IDEAS home Printed from https://ideas.repec.org/a/hin/complx/5728090.html
   My bibliography  Save this article

Dynamic Evolution Analysis of Stock Price Fluctuation and Its Control

Author

Listed:
  • Yuhua Xu
  • Zhongyi Ke
  • Chengrong Xie
  • Wuneng Zhou

Abstract

This paper studies a simple dynamical system of stock price fluctuation time series based on the rule of stock market. When the stock price fluctuation system is disturbed by external excitations, the system exhibits obviously chaotic phenomena, and its basic dynamic properties are analyzed. At the same time, a new fixed-time convergence theorem is proposed for achieving fixed-time control of stock price fluctuation system. Finally, the effectiveness of the method is verified by numerical simulation.

Suggested Citation

  • Yuhua Xu & Zhongyi Ke & Chengrong Xie & Wuneng Zhou, 2018. "Dynamic Evolution Analysis of Stock Price Fluctuation and Its Control," Complexity, Hindawi, vol. 2018, pages 1-9, January.
  • Handle: RePEc:hin:complx:5728090
    DOI: 10.1155/2018/5728090
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/8503/2018/5728090.pdf
    Download Restriction: no

    File URL: http://downloads.hindawi.com/journals/8503/2018/5728090.xml
    Download Restriction: no

    File URL: https://libkey.io/10.1155/2018/5728090?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Xuan-Toa Tran & Hee-Jun Kang, 2017. "Fixed-Time Complex Modified Function Projective Lag Synchronization of Chaotic (Hyperchaotic) Complex Systems," Complexity, Hindawi, vol. 2017, pages 1-9, July.
    2. Emad E. Mahmoud & Fatimah S. Abood, 2017. "A New Nonlinear Chaotic Complex Model and Its Complex Antilag Synchronization," Complexity, Hindawi, vol. 2017, pages 1-13, August.
    3. Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu, 2014. "Revisiting the inflation–output gap relationship for France using a wavelet transform approach," Economic Modelling, Elsevier, vol. 37(C), pages 464-475.
    4. Junhai Ma & Hao Ren & Miao Yu & Meihong Zhu, 2018. "Research on the Complexity and Chaos Control about a Closed-Loop Supply Chain with Dual-Channel Recycling and Uncertain Consumer Perception," Complexity, Hindawi, vol. 2018, pages 1-13, January.
    5. Yilun Shang & Yamei Ye, 2017. "Leader-Follower Fixed-Time Group Consensus Control of Multiagent Systems under Directed Topology," Complexity, Hindawi, vol. 2017, pages 1-9, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jia, Nanfei & An, Haizhong & Gao, Xiangyun & Liu, Donghui & Chang, Hao, 2023. "The main transmission paths of price fluctuations for tungsten products along the industry chain," Resources Policy, Elsevier, vol. 80(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jia Liu & Cuixia Li, 2023. "Dynamic Game Analysis on Cooperative Advertising Strategy in a Manufacturer-Led Supply Chain with Risk Aversion," Mathematics, MDPI, vol. 11(3), pages 1-24, January.
    2. Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2015. "The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis," Energy Economics, Elsevier, vol. 51(C), pages 54-66.
    3. Duarte, Cláudia & Maria, José R. & Sazedj, Sharmin, 2020. "Trends and cycles under changing economic conditions," Economic Modelling, Elsevier, vol. 92(C), pages 126-146.
    4. E. G. Hernandez-Martinez & E. D. Ferreira-Vazquez & G. Fernandez-Anaya & J. J. Flores-Godoy, 2017. "Formation Tracking of Heterogeneous Mobile Agents Using Distance and Area Constraints," Complexity, Hindawi, vol. 2017, pages 1-13, September.
    5. Şerife Özşahin & Gülbahar Üçler, 2017. "The Consequences of Corruption on Inflation in Developing Countries: Evidence from Panel Cointegration and Causality Tests," Economies, MDPI, vol. 5(4), pages 1-15, December.
    6. Mahmoud, Emad E. & Abo-Dahab, S.M., 2018. "Dynamical properties and complex anti synchronization with applications to secure communications for a novel chaotic complex nonlinear model," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 273-284.
    7. Sui, Guo & Li, Huajiao & Feng, Sida & Liu, Xueyong & Jiang, Meihui, 2018. "Correlations of stock price fluctuations under multi-scale and multi-threshold scenarios," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1501-1512.
    8. Bouoiyour, Jamal & Selmi, Refk & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2015. "The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis," Energy Economics, Elsevier, vol. 51(C), pages 54-66.
    9. Farouk, Faizal & Masih, Mansur, 2016. "Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity," Research in International Business and Finance, Elsevier, vol. 38(C), pages 360-375.
    10. Niyati Bhanja & Arif Billah Dar, 2019. "Stock returns and inflation: a tale of two periods in India," Economic Change and Restructuring, Springer, vol. 52(4), pages 413-438, November.
    11. Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min, 2020. "Inflation cycle synchronization in ASEAN countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    12. Thi Hong Van Hoang & Amine Lahiani & David Heller, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Post-Print hal-02012307, HAL.
    13. Hoang, Thi Hong Van & Lahiani, Amine & Heller, David, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Economic Modelling, Elsevier, vol. 54(C), pages 54-66.
    14. Álvarez, Luis J. & Gómez-Loscos, Ana, 2018. "A menu on output gap estimation methods," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 827-850.
    15. Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
    16. Aijaz Ahmad Bhat & Javaid Iqbal Khan & Sajad Ahmad Bhat & Javed Ahmad Bhat, 2023. "Central Bank Independence and Inflation in India: The Role of Financial Development," Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 47(4), pages 392-407, October.
    17. Selcuk Bayraci & Sercan Demiralay & Hatice Gaye Gencer, 2018. "Stock†Bond Co†Movements And Flight†To†Quality In G7 Countries: A Time†Frequency Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 29-49, January.
    18. Erdost Torun & Afife Duygu Ayhan Akdeniz & Erhan Demireli & Simon Grima, 2022. "Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach," Sustainability, MDPI, vol. 14(17), pages 1-16, August.
    19. Feng, Sida & Huang, Shupei & Qi, Yabin & Liu, Xueyong & Sun, Qingru & Wen, Shaobo, 2018. "Network features of sector indexes spillover effects in China: A multi-scale view," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 496(C), pages 461-473.
    20. Mahmoud, Gamal M. & Mahmoud, Emad E. & Arafa, Ayman A., 2018. "Synchronization of time delay systems with non-diagonal complex scaling functions," Chaos, Solitons & Fractals, Elsevier, vol. 111(C), pages 86-95.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:complx:5728090. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.