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Fluctuation-driven price dynamics and investment strategies
Investigation of the driven mechanism of the price dynamics in complex financial systems is important and challenging. In this paper, we propose an investment strategy to study how dynamic fluctuations drive the price movements. The strategy is successfully applied to different stock markets in the...
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| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5730119/ https://ncbi.nlm.nih.gov/pubmed/29240783 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0189274 |
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