Simulation model of stock market

被引:0
|
作者
Wang, Xing [1 ]
机构
[1] China Univ Min & Technol, Sch Management, Xuzhou 221008, Peoples R China
关键词
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Properties of the stock market simulation system and four system events, such as simulation entity & customer consignation, queue of consignation delivered to stock exchange house, competitive price of consignation declaring and changing name of owner in register were described in this paper. The mutual relationship of the model factors inter including arrival time of the consignations and mathematic description of the consignation arrival mode was given. Variable of system description and state equation are brought forward. Finally, simulation frame block diagram of the discrete event system and target window of the stock exchange market of the simulation system were shown.
引用
收藏
页码:723 / 726
页数:4
相关论文
共 50 条
  • [21] Artificial Stock Market Simulation Based on Agent
    Ma, Zhaoyang
    Wei, Xingji
    [J]. 2012 7TH INTERNATIONAL CONFERENCE ON SYSTEM OF SYSTEMS ENGINEERING (SOSE), 2012, : 654 - 656
  • [22] A stock market model based on CAPM and market size
    Flores, Brandon
    Ofori-Atta, Blessing
    Sarantsev, Andrey
    [J]. ANNALS OF FINANCE, 2021, 17 (03) : 405 - 424
  • [23] A stock market model based on CAPM and market size
    Brandon Flores
    Blessing Ofori-Atta
    Andrey Sarantsev
    [J]. Annals of Finance, 2021, 17 : 405 - 424
  • [24] Game Analysis and Simulation Model Design for Research on the Regulation of Trading-Based Market Manipulation in Stock Market
    Liu, Shuo
    [J]. LISS 2014, 2015, : 1789 - 1794
  • [25] An Intelligent Model for Stock Market Prediction
    Hamed, Ibrahim M.
    Hussein, Ashraf S.
    Tolba, Mohamed F.
    [J]. INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS, 2012, 5 (04) : 639 - 652
  • [26] Factor model for lithuanian stock market
    Valakevicius, E
    Zolyte, R
    [J]. MODELLING AND SIMULATION OF BUSINESS SYSTEMS, 2003, : 244 - 248
  • [27] Novel Model For Stock Market Forecasting
    Li, Yanlong
    Wang, Fang
    Sun, Renbing
    Li, Rui
    [J]. 2016 9TH INTERNATIONAL CONGRESS ON IMAGE AND SIGNAL PROCESSING, BIOMEDICAL ENGINEERING AND INFORMATICS (CISP-BMEI 2016), 2016, : 1995 - 1999
  • [28] Synchronization model for stock market asymmetry
    Donangelo, Raul
    Jensen, Mogens H.
    Simonsen, Ingve
    Sneppen, Kim
    [J]. JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2006,
  • [29] BIFURCATIONS IN A STOCK-MARKET MODEL
    GHEZZI, LL
    [J]. SYSTEMS & CONTROL LETTERS, 1992, 19 (05) : 371 - 378
  • [30] An Intelligent Model for Stock Market Prediction
    Ibrahim M. Hamed
    Ashraf S. Hussein
    Mohamed F. Tolba
    [J]. International Journal of Computational Intelligence Systems, 2012, 5 : 639 - 652