Published June 1, 2016 | Version v1
Journal article

Generalized Bogoliubov Polariton Model: An Application to Stock Exchange Market

  • 1. Institute of Physics, Vietnam Academy of Science and Technology, 10 Dao Tan, Ba Dinh, Hanoi (Viet Nam)

Description

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. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/1742-6596/726/1/012007

Additional details

Publishing Information

Journal Title
Journal of Physics. Conference Series (Online)
Journal Volume
726
Journal Issue
1
Journal Page Range
[5 p.]
ISSN
1742-6596

Conference

Title
3. international workshop on theoretical and computational physics: Complex systems and interdisciplinary physics; NCTP-40: 40. national conference on theoretical physics
Acronym
IWTCP-3
Dates
27-30 Jul 2015
Place
Da Lat (Viet Nam)

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
48100649
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
Conference
Descriptors DEI
BOGOLYUBOV METHOD; DISTRIBUTION FUNCTIONS; GAUSS FUNCTION; HAMILTONIANS; POLARONS; QUASI PARTICLES; SECOND QUANTIZATION
Descriptors DEC
CALCULATION METHODS; FUNCTIONS; MATHEMATICAL OPERATORS; QUANTIZATION; QUANTUM OPERATORS; QUASI PARTICLES