{"id":"https://openalex.org/W2139583658","doi":"https://doi.org/10.1016/j.simpat.2010.02.008","title":"Modeling and simulation of the market fluctuations by the finite range contact systems","display_name":"Modeling and simulation of the market fluctuations by the finite range contact systems","publication_year":2010,"publication_date":"2010-02-20","ids":{"openalex":"https://openalex.org/W2139583658","doi":"https://doi.org/10.1016/j.simpat.2010.02.008","mag":"2139583658"},"language":"en","primary_location":{"id":"doi:10.1016/j.simpat.2010.02.008","doi":"https://doi.org/10.1016/j.simpat.2010.02.008","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.simpat.2010.02.008","pdf_url":null,"source":{"id":"https://openalex.org/S114739668","display_name":"Simulation Modelling Practice and Theory","issn_l":"1569-190X","issn":["1569-190X","1878-1462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Simulation Modelling Practice and Theory","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5047607882","display_name":"Junhuan Zhang","orcid":"https://orcid.org/0000-0003-3969-0240","observed_orcids":["https://orcid.org/0000-0003-3969-0240"]},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Junhuan Zhang","raw_affiliation_strings":["Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China","Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China","institution_ids":["https://openalex.org/I21193070"]},{"raw_affiliation_string":"Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China#TAB#","institution_ids":["https://openalex.org/I21193070"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5115595750","display_name":"Jun Wang","orcid":"https://orcid.org/0000-0002-6278-0677","observed_orcids":["https://orcid.org/0000-0002-6278-0677"]},"institutions":[{"id":"https://openalex.org/I21193070","display_name":"Beijing Jiaotong University","ror":"https://ror.org/01yj56c84","country_code":"CN","type":"education","lineage":["https://openalex.org/I21193070"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jun Wang","raw_affiliation_strings":["Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China","Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China","institution_ids":["https://openalex.org/I21193070"]},{"raw_affiliation_string":"Institute of Financial Mathematics and Financial Engineering, College of Science, Beijing Jiaotong University, Beijing 100044, PR China#TAB#","institution_ids":["https://openalex.org/I21193070"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5115595750"],"corresponding_institution_ids":["https://openalex.org/I21193070"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":8.2617,"has_fulltext":false,"cited_by_count":60,"citation_normalized_percentile":{"value":0.97096013,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"18","issue":"6","first_page":"910","last_page":"925"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-price-models","display_name":"stock price modeling","score":0.7009999752044678},{"id":"https://openalex.org/keywords/market-fluctuations","display_name":"market fluctuations","score":0.7210000157356262},{"id":"https://openalex.org/keywords/interacting-particle-systems","display_name":"interacting particle systems","score":0.9750000238418579},{"id":"https://openalex.org/keywords/epidemic-spreading-model","display_name":"epidemic spreading model","score":0.703000009059906},{"id":"https://openalex.org/keywords/long-range-correlations","display_name":"long-range correlations","score":0.7020000219345093},{"id":"https://openalex.org/keywords/detrended-fluctuation-analysis","display_name":"detrended fluctuation analysis","score":0.9279999732971191},{"id":"https://openalex.org/keywords/q-gaussian-distribution","display_name":"q-Gaussian distribution","score":0.8510000109672546},{"id":"https://openalex.org/keywords/logarithmic-returns","display_name":"logarithmic returns","score":0.7379999756813049},{"id":"https://openalex.org/keywords/stock-market-indices","display_name":"stock market indices","score":0.5879999995231628},{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.5440000295639038}],"concepts":[{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6439175009727478},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6131494641304016},{"id":"https://openalex.org/C2778098375","wikidata":"https://www.wikidata.org/wiki/Q19596433","display_name":"Composite index","level":3,"score":0.6002398133277893},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.5171512961387634},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.49013862013816833},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4707905352115631},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.46170029044151306},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.43131235241889954},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4026884436607361},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.36855706572532654},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3580879867076874},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35655802488327026},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2475484013557434},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1987776756286621},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.13880237936973572},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.11502653360366821},{"id":"https://openalex.org/C2992405062","wikidata":"https://www.wikidata.org/wiki/Q18208028","display_name":"Composite indicator","level":2,"score":0.08966392278671265},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.simpat.2010.02.008","doi":"https://doi.org/10.1016/j.simpat.2010.02.008","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.simpat.2010.02.008","pdf_url":null,"source":{"id":"https://openalex.org/S114739668","display_name":"Simulation Modelling Practice and Theory","issn_l":"1569-190X","issn":["1569-190X","1878-1462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-b","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Simulation Modelling Practice and Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W19224718","https://openalex.org/W596251256","https://openalex.org/W1521233381","https://openalex.org/W1525526370","https://openalex.org/W1594038550","https://openalex.org/W1964263231","https://openalex.org/W1970151029","https://openalex.org/W1988592313","https://openalex.org/W2009535721","https://openalex.org/W2037546428","https://openalex.org/W2077791698","https://openalex.org/W2083689859","https://openalex.org/W2089852843","https://openalex.org/W2101547937","https://openalex.org/W2128003943","https://openalex.org/W2129413312","https://openalex.org/W2165955146","https://openalex.org/W2247647503","https://openalex.org/W4292049208"],"related_works":["https://openalex.org/W2160151665","https://openalex.org/W2131852964","https://openalex.org/W2009633009","https://openalex.org/W2052510238","https://openalex.org/W2116750908","https://openalex.org/W2040796769","https://openalex.org/W2157105005","https://openalex.org/W2129439894","https://openalex.org/W2072327660","https://openalex.org/W2348313255"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":9},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":13},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":4}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}