General autocatalytic theory and simple model of financial markets

IWTCP-2; NCTP-39

Anh, Chu Thuy^1 ; Lan, Nguyen Tri^1 ; Viet, Nguyen Ai^1

Institute of Physics, Vietnam Academy of Science and Technology, 10 Dao Tan, Ba Dinh, Hanoi, Viet Nam^1

关键词: Autocatalytic;    Constant values;    Evolution process;    Evolutionary process;    Final elements;    Initial conditions;    Physics modeling;    Simple modeling;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/627/1/012024/pdf
DOI  :  10.1088/1742-6596/627/1/012024

来源: IOP

【 摘 要 】

The concept of autocatalytic theory has become a powerful tool in understanding evolutionary processes in complex systems. A generalization of autocatalytic theory was assumed by considering that the initial element now is being 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 autocatalytic theory. Some general behaviours of evolution process and risk moment of a financial market also are investigated in framework of this simple model.