Generalized Bogoliubov Polariton Model: An Application to Stock Exchange Market

3rd International Workshop on Theoretical and Computational Physics: Complex Systems and Interdisciplinary Physics;40th National Conference on Theoretical Physics

物理学;计算机科学

Anh, Chu Thuy^1 ; Anh, Truong Thi Ngoc^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: Bogoliubov;    Gaussians;    Hamiltonian modeling;    Polaritons;    Quasi particles;    Research object;    Second quantization;    Stock exchange markets;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/726/1/012007/pdf
DOI  :  10.1088/1742-6596/726/1/012007

学科分类：计算机科学（综合）

来源: IOP

【 摘 要 】

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.