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Percolation theory is usually used to describe the behavior of connected clusters in a random graph, and Sierpinski carpet is an infinitely ramified fractal. In this paper, we consider percolation on the Sierpinski carpet lattice, and the corresponding financial price model is given and investigated. Then, we analyze the statistical behaviors of the Hong Kong Hang Seng Index and the simulative data derived from the financial model by comparison.<\/jats:p>","DOI":"10.1155\/2012\/735068","type":"journal-article","created":{"date-parts":[[2012,2,12]],"date-time":"2012-02-12T21:01:42Z","timestamp":1329080502000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":5,"title":["Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation"],"prefix":"10.1155","volume":"2012","author":[{"given":"Xu","family":"Wang","sequence":"first","affiliation":[]},{"given":"Jun","family":"Wang","sequence":"additional","affiliation":[]}],"member":"311","published-online":{"date-parts":[[2012,2,12]]},"reference":[{"key":"e_1_2_8_1_2","doi-asserted-by":"publisher","DOI":"10.1142\/1389"},{"volume-title":"Lecture Notes on Particle Systems and Percolation","year":"1998","author":"Durrett R.","key":"e_1_2_8_2_2"},{"key":"e_1_2_8_3_2","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-03981-6"},{"key":"e_1_2_8_4_2","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-03990-8"},{"key":"e_1_2_8_5_2","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4613-8542-4"},{"volume-title":"Introduction to Percolation Theory","year":"2001","author":"Stauffer D.","key":"e_1_2_8_6_2"},{"key":"e_1_2_8_7_2","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4371(97)00401-9"},{"key":"e_1_2_8_8_2","doi-asserted-by":"publisher","DOI":"10.1017\/S1365100500015029"},{"key":"e_1_2_8_9_2","doi-asserted-by":"publisher","DOI":"10.1142\/S0129183199000930"},{"key":"e_1_2_8_10_2","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4371(02)01216-5"},{"key":"e_1_2_8_11_2","doi-asserted-by":"publisher","DOI":"10.1038\/17290"},{"key":"e_1_2_8_12_2","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4371(99)00290-3"},{"key":"e_1_2_8_13_2","first-page":"203","article-title":"A percolation model of stock price fluctuations","author":"Tanaka H.","year":"2002","journal-title":"Mathematical Economics"},{"key":"e_1_2_8_14_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.nonrwa.2006.11.017"},{"key":"e_1_2_8_15_2","doi-asserted-by":"crossref","first-page":"431","DOI":"10.1016\/j.mcm.2009.12.003","article-title":"Fluctuations of stock price model by statistical physics systems","volume":"51","author":"Wang J.","year":"2010","journal-title":"Mathematical and Computer Modelling"},{"volume-title":"The Fractal Geometry of Nature","year":"1982","author":"Mandelbrot B. 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