Research on Stock Analysis Based on Stochastic Process

Abstract:

In stock market, the stock prices directly reflects market condition, therefore, the research on stock price process is one of the research contents of mathematical finance. In this paper by using the election model of statistical physics model to study the stock price fluctuation . This paper first applying stochastic process theory to establish election model, then the election model and stopping time theory are applied to establish stock profit process, we get the stock price process.

• Periodical: Advanced Materials Research (Volumes 433-440)
• Pages: 5967-5974
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.433-440.5967
• Online since: January 2012
• Authors: Pei Ze Li
• Keywords: Stochastic Process, Stock, Stopping Time, Voter Model

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