Abstract—A financial market model is developed according
to the pricing mechanism in this paper. By simulating the
influence among bargainer and price of financial asset, the
model can be trained to fitting pricing process in real financial
market such as stock market. A proof-test suggested that the
model will be available when used in price forecast in short
term. Result of forecast shows that the model is effective.
Index Terms—Financial market model, simulate, fitting,
forecast.
Zheng Xingchen is with the Financial Research Institute of DRC,
Beijing, China (e-mail: zhengxingchen@drc.gov.cn)
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Cite:Zheng Xing Chen, "A Financial Market Model and Its Application," Journal of Economics, Business and Management vol. 2, no. 1, pp. 58-61, 2014.