Fluctuations of stock price model by statistical physics systems
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Publication:984186
DOI10.1016/J.MCM.2009.12.003zbMATH Open1190.91117OpenAlexW2061336862MaRDI QIDQ984186FDOQ984186
Authors: Jun Wang, Qiuyuan Wang, Jiguang Shao 
Publication date: 16 July 2010
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2009.12.003
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- MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
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- The statistical properties of the interfaces for the lattice Widom--Rowlinson model
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Cited In (28)
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model
- Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories
- Forecasting crude oil price and stock price by jump stochastic time effective neural network model
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal
- Linking market interaction intensity of 3D Ising type financial model with market volatility
- Stock exchange: a statistical model
- Nonlinear analysis of return time series model by oriented percolation dynamic system
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics
- A continuum percolation model for stock price fluctuation as a Lévy process
- Nonlinear fluctuation behavior of financial time series model by statistical physics system
- Nonlinear scaling analysis approach of agent-based Potts financial dynamical model
- Statistical analysis by statistical physics model for the stock markets
- Nonlinear analysis on cross-correlation of financial time series by continuum percolation system
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
- AVALANCHE DYNAMICS OF THE FINANCIAL MARKET
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system
- Title not available (Why is that?)
- Lattice-oriented percolation system applied to volatility behavior of stock market
- A study of stock price process by continuum percolation theory
- Volatility degree forecasting of stock market by stochastic time strength neural network
- Voter interacting systems applied to Chinese stock markets
- Ordered phase and non-equilibrium fluctuation in stock market
- Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system
- Effect of boundary conditions on stochastic Ising-like financial market price model
- Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
- Analysis of two-layered random interfaces for two dimensional Widom-Rowlinson's model
- Finite-range contact process on the market return intervals distributions
- Fluctuations of interface statistical physics models applied to a stock market model
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