Title :
A Research on Chaos Pricing Mechanism by Financial Market Model
Author_Institution :
Financial Res. Inst., Dev. Res. Center of The State Council, Beijing, China
Abstract :
This paper research the financial market pricing mechanism with characteristic of chaos by a financial market model which be applied in fitting market pricing process in short term. As a proof-test, results of chaos forecast shows that the financial market model can be utilized for decision-making on chaos market system.
Keywords :
pricing; stock markets; chaos forecast; chaos pricing mechanism; decision making; financial market model; Chaos; Indexes; Portfolios; Predictive models; Pricing; Stock markets; Time series analysis; chaos; financial market model; pricing mechanism;
Conference_Titel :
Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2013 5th International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-0-7695-5011-4
DOI :
10.1109/IHMSC.2013.54
