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Journal of Physics: Conference Series 627, 012024 (2015)

ISSN: 1742-6596

General autocatalytic theory and simple model of financial markets

Chu Thuy Anh, Nguyen Tri Lan and Nguyen Ai Viet

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.

DOI: doi:10.1088/1742-6596/627/1/012024

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