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Majority orienting model for the oscillation of market price

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  • H. Takahashi
  • Y. Itoh

Abstract

The present paper introduces a majority orienting model in which the dealers’ behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of our model. Copyright EDP Sciences, Società Italiana di Fisica, Springer-Verlag 2004

Suggested Citation

  • H. Takahashi & Y. Itoh, 2004. "Majority orienting model for the oscillation of market price," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 37(2), pages 271-274, January.
    • Handle: RePEc:spr:eurphb:v:37:y:2004:i:2:p:271-274:10.1140/epjb/e2004-00054-8
    DOI: 10.1140/epjb/e2004-00054-8
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    Cited by:

    1. Yamashita, T. & Itoh, Y., 2007. "The oscillation of stock price by majority orienting traders with investment position," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(2), pages 764-772.

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