123 search results - page 1 / 25 » A model for stock price fluctuations based on information |
TIT
2002
13 years 4 months ago
2002
I present a new model for stock price fluctuations based on a concept of "information." In contrast, the usual Black
CIB
2005
13 years 4 months ago
2005
Abstract-- Mining textual documents and time series concurrently, such as predicting the movements of stock prices based on the contents of the news stories, is an emerging topic i...
JCP
2008
13 years 4 months ago
2008
The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact model and voter model of the inte...
MANSCI
2010
12 years 11 months ago
2010
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...