Abstract
We investigate coherence resonance of corporate finance in a stochastic predator-prey model for creditors and producers. The stochastic predator-prey model with only considering financial risk and the Integral method of an improvement parameter estimation are proposed. Then the coefficient of variation (CV) of the interspike intervals is used to measure the phenomenon of coherence resonance. The simulating and empirical results indicate that (i) the phenomenon peak death is induced by higher noise strength and system parameters; (ii) the phenomenons of coherence and anti-coherence resonance are observed in the function of CV vs. noise strength; (iii) the critical phenomenon of resonance enhancement and inhibition is induced by some values of system parameters. In addition, a good agreement can be found between theoretical results and real financial data of Chinese companies.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
