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A new stochastic stock price model of stock markets based on the contact process of the interacting particle systems is presented in this paper, where the contact model is a continuous time Markov process, one interpretation of this model is as a model for the spread of an infection. Through this model, the statistical properties of Shanghai stock exchange (SSE) composite index are studied. In the...
The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact process of the interacting particle systems is presented in this paper, where it is a continuous time Markov process, one interpretation of this model is as a model for the spread of an infection. Based on the contact process, a new stochastic stock price...
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