Programme

P.33 -- Poster, NCTP-39

Date: Wednesday, 30-07-2014

Time: 14h00 - 15h30

General auto catalytic theory and simple model of financial markets

Chu 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