位置：成果数据库 > 期刊 > 期刊详情页
Analysis of Chain Reaction Between Two Stock Indices Fluctuations by Statistical Physics Systems
  • 期刊名称：WSEAS TRANSACTIONS on MATHEMATICS
  • 时间：0
  • 页码：830-839
  • 相关项目：应用随机交互作用系统研究证券市场价格波动的统计规律性质
作者： 邵吉光|王军|
同期刊论文项目
应用随机交互作用系统研究证券市场价格波动的统计规律性质
期刊论文 33 会议论文 6
同项目期刊论文
Statistical Analysis and Forecasting of Return Interval for SSE and Model by Lattice Percolation Sys
Statistical Behavior of A Financial Model By Lattice Fractal Sierpinski Carpet Percolation
Volatility clustering and long memory of financial time series and financial price model
Modeling and Simulation of Life Insurance Model with Random Mortality and Random Discount Function
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model
Analysis of Two-Layered Random Interfaces for Two Dimensional Widom-Rowlinson’s Model
Integrating Independent Component Analysis and Principal Component Analysis with Neural Network to P
随机动力系统模拟收益率的多重分形分析
中国股票市场的统计特性和期权定价
Modelling Stock Price Dynamics by Continuum Percolation System and Relevant Complex Systems Analysis
Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method
Fluctuation Prediction of Stock Market Index by Legendre Neural Network with Random Time Strength Fu
Effect of Boundary Conditions on Stochastic Ising-Like Financial Market Price Model
Lattice Oriented Percolation System Applied to Volatility Behavior of Stock Market
Simulation and Modelling of Stock Market Relative Fluctuation by Percolation System
Statistical Properties and Multifractal Behaviors of Market Returns by Ising Dynamic Systems
?基于选举模型理论研究股市特性
基于选举模型理论研究股市特性
Ising动力系统模拟收益率的多重分形分析
受控于Poisson过程的脉冲型随机控制问题
COMPLEX SYSTEM ANALYSIS OF MARKET RETURN PERCOLATION MODEL ON SIERPINSKI CARPET LATTICE FRACTAL