Study of Asian indexes by a newly derived dynamic model

We take the stock prices as a dynamic system and characterize its movements by a newly derived dynamic model, called the new Price Reversion Model (nPRM), for which the solution is derived and carefully analyzed under different circumstances. We also develop a procedure of applying the nPRM to real...

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Veröffentlicht in:	PloS one 2022-05, Vol.17 (5), p.e0266600-e0266600
Hauptverfasser:	Chiang-Lin, Tsung-Jui, Lee, Yong-Shiuan, Shieh, Tzong-Hann, Yen, Chien-Chang, Tsai, Shang-Yueh
Format:	Artikel
Sprache:	eng
Schlagworte:	Artificial intelligence Commerce Computer and Information Sciences Cooling Divergence Dynamic models Dynamical systems Efficient markets Empirical analysis Forecasting Heat transfer Heat transfer coefficients Hypotheses Market prices Market value Methods Movement Neural networks Physical Sciences Research and Analysis Methods Reversion Securities markets Signal processing Social Sciences Statistical analysis Stochastic models Stock exchanges Thermodynamics Time series Trends
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