Voter interacting systems applied to Chinese stock markets

DOI10.1016/J.MATCOM.2011.03.013MaRDI QIDQ554607zbMATH OpenOpenAlexFDO

Authors Tiansong Wang, Junhuan Zhang, Wen Fang, Jun Wang

Publication date 4 August 2011

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2011.03.013

zbMATH Keywords

probability distributionreturncomputer simulationvoter modelstock price model

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)

Recommendations

• Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
• Statistical analysis by statistical physics model for the stock markets
• Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
• Fluctuations of stock price model by statistical physics systems
• Complex similarity and fluctuation dynamics of financial markets on voter interacting dynamic system

Cites work

• scientific article; zbMATH DE number 52588 (Why is no real title available?)
• scientific article; zbMATH DE number 193169 (Why is no real title available?)
• scientific article; zbMATH DE number 1350307 (Why is no real title available?)
• scientific article; zbMATH DE number 1373207 (Why is no real title available?)
• scientific article; zbMATH DE number 757710 (Why is no real title available?)
• Jump diffusion model with application to the Japanese stock market
• Long-Term Memory in Stock Market Prices
• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
• Percolation
• Tests of long memory: a bootstrap approach
• The pricing of options and corporate liabilities
• Universal contingent claims in a general market environment and multiplicative measures: examples and applications

Cited in

(11)

• Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation
• Nonlinear behaviors of tail dependence and cross-correlation of financial time series model
• Nonlinear scaling analysis approach of agent-based Potts financial dynamical model
• Statistical analysis by statistical physics model for the stock markets
• Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
• Nonlinear analysis on cross-correlation of financial time series by continuum percolation system
• Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
• Volatility degree forecasting of stock market by stochastic time strength neural network
• Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system
• Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
• Complex similarity and fluctuation dynamics of financial markets on voter interacting dynamic system

This page was built for publication: Voter interacting systems applied to Chinese stock markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q554607)