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JCP
2008
114views more  JCP 2008»
13 years 4 months ago
Statistical Analysis and Data Analysis of Stock Market by Interacting Particle Models
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...
Jun Wang, Bingli Fan, Tiansong Wang
JCP
2008
147views more  JCP 2008»
13 years 4 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
JCP
2008
107views more  JCP 2008»
13 years 4 months ago
Data Analysis and Statistical Behaviors of Stock Market Fluctuations
In this paper, the data of Chinese stock markets is analyzed by the statistical methods and computer sciences. The fluctuations of stock prices and trade volumes are investigated b...
Jun Wang, Bingli Fan, Dongping Men
ESWA
2002
114views more  ESWA 2002»
13 years 4 months ago
Analyzing stock market tick data using piecewise nonlinear model
Trading in stock market indices has gained unprecedented popularity in major
Kyong Joo Oh, Kyoung-jae Kim
TSMC
2008
133views more  TSMC 2008»
13 years 4 months ago
Trading With a Stock Chart Heuristic
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...