Modeling stock market dynamics based on conservation principles

DOI10.1016/S0378-4371(01)00410-1MaRDI QIDQ5949735zbMATH OpenOpenAlexFDO

Authors J. Alvarez-Ramírez, Carlos Ibarra-Valdez

Publication date 27 November 2001

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4371(01)00410-1

zbMATH Keywords

asset trading dynamicsdifferential equationsnonlinear functional equation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• COMPLEX DYNAMICS IN A SIMPLE STOCK MARKET MODEL
• Predictable markets? A news-driven model of the stock market
• A dynamical approach to stock market fluctuations
• Generation of predictive price and trading volume patterns in a model of dynamically evolving free market supply and demand
• Stock market dynamics with institutional trading

Cites work

• scientific article; zbMATH DE number 3513598 (Why is no real title available?)
• scientific article; zbMATH DE number 1200330 (Why is no real title available?)
• scientific article; zbMATH DE number 1252483 (Why is no real title available?)
• scientific article; zbMATH DE number 3192290 (Why is no real title available?)
• Introduction to Econophysics
• Introduction to functional differential equations

Cited in

(20)

• Basic equations, theory and principle of computational stock market. I: Basic equations
• Dynamic evolution analysis of stock price fluctuation and its control
• Basic equations, theory and principles of computational stock market. II: Basic principles
• Technical trading can induce long-run memory in financial markets
• Hopf bifurcation, positively invariant set, and physical realization of a new four-dimensional hyperchaotic financial system
• Particle-scale modelling of financial price dynamics
• A study on the chaos model of liquidity in stock market
• A dynamical approach to stock market fluctuations
• STOCK MECHANICS: A GENERAL THEORY AND METHOD OF ENERGY CONSERVATION WITH APPLICATIONS ON DJIA
• An investigation of stock price dynamics in emerging markets
• Axiomatic principles for a market model
• Predictable markets? A news-driven model of the stock market
• COMPLEX DYNAMICS IN A SIMPLE STOCK MARKET MODEL
• scientific article; zbMATH DE number 2121670 (Why is no real title available?)
• Relationship between outside factors and market equilibrium in stock markets
• The relationship between supply and demand in stock markets and differential equations of stock price
• Generation of predictive price and trading volume patterns in a model of dynamically evolving free market supply and demand
• When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market
• Dynamics and control of a financial system with time-delayed feedbacks
• A simple finite-difference stock market model involving intrinsic value

This page was built for publication: Modeling stock market dynamics based on conservation principles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5949735)