Stochastic system is applied to describe and investigate the fluctuations of stock price changes in a stock market, and a stock price model is developed by the finite-range contact process of the statistical physics systems. In this paper, the scaling behaviors of the return intervals for SSE...

Applying the theory of statistical physics systems – the voter model, a random stock price model is modeled and studied in this paper, where the voter model is a continuous time Markov process. In this price model, for the different parameters values of the intensity λ, the lattice dimension...