Fluctuation-driven price dynamics and investment strategies

in news •  7 years ago 

By a News Reporter-Staff News Editor at Life Science Weekly -- Current study results on Life Science Research have been published. According to news reporting originating in Hangzhou, People’s Republic of China, by NewsRx journalists, research stated, “Investigation of the driven mechanism of the price dynamics in complex financial systems is important and challenging. In this paper, we propose an investment strategy to study how dynamic fluctuations drive the price movements.”

Financial support for this research came from National Natural Science Foundation of China.

The news reporters obtained a quote from the research from Zhejiang University, “The strategy is successfully applied to different stock markets in the world, and the result indicates that the driving effect of the dynamic fluctuations is rather robust. We investigate how the strategy performance is influenced by the market states and optimize the strategy performance by introducing two parameters. The strategy is also compared with several typical technical trading rules.”

According to the news reporters, the research concluded: “Our findings not only provide an investment strategy which extends investors’ profits, but also offer a useful method to look into the dynamic properties of complex financial systems.”

For more information on this research see: Fluctuation-driven price dynamics and investment strategies. Plos One , 2017;12(12):e0189274. (Public Library of Science - www.plos.org; Plos One - www.plosone.org)

Our news correspondents report that additional information may be obtained by contacting Y. Li, Dept. of Physics, Zhejiang University, Hangzhou 310027, People’s Republic of China. Additional authors for this research include B. Zheng, T.T. Chen and X.F Jiang.

The direct object identifier (DOI) for that additional information is: https://doi.org/10.1371/journal.pone.0189274. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.

Our reports deliver fact-based news of research and discoveries from around the world. Copyright 2018, NewsRx LLC

CITATION: (2018-01-02), Recent Studies from Zhejiang University Add New Data to Life Science Research (Fluctuation-driven price dynamics and investment strategies), Life Science Weekly, 150, ISSN: 1552-2474, BUTTER® ID: 014912808

From the newsletter Life Science Weekly.
https://www.newsrx.com/Butter/#!Search:a=14912808


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