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A new stochastic stock price model of stock markets based on the contact process of the statistical physics systems is presented in this paper, where the contact model is a continuous time Markov process, one interpretation of this model is as a model for the spread of an infection. Through this model, the statistical properties of Shanghai Stock Exchange (SSE) and Shenzhen Stock Exchange (SZSE) are studied. In the present paper, the data of SSE Composite Index and the data of SZSE Component Index are analyzed, and the corresponding simulation is made by the computer computation. Further, we investigate the statistical properties, fat-tail phenomena, the power-law distributions, and the long memory of returns for these indices. The techniques of skewness–kurtosis test, Kolmogorov–Smirnov test, and R/S analysis are applied to study the fluctuation characters of the stock price returns.

In a complex component-based system, choices (levels) for components (factors) may interact to cause faults in the system behaviour. When faults may be caused by interactions among few factors at specific levels, covering arrays provide a combinatorial test suite for discovering the presence of faults. While well studied, covering arrays do not enable one to determine the specific levels of factors causing the faults; locating arrays ensure that the results from test suite execution suffice to determine the precise levels and factors causing faults, when the number of such causes is small. Constructions for locating arrays are at present limited to heuristic computational methods and quite specific direct constructions. In this paper three recursive constructions are developed for locating arrays to locate one pairwise interaction causing a fault.

The problem of classifying cyclic Steiner quadruple systems (CSQSs) is considered. A computational approach shows that the number of isomorphism classes of such designs with orders 26 and 28 is 52170 and 1028387, respectively. It is further shown that CSQSs of order 2p, where p is a prime, are isomorphic iff they are multiplier equivalent. Moreover, no CSQSs of order less than or equal to 38 are isomorphic but not multiplier equivalent.

<p class="MsoNormal" style="text-align: left; margin: 0cm 0cm 0pt; layout-grid-mode: char;" align="left"><span class="text"><span style="font-family: ";Arial";,";sans-serif";; font-size: 9pt;">The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact model and voter model of the interacting particle systems are presented in this paper, where they are the continuous time Markov processes. One interpretation of contact model is as a model for the spread of an infection. One interpretation of voter model is, an individual reassesses his view by choosing a neighbor at random with certain probabilities and then adopting his position. In the first part of this paper, based on the contact process, a new stochastic stock price model of stock markets is modeled. From it, the statistical properties of Shenzhen Composite Index are studied. The data of Shenzhen Stock Exchange (SZSE) Composite Index is analyzed, and the corresponding simulation is made by the computer computation, and we further investigate the statistical properties, fat tails phenomena and the power-law distributions of returns. The methods of Skewness-Kurtosis test, Kolmogorov-Smirnov test are applied to study the fluctuation behavior of the returns for the stock price and Index. In the second part of this paper, based on the voter model, we study the statistical properties of prices changes for the different dimensions, intensity of the model and initial density θ.</span></span><span style="font-family: ";Arial";,";sans-serif";; font-size: 9pt;"></span></p>