closing prices of the Taiwan stock index, Taiwan Stock Exchange Capitalization Weighted Stock Index. The empirical study shows that some of the models fit the prices well, and the forecasting ability of the best model is acceptable even though the martingale forecasts the prices slightly better. To increase the forecasting ability and to broaden the scope of applications of the dynamic models, we will model the coefficients of the dynamic models in the future. Applying the models to the market without the price limit is also our future work.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1656166$17AC6497-D849-4C03-82F5-4C3A9B3DF9F9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$B8ACE595-0FDC-4DA1-B4AC-E81EEB46FECD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c5ff14d3d44f931047bef8ec95dfe512710f0e42","datavalue":{"value":"91B55","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$56021D13-E461-4418-98AB-4CC1517FB5C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4d9b6913944578a9a87092cdae44c0d395b22c43","datavalue":{"value":"34A34","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$FB38EC3B-7CFF-4628-A531-D96B021B8CB4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b2377b219eede96211bd48b004a9716406ae229d","datavalue":{"value":"6915954","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$0377F8A3-F6CD-47E8-9CD8-71AF69270623","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$E2FE4B52-52CA-450C-BD7F-80A18C52989C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e44f811b877560796716beaab3fe1e3251d8046b","datavalue":{"value":"https://doi.org/10.1155/2018/4762485","type":"string"},"datatype":"url"},"type":"statement","id":"Q1656166$9C2C07E9-F97C-43D0-8AE4-335A9876384B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f7b684295709cff84ec61e98ff1fc916c39ac9ea","datavalue":{"value":"W2796739987","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$5108E1A0-70D5-4078-9F71-77DD77C6C399","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"84b32bec48e81d7a0956431215b29a60e20d51a3","datavalue":{"value":{"entity-type":"item","numeric-id":2289502,"id":"Q2289502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$B2475DD4-7CDA-44AF-B128-A5FEEF652171","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0639ae971345187a5fa964954ae4d1dc808b0583","datavalue":{"value":{"entity-type":"item","numeric-id":3368225,"id":"Q3368225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$22DC9780-E7B1-4CB9-A64D-EEFD9D5916E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"30c550ebfccd776b001c0174afc65fce47e778da","datavalue":{"value":{"entity-type":"item","numeric-id":411062,"id":"Q411062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$F902ACB1-A15C-45A4-AE34-3638848B1DA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b32dc0d62c6fadf48c0d026b75e024be43a59c29","datavalue":{"value":{"entity-type":"item","numeric-id":647282,"id":"Q647282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$39074209-0507-4900-AD0B-09B95220DD1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6e2748da20a5dbf8ea5a63b66dfc203015c25537","datavalue":{"value":{"entity-type":"item","numeric-id":2224398,"id":"Q2224398"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$275D84A3-2B48-44B8-BC92-CF52CB663F82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1387ff2c14f28febc8ac0b54ba34e560bd7a52bc","datavalue":{"value":{"entity-type":"item","numeric-id":4167450,"id":"Q4167450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$312F1C63-1D57-46B6-8C05-1FFE1B95A169","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"9142419e77590a2e80533f3113cc49abe8650890","datavalue":{"value":"Q129988699","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1656166$47693908-745F-4776-AB4D-0409E39091EC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"487a1c9690ad425fae31c9e807689061ee3db9e0","datavalue":{"value":{"entity-type":"item","numeric-id":2289502,"id":"Q2289502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea2ad716c956a0663b6dcc0a0a14d43eba77f8e1","datavalue":{"value":{"amount":"+0.8797896504402161","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1656166$447110AC-36ED-43B0-9418-9ACA2A686BB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d2cf1d299794d296977c9d8802b2ca9f28e7cf9","datavalue":{"value":{"entity-type":"item","numeric-id":2843671,"id":"Q2843671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"610438bcc4189add366d03955d66612245424fca","datavalue":{"value":{"amount":"+0.6890897154808044","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1656166$74EA8306-A775-40B9-8FBB-2C18D16BCE51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2ebe79a9b90edc02aa95d344df9d0a55bd80f017","datavalue":{"value":{"entity-type":"item","numeric-id":1335232,"id":"Q1335232"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"808ed0b5cd514099f22eb63a29be22c5b625391b","datavalue":{"value":{"amount":"+0.6768933534622192","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1656166$1A05B393-072F-4AB0-8187-4C94F9612176","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"529b530e2277453f2c61696ab4e32ccf75b1f70e","datavalue":{"value":{"entity-type":"item","numeric-id":648341,"id":"Q648341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0f8493f2e726b81be2d5b642db2d31ac5c079ea9","datavalue":{"value":{"amount":"+0.6731730699539185","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1656166$7BB8117A-9E89-42DB-AFFC-6087D0E937D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"519da993358f9d530bc601086f8bd91a24957424","datavalue":{"value":{"entity-type":"item","numeric-id":2760716,"id":"Q2760716"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31d2573ee674c2aae85131252ab530c731dbe1b7","datavalue":{"value":{"amount":"+0.672858476638794","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1656166$3AD680BF-C112-43EE-BEA5-2DEA8E9563CF","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1656166$07E3A86B-D63C-4125-9BEF-93BAEEEEC980","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1656166","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1656166"}}}}}