scholarly journals Dynamic Evolution Analysis of Stock Price Fluctuation and Its Control

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-9 ◽  
Author(s):  
Yuhua Xu ◽  
Zhongyi Ke ◽  
Chengrong Xie ◽  
Wuneng Zhou
Keyword(s):  
Dynamical System ◽  
Numerical Simulation ◽  
Stock Price ◽  
Dynamic Properties ◽  
Fixed Time ◽  
Dynamic Evolution ◽  
Price Fluctuation ◽  
Time Control ◽  
Evolution Analysis ◽  
Simple Dynamical System

This paper studies a simple dynamical system of stock price fluctuation time series based on the rule of stock market. When the stock price fluctuation system is disturbed by external excitations, the system exhibits obviously chaotic phenomena, and its basic dynamic properties are analyzed. At the same time, a new fixed-time convergence theorem is proposed for achieving fixed-time control of stock price fluctuation system. Finally, the effectiveness of the method is verified by numerical simulation.

DYNAMIC EVOLUTION OF FINANCIAL NETWORK AND ITS RELATION TO ECONOMIC CRISES

2013 ◽  
Vol 24 (02) ◽  
pp. 1350005 ◽  
Author(s):  
YA-CHUN GAO ◽  
ZONG-WEN WEI ◽  
BING-HONG WANG
Keyword(s):  
Stock Price ◽  
Small World ◽  
Dynamic Evolution ◽  
Financial Network ◽  
Price Fluctuation ◽  
Window Technique ◽  
Small World Property ◽  
Work Done ◽  
Evolution With Time ◽  
Daily Returns

The static topology properties of financial networks have been widely investigated since the work done by Mantegna, yet their dynamic evolution with time is little considered. In this paper, we comprehensively study the dynamic evolution of financial network by a sliding window technique. The vertices and edges of financial network are represented by the stocks from S&P500 components and correlations between pairs of daily returns of price fluctuation, respectively. Furthermore, the duration of stock price fluctuation, spanning from January 4, 1985 to September 14, 2009, makes us to carefully observe the relation between the dynamic topological properties and big financial crashes. The empirical results suggest that the financial network has the robust small-world property when the time evolves, and the topological structure drastically changes when the big financial crashes occur. This correspondence between the dynamic evolution of financial network and big financial crashes may provide a novel view to understand the origin of economic crisis.

ANALISIS PENGARUH ERUBAHAN TINGKAT SUKU BUNGA SBI DAN PERUBAHAN KURS US$ TERHADAP HARGA PASAR SAHAM SEMEN GRESIK, TBK PERIODE JANUARI 2002 – DESEMBER 2006

2017 ◽  
Vol 4 (1) ◽  
Author(s):  
Oktafalia Marisa ◽  
Maya Syafriana
Keyword(s):  
Monetary Policy ◽  
Exchange Rate ◽  
Cash Flow ◽  
Stock Price ◽  
External Factors ◽  
Investment Climate ◽  
Internal Factors ◽  
Price Fluctuation ◽  
Two Factors ◽  
Investment Behaviour

<p class="Pendahuluan">Investment climate has begun to rise since a few years ago. Stock price fluctuations keep stable and move to the positive position. Stock price fluctuation affected by two factors, internal factors and external factors. Internal factors consist of company’s cash flow, dividend and investment behaviour. External factors consist of monetary policy, exchange rate, interest volatility, globalization, companies’ competition, and technology. This research, try to find out the effects of SBI rate and exchanged rate (USD/Rp) to PT. Semen Gresik’s stock price.</p><p class="Pendahuluan"> </p><p class="Pendahuluan">Keywords : Investment, stock price, SBI’s rate, and Exchanged rate.</p>

scholarly journals Fixed-Time Control for a Class of Unknown Nonlinear Affine Systems and Its applications to a Lithography Machine

2020 ◽  
Vol 53 (2) ◽  
pp. 1702-1708
Author(s):  
Kehan Luo ◽  
Jianxiao Zou ◽  
Linghuan Kong ◽  
Wei He
Keyword(s):  
Fixed Time ◽  
Affine Systems ◽  
Time Control

scholarly journals Traffic Light Priority for Trams in Warsaw as a Tool for Transport Policy and Reduction of Energy Consumption

2021 ◽  
Vol 13 (8) ◽  
pp. 4180
Author(s):  
Andrzej Czerepicki ◽  
Tomasz Krukowicz ◽  
Anna Górka ◽  
Jarosław Szustek
Keyword(s):  
Control System ◽  
Energy Consumption ◽  
Electric Energy ◽  
Fixed Time ◽  
Pollutant Emissions ◽  
Computer Simulation Model ◽  
Traffic Light ◽  
Electric Energy Consumption ◽  
Time Control ◽  
Reduction Of Energy Consumption

The article presents an analysis of priority solutions for trams at a selected sequence of intersections in Warsaw (Poland). An analysis of the literature has shown the topicality of this issue. A computer simulation model of a coordinated sequence of intersections was constructed. Three test scenarios were designed: the existing control system, the new coordinated fixed-time control system, and the adaptive control system with active priority. In the simulation process, detailed travel characteristics of trams and other traffic participants in a selected section were obtained for the three varying scenarios. Electric energy consumption for traction needs and pollutant emissions was then estimated for each of the variants. It was concluded that for the analyzed configuration, implementation of the adaptive priority will result in a reduction of tram time losses by up to 25%, a reduction in energy consumption by up to 23%, and a reduction in the emission of pollutants from individual vehicles by up to 3% in relation to the original variant. The conducted research may be the basis for a comprehensive method of assessing the effectiveness of applying the adaptative priority when designing new tramway lines and modernizing the existing ones.

scholarly journals Fixed-Time Sliding-Mode Fault-Tolerant Control of Waste Heat Power Generator Systems

Complexity ◽  
2018 ◽  
Vol 2018 ◽  
pp. 1-8 ◽  
Author(s):  
Zhi Wang ◽  
Yateng Bai ◽  
Jin Xie ◽  
Zhijie Li ◽  
Caoyuan Ma ◽  
...  
Keyword(s):  
Fault Tolerant ◽  
Waste Heat ◽  
Sliding Mode ◽  
Dynamic Performance ◽  
Tracking Error ◽  
Fixed Time ◽  
Fault Estimation ◽  
Actuator Fault ◽  
Heat Power ◽  
Time Control

In order to overcome disturbances such as the instability of internal parameters or the actuator fault, the time-varying proportional-integral sliding-mode surface is defined for coordinated control of the excitation generator and the steam valve of waste heat power generation units, and a controller based on sliding-mode function is designed which makes the system stable for a limited time and gives it good performance. Based on this, a corresponding fault estimation law is designed for specific faults of systems, and a sliding-mode fault-tolerant controller is constructed based on the fixed-time control theory so that the systems can still operate stably when an actuator fault occurs and have acceptable performance. The simulation results show that the tracking error asymptotically tends to be zero, and the fixed-time sliding-mode fault-tolerant controller can obviously improve the dynamic performance of the system.

A fixed time convergent dynamical system to solve linear programming

2014 ◽  
Author(s):  
Juan Diego Sanchez-Torres ◽  
Martin J. Loza-Lopez ◽  
Riemann Ruiz-Cruz ◽  
Edgar N. Sanchez ◽  
Alexander G. Loukianov
Keyword(s):  
Dynamical System ◽  
Linear Programming ◽  
Fixed Time
Sign in / Sign up

Export Citation Format

Share Document