Majority Orienting Model for the Oscillation of Market Price

Hisanao Takahashi and Yoshiaki Itoh

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Abstract: The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of our model.

Date: 2004-03
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Published in The European Physical Journal B 37 (2004) 271-274

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