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《Journal of Northern Jiaotong University》 2005-03
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Construction and Simulation of Stock Price Fluctuation Processby Using Poisson Boolean Model

WANG Ning,WANG Jun(School of Sciences, Beijing Jiaotong University, Beijing 100044,China)  
Given non_homogenous Poisson process by coupling. And using Poisson Boolean model of continuous percolation theory to construct stock price fluctuation process. The simulation through computer and analysis on the stock price process are given at last.
【Fund】: 国家自然科学基金资助项目(70471001);; 教育部教外司基金资助项目([2003]406)
【CateGory Index】: F224
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【Citations】
Chinese Journal Full-text Database 1 Hits
1 WANG Ning, WANG Jun (School of Sciences, Beijing Jiaotong University, Beijing 100044,China);Fluctuation Model for Stock Market Index Based on Continuous Percolation[J];Journal of Northern Jiaotong University;2004-06
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 ZHU Lian-yan (Department of Mathematics, Anhui Normal University, Wuhu 241000, China);ESTIMATION OF THE CRITICAL VALUE OF ONE DIMENSIONAL LEAN CONTACT PROCESS[J];Journal of Anhui Normal University(Natural Science);2002-01
2 JI Rui-rui(College of Mathematics and Computer Science,Anhui Normal University,Wuhu 241000,China);Remark on One Dimensional Single-edged Contact Process[J];Journal of Anqing Teachers College(Natural Science Edition);2010-01
3 SHAO Ming-ting,WANG Jun(School of Science,Beijing Jiaotong University,Beijing 100044,China);Simulation of Fat-Tails Phenomena for A Stock Return Process with the Voter Model[J];Journal of Beijing Jiaotong University;2006-03
4 zhang shaoyi(Department of Mathematics.Beijing Normal University,100875,Beijing ,China);A SYMMETRIC PROPERTY FOR SPIN -FLIP PROCESS[J];JOURNAL OF BEIJING NORMAL UNIVERSITY(NATURAL SCIENCE);1999-01
5 ZHU Lian-yan(Department of Mathematics,Anhui Normal University,Wuhu 241000,China);The Mixed Model of Symmetric Two-Particle Contact-exclusion Process[J];College Mathematics;2009-01
6 SHEN Guang-jun (College of Mathematics and Computer Science,Anhui Normal University,Anhui Wuhu241000,China);Remark on Single-edged Contact Process Under Small Perturbations[J];;2005-03
7 REN Yong~(1,2*),GUO Ming-le~2,HU Lan-ying~2(1.Department of Mathematics,East China University of Science and Technology,Shanghai 200237,China;2.Department of Mathematics,Anhui Normal University,Wuhu 241000,China);Survival of a Nonattractive Particle System[J];Journal of East China University of Science and Technology;2005-02
8 Zhu Lianyan(Department of Mathematics,Anhui Normal University,Wuhu,241000);The Local Ergodicity for the Mixed Model of Symmetric Two-particle Contact-exclusion Processes[J];Mathematical Theory and Applications;2009-01
9 Zhang Gangqiang(Department of Mathematics,Guangdong College of Education,Guangzhou,510303)Luan Changfu(Department of Applied Mathematics,South China University of Technology,Guangzhou,510641);PHASE TRANSITION ANALYSIS OF NEAREST-NEIGHBOR M-V MODEL[J];JOURNAL OF NANCHANG UNIVERSITY(NATURAL SCIENCE);1998-01
10 ZHU Lian-yan,ZHANG Jing-hong(Department of Mathematics,Anhui Normal University,Wuhu 241000,China);Monotonicity of the Mixed Model of Symmetric Two-Particle Contact-Exclusion Process[J];Mathematics in Practice and Theory;2009-05
China Proceedings of conference Full-text Database 1 Hits
1 Dianchen Lu Nonlinear Scientific Research Center Jiangsu University Zhenjiang Jiangsu,212013,P.R. China Qiaoxia Qi Nonlinear Scientific Research Center Jiangsu University Zhenjiang Jiangsu,212013,P.R. China;Adaptive projective synchronization of complex networks with weighted Topology[A];[C];2010
【Co-references】
Chinese Journal Full-text Database 10 Hits
1 LIU Yu-ming~1,LIU Chang-bin~2 (1.School of Economics and Management,Beijing Jiaotong University,Beijing 100044,China;2.Beijing Institute of Civil Engineering and Architecture,Beijing 100037,China);Research on Application of Real Option Theory for Investment Decision of Real Estate Project[J];Journal of Beijing Jiaotong University(Social Sciences Edition);2006-02
2 DING Yong, MAO Bao-hua, LIU Hai-dong, ZHANG Xin, WANG Tie-cheng (School of Traffic and Transport, Beijing Jiaotong University, Beijing 100044,China);Study on Train Movement Simulation for Saving Energy[J];Journal of Northern Jiaotong University;2004-02
3 WANG Ning, WANG Jun (School of Sciences, Beijing Jiaotong University, Beijing 100044,China);Fluctuation Model for Stock Market Index Based on Continuous Percolation[J];Journal of Northern Jiaotong University;2004-06
4 ZENG Li-yong~1, QIU Ya-zheng~2 ( 1.School of Business Administration, Hunan University, Changsha, Hunan 410082,China; 2.School of Mathematical Sciences and Computing Technology, Central South University, Changsha ,Hunan 410082, China);A Study on the Real Option Model of Three-stage Investment Decision Making in Real Estate Development Project[J];Journal of Changsha University of Electric Power;2005-02
5 LIU Bao-lin(Guangzhou Metro Company,Guangzhou 510310,China);Analysis on energy consumption of metro train[J];Electric Locomotives & Mass Transit Vehicles;2007-04
6 LIU Qing-chao1,ZHANG Zhen-gang2,JIAO Yun-peng3 (1.State Power Machinery Design and Research Institution,Power Research Center of China Huadian Corporation,Hangzhou 310030, China;2.Department of Economy and Management,North China Electric Power University,Baoding 071003,Hebei Province,China; 3.Department of Computer and science,Shijiazhuang University of Economics,Shijiazhuang 050030,China);Wind Farm Economic Evaluation under Variable Wind Speed[J];Electric Power Construction;2010-01
7 Li Kunpeng Zhang Zhensheng(Institute of Design and Research of Guangzhou Metro, Guangzhou 510010);Analysis of the Electrical Energy Consumption for Linear Motor Rail Transit[J];Urban Rapid Rail Transit;2008-01
8 Zhong Suyin(Guangzhou Metro Corporation,Guangzhou 510320);Research on Energy Saving of Lighting System for Guangzhou Metro Stations[J];Urban Rapid Rail Transit;2008-04
9 WANG Jin-cai,CHEN Zhen-lin,ZENG Jia-you (Navy Aeronautical Engineering Academy,Yantai 264001,China);Study of Neural Network Simulating and Extending Reliability Data[J];Electronic Product Reliability and Environmental Testing;2001-01
10 Guo Guangming,Wang Xiu;Automatic Rectification of Errors of Analog Data Acquisition System[J];ELECTRONICS & AUTOMATION;2000-05
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