The mean reversion strategy argues that investors should buy low and sell high, for there is an average line the stock prices. price will always meet of it. When higher than line, it drop. lower, increase. To test validate effectiveness this strategy, study chose three stocks in auto industry to comparison performance on them. According analysis, when volatility market, performances good indust...

Abstract. We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the strength of the intrinsic stabilization, the strength of the external random perturbations, and the degree of cooperation or interaction between th...