A Dynamical Model for Financial Market: Among Common Market Strategies Who and How Moves the Price to Fluctuate, Inflate, and Burst?
A piecewise linear dynamical model is proposed for a stock price. The model considers the price is driven by three rather standard demand components: chartist, fundamental and market makers. The chartist demand component is related to the study of differences between moving averages. This generates...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-02-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/10/5/679 |