Calculation of Changing of Holding Shares or Currencies by Instant Diffusion Equation of Price Changing with Multiple Sources

Abstract

The purpose of this paper is application of the instant diffusion equation to the calculation of strategy on changing of owning shares or currencies. The strategy of selling share(s) with maximum changing rate of price-ratio and purchasing share(s) with minimum changing rate of price-ratio (SMaPMi) is calculated by instant diffusion equation with multiple sources of stock-price changing. The spacial coordinate is defined by stock-price changing ratio at a time before diffu-sion, which ensures that the changing of holding shares using SMaPMi has maximum profit at time next to diffusion ending, based on the comparability of changing rates of stock-price. Summary, SMaPMi would be worked if operation is proper. Calculating example of owning currencies using SMaPMi is given.