Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-02-13
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
The lattice fractal Sierpinski carpet and the percolation theory are applied to develop a new random stock price for the financial market.
Percolation theory is usually used to describe the behavior of connected clusters in a random graph, and Sierpinski carpet is an infinitely ramified fractal.
In this paper, we consider percolation on the Sierpinski carpet lattice, and the corresponding financial price model is given and investigated.
Then, we analyze the statistical behaviors of the Hong Kong Hang Seng Index and the simulative data derived from the financial model by comparison.
American Psychological Association (APA)
Wang, Xu& Wang, Jun. 2012. Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-993605
Modern Language Association (MLA)
Wang, Xu& Wang, Jun. Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation. Journal of Applied Mathematics No. 2012 (2012), pp.1-12.
https://search.emarefa.net/detail/BIM-993605
American Medical Association (AMA)
Wang, Xu& Wang, Jun. Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-12.
https://search.emarefa.net/detail/BIM-993605
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993605