| Institute of Physics, VAST | Center for Theoretical Physics | Center for Computational Physics |
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2nd International Workshop on Theoretical
and Computational Physics (IWTCP-2):
Modern methods and latest results in
particle physics, nuclear physics and astrophysics
Buon Ma Thuot, 28-31 July 2014
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ProgrammeConference PresentationP.33 -- Poster, NCTP-39 Date: Wednesday, 30-07-2014 Time: 14h00 - 15h30 General auto catalytic theory and simple model of financial marketsChu Thuy Anh, Nguyen Tri Lan and Nguyen Ai Viet Institute of physics The concept of auto catalytic theory has become a powerful tool in understanding evolutionary processes in complex systems. A generation of auto catalytic theory was assumed by consideration that the initial element now has some distribution instead of a constant value as in traditional theory. This initial condition leads to that the final element might have some distribution too. A simple physics model for financial markets is proposed, using this general auto catalytic theory. Some general behaviors of evolution process and risk moment of a financial market also are investigated in frame work of this simple model. Presenter: Chu Thuy Anh |
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Institute of Physics, VAST
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Center for Theoretical Physics |
Center for Computational Physics
© 2012 Center for Theoretical Physics & Center for Computational Physics Institute of Physics, VAST, 10 Dao Tan, Hanoi, Vietnam |