Program

P.36 -- Poster, NCTP-41

Date: Tuesday, 2 August 2016

Time: 08h30 - 10h00

Carbo principle of maximum quantum similarity and application in stock exchange markets

Chu Thuy Anh, Nguyen Tri Lan, Nguyen Ai Viet

Institute of Physics, Hanoi

The transition from Boltzmann to Gaussian form of return distribution functions of stock exchange markets are well known and wildly investigated. Both Boltzmann and Gaussian distributions are the probability density functions with maximum entropy. Using the Carbo principle of maximum of quantum similarity we can find a one-one correspondence between the parameters of these distributions. Assume that the return distribution function of a stock exchange markets in the initial moment has Boltzmann-like form with certain parameters, at some time moment it changes to Gaussian-like probability density function satisfying the Carbo maximum principle of quantum similarity. We show that, by analyzing the height change of the return distribution functions in that time interval and using the uncertainty relations, we can define effective temperature, viscosity and their gradients of stock exchange markets.

Presenter: Chu Thuy Anh