| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480985 | Physica A: Statistical Mechanics and its Applications | 2013 | 10 Pages |
Abstract
⺠The influences of delay time on the stability of a market model is investigated. ⺠The delay time enhances the stability of the stock price under weak demand elasticity of stock price. ⺠The delay time reduces that of the stock price under strong demand elasticity of stock price. ⺠The cross correlation coefficient of noise and the delay time play the opposite role.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Jiang-Cheng Li, Dong-Cheng Mei,