Computational econophysics simulation of stock price variation influenced by sinusoidal-like economic cycle

In this work, the impact of economic cycle on a stock price was investigated via the excess demand and supply. The economic cycle was treated as external influence which determines how the investor takes his decision on trading. The external influence was prototypically prescribed as a sinusoidal fu...

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Bibliographic Details
Main Authors: Yongyut Laosiritaworn, Chumpol Supatutkul, Sittichain Pramchu
Format: Conference Proceeding
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85013500126&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/55556
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Institution: Chiang Mai University