Computer simulations with Mathematica: explorations in complex physical and biological systems
Computer simulations with Mathematica: explorations in complex physical and biological systems
Forecasting the volatility of stock price index
Expert Systems with Applications: An International Journal
Forecasting model of global stock index by stochastic time effective neural network
Expert Systems with Applications: An International Journal
A Stochastic Model for Order Book Dynamics
Operations Research
| Hi-index | 0.00 |
In this paper, we consider the statistical properties of chain reaction of stock indices. The theory of interacting systems and statistical physics are applied to describe and study the fluctuations of two stock indices in a stock market, and the properties of the interacting reaction of the two indices are investigated in the present paper. In this work, stochastic analysis and the two random paths model are used to study the probability distribution for the chain reaction of stock indices, further we show the asymptotical behavior of probability measures of the fluctuations for the two stock indices model. In the last part, we discuss the convergence of the finite dimensional probability distributions for the financial model.