Applications of Parameterized Nonlinear Ordinary Differential Equations and Dynamic Systems: An Example of the Taiwan Stock Index

Considering the phenomenon of the mean reversion and the different speeds of stock prices in the bull market and in the bear market, we propose four dynamic models each of which is represented by a parameterized ordinary differential equation in this study. Based on existing studies, the models are...

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Bibliographic Details
Main Authors: Meng-Rong Li, Tsung-Jui Chiang-Lin, Yong-Shiuan Lee
Format: Article
Language:English
Published: Hindawi Limited 2018-01-01
Series:International Journal of Differential Equations
Online Access:http://dx.doi.org/10.1155/2018/4762485