The article analyzes the Chinese stock market using interacting particle models. They use contact and voter models to study stock price fluctuations. The contact model is like the spread of an infection, while the voter model represents individuals changing their views. The researchers create a new stochastic stock price model and analyze the Shenzhen Composite Index. They find statistical properties, fat tails phenomena, and power-law distributions in stock returns. They also use tests to study price fluctuation behavior. In the second part, they use the voter model to study price changes in different dimensions and intensities.