The Stock Market Model with Delayed Information Impact from a Socioeconomic View
文献类型：期刊论文
| 作者 | Wang, Zhiting2; Shi, Guiyuan1; Shang, Mingsheng3 ; Zhang, Yuxia2
|
| 刊名 | ENTROPY
 |
| 出版日期 | 2021-07-01 |
| 卷号 | 23期号:7页码:11 |
| 关键词 | econophysics financial complexity collective intelligence emergent property stock correlation detrended cross-correlation analysis |
| DOI | 10.3390/e23070893 |
| 通讯作者 | Zhang, Yuxia(zhangyux@scut.edu.cn) |
| 英文摘要 | Finding the critical factor and possible "Newton's laws" in financial markets has been an important issue. However, with the development of information and communication technologies, financial models are becoming more realistic but complex, contradicting the objective law "Greatest truths are the simplest." Therefore, this paper presents an evolutionary model independent of micro features and attempts to discover the most critical factor. In the model, information is the only critical factor, and stock price is the emergence of collective behavior. The statistical properties of the model are significantly similar to the real market. It also explains the correlations of stocks within an industry, which provides a new idea for studying critical factors and core structures in the financial markets. |
| 资助项目 | National Natural Science Foundation of China[61503140] |
| WOS研究方向 | Physics |
| 语种 | 英语 |
| WOS记录号 | WOS:000676687500001 |
| 出版者 | MDPI |
| 源URL | [http://119.78.100.138/handle/2HOD01W0/13774]  |
| 专题 | 中国科学院重庆绿色智能技术研究院 |
| 通讯作者 | Zhang, Yuxia |
| 作者单位 | 1.Beijing Normal Univ Zhuhai, Int Acad Ctr Complex Syst, Zhuhai 519087, Peoples R China 2.South China Univ Technol, Phys & Photoelect Sch, Guangzhou 510640, Peoples R China 3.Chinese Acad Sci, Chongqing Inst Green & Intelligent Technol, Chongqing 400714, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Zhiting,Shi, Guiyuan,Shang, Mingsheng,et al. The Stock Market Model with Delayed Information Impact from a Socioeconomic View[J]. ENTROPY,2021,23(7):11. |
| APA | Wang, Zhiting,Shi, Guiyuan,Shang, Mingsheng,&Zhang, Yuxia.(2021).The Stock Market Model with Delayed Information Impact from a Socioeconomic View.ENTROPY,23(7),11. |
| MLA | Wang, Zhiting,et al."The Stock Market Model with Delayed Information Impact from a Socioeconomic View".ENTROPY 23.7(2021):11. |
入库方式： OAI收割
来源：重庆绿色智能技术研究院
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