統計学輪講（第１７回）

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. 

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Tokyo University