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Research on Stock Market Rumor Spread Model Based on Investor Sentiment

Journal: International Journal of Scientific Engineering and Science (Vol.2, No. 4)

Publication Date:

Authors : ;

Page : 1-7

Keywords : Stock market rumor transmission:Scale-free network: Basic reproductive numbers:Numerical simulations.;

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Abstract

Based on the study of investor sentiment in stock market, a SI1I2RS time delay stock market rumor transmission model with investor sentiment is established on scale-free network. First, combined with the theory of propagation dynamics, we get the basic reproduction number R0 of stock market rumors. Then we study and discuss the stability of the equilibrium point. Finally, we simulate the simulation to verify the conclusion. The results show that increasing the proportion of conservative investors and the time lag of immunization, reducing the contact between investors and enhancing the liquidity of investors in the stock market can help to suppress the spread of stock market rumors.

Last modified: 2018-05-17 23:23:46