Evidence map›Paper›PMID 29240783›Full record

ArticlePloS one2017

Fluctuation-driven price dynamics and investment strategies.

Yan Li, Bo Zheng, Ting-Ting Chen, Xiong-Fei Jiang

Abstract read
In one paragraph

Article in PloS one, 2017. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

1 citing paper in PubMed.

  1. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

4 authors.

Yan LiDepartment of Physics, Zhejiang University, Hangzhou 310027, P.R. China.
Bo ZhengDepartment of Physics, Zhejiang University, Hangzhou 310027, P.R. China.
Ting-Ting ChenDepartment of Physics, Zhejiang University, Hangzhou 310027, P.R. China.
Xiong-Fei JiangDepartment of Physics, Zhejiang University, Hangzhou 310027, P.R. China.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

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. 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. 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.

Indexed as

InvestmentsModels, Economic

Identifiers

PMID29240783
PMCPMC5730119

What OpenQuestion holds

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LicenceCC BY
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Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.