中国物理B ›› 2002, Vol. 11 ›› Issue (11): 1106-1110.doi: 10.1088/1009-1963/11/11/303
毛晓明, 孙锴, 欧阳颀
Mao Xiao-Ming (毛晓明), Sun Kai (孙锴), Ouyang Qi (欧阳颀)
摘要: We report on our model study of stochastic resonance in the stock market using numerical simulation and analysis. In the model, we take the interest rate as the external signal, the randomness of traders' behaviour as the noise, and the stock price as the output. With computer simulations, we find that the system demonstrates a characteristic of stochastic resonance as noise intensity varies. An analytical explanation is proposed.
中图分类号: (Economics; econophysics, financial markets, business and management)