Program

P.19 -- Poster, IWTCP-3

Date: Wednesday, 29 July 2015

Time: 08h30 - 10h00

Generalized Bogoliubov polariton model with distribution functions for complex systems. Application to stock exchange market

Chu Thuy Anh, Truong Thi Ngoc Anh, Nguyen Tri Lan, Nguyen Ai Viet

Institute of Physics, Vietnam Academy of Science and Technology, 10 Dao Tan, Hanoi, Vietnam

A generalized Bogoliubov method for investigation non-simple and complex systems was developed. We take two branch polariton Hamiltonian model in second quantization representation and replace the energies of quasi-particles by two distribution functions of research objects. Application to stock exchange market was taken as an example, where the changing the form of return distribution functions from Boltzmann-like to Gaussian-like was studied.

Presenter: Chu Thuy Anh