Differential equation model of financial market stability based on Internet big data
- Autores: Hongxing Chen, Bahjat Fakieh, Bishr Muhamed Muwafak
- Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 7, Nº. 2, 2022, págs. 171-180
- Idioma: inglés
- Enlaces
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Resumen
In the context of Internet big data, the market characteristics of the financial market can be used to feed back its stabilitywith the help of differential equation models. China’s financial market is roughly divided into three main markets: stocks,currency and foreign exchange. The interaction of the three has promoted the development of the financial market. Withthis as a background, the paper aims at these three financial markets and selects relevant indicators that can reflect theindications of the financial market to construct differential equations to analyse the relationship between the three. Thepaper uses the nonlinear characteristics of ordinary differential equations and related algorithms to solve the three types ofmarket models. It uses an example to demonstrate that the differential equation model proposed in this paper can feed backthe evolutionary characteristics of the three, and this model can help investors produce more correct investment decisions.
