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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Yanli Su Xinling Zhuang Xintian Zhuann |
| Copyright Year | 2008 |
| Description | Author affiliation: Vocational Coll., Shenyang Normal Univ., Shenyang (Yanli Su) |
| Abstract | From the angle of the microcosmic structure of the securities market, using alterable dynamic model of the trader colony, separately under ascertained and incertitude finance circumstance, we have studied the forming process of the market under dispersed trading state and we have analyzed chaos conditions of trader colony alteration. Result indicates that lowest standard of market liquidity is that trader colony of buyer and seller both must have an appropriate proportion. The time achieving stable liquidity of the market has relation to the parameter describing traderspsila leaving the stock market. Through influence of trading system on parameter of trader colony, the control of market process can be realized. Finally simulation calculation is given. |
| Starting Page | 1087 |
| Ending Page | 1089 |
| File Size | 180838 |
| Page Count | 3 |
| File Format | |
| ISBN | 9781424417339 |
| DOI | 10.1109/CCDC.2008.4597481 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2008-07-02 |
| Publisher Place | China |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Chaos Trader colony Lyapunov exponents Liquidity Securities market |
| Content Type | Text |
| Resource Type | Article |
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