日時 2006年 7月11日(火) 15時50分〜16時40分 場所 経済学部新棟3階第2教室 講演者 Hong Fan(数理情報D1) 演題 Scaling and modeling in financial market 概要: The financial markets is the systems in which a large number of traders interact with one another and react to external information in order to determine the best price for a given asset. We can analysis the financial markets by macro-scope and micro-scope analysis. In macro-scope analysis, we mainly anaylize the statistical characterization of the stochastic process of price changes of a financial asset. In this presentation, we will introduce the distribution of the price change of stock. In micro-scope analysis, we construct the theoretical model that is able to encompass all the essential features of real financial market. In this presentation, we will introduce three typical models that are able to encompass some factors of real financial market.
Tokyo University