Majority Orienting Model for the Oscillation of Market Price

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dc.creatorTakahashi, Hisanao
dc.creatorItoh, Yoshiaki
dc.date2004-03-31
dc.date.accessioned2026-07-07T12:11:25Z
dc.date.available2026-07-07T12:11:25Z
dc.descriptionThe 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.
dc.identifierhttps://arxiv.org/abs/nlin/0403056
dc.identifierhttp://arxiv.org/abs/nlin/0403056
dc.identifierThe European Physical Journal B 37 (2004) 271-274
dc.identifierdoi:10.1140/epjb/e2004-00054-8
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/210213
dc.subjectExactly Solvable and Integrable Systems
dc.subjectTrading and Market Microstructure
dc.titleMajority Orienting Model for the Oscillation of Market Price
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