Chu Thuy Anh

SIMPLE MODEL FOR MARKET RETURNS DISTRIBUTION

It has been observed that the distribution of stock market returns are convergent from Boltzmann distribution to Gaussian asymptotic one. We proposed a new and simple dynamic model to describes this convergence by time parameter, with the introduction of the relaxation time concept for a market. The results showed that our model ts well with the nancial market data. Relaxation time value is little in the stable period, and big in the crisis period of the market.

Boltzmann-Gaussian Transition under Specific Noise Effect

It is observed that a short time data set of market returns presents almost symmetric Boltzmann distribution whereas a long time data set tends to show a Gaussian distribution. To understand this universal phenomenon, many hypotheses which are spreading in a wide range of interdisciplinary research were proposed. In current work, the effects of background fluctuations on symmetric Boltzmann distribution is investigated. The numerical calculation is performed to show that the Gaussian noise may cause the transition from initial Boltzmann distribution to Gaussian one. The obtained results would reflect non-dynamic nature of the transition under consideration.

Study of Hanoi and HoChiMinh Stock Exchange by Econophysics Methods

The econophysics methods are used to study the financial fluctuation of Hanoi Stock Exchange (HNX) and Hochiminh Stock Exchange (HSX) in comparison to Dow John Industrial Average’s one. The study has been made both on panic period (2007-2008) and on normal time of theses stocks. The results point out that for the period under consideration, the distribution of returns tends to be Student distribution. There exists an analogy between nonequilibrium phase transitions and financial market movement. Thus it is hypothesized that financial markets undergo self-organizing when the external volatility perception rises above some critical value, the distribution of signs of returns is to be similar to a second order phase transition. The results obtained by econophysics method have quite good agreement with the ones obtained by other economy analyzation methods.

Optically trapping cold atoms by using a silicon nanopillar

A new optical trapping model for cold atoms using a nanopillar is proposed. A strong electromagnetic wave is sent to the pillar to creat the existence of a stable bound state of cold atom. An evanescent wave is generated around the pillar and creates an effective attractive potential. The result will be compared to some recent trapping models.

π-Plasmon model for carbon nano structures: Application to porphyrin

In traditional concept, the optical properties of semiconductors and semimetals near their fundamental optical band gaps are attributed to single excitations (such electron-hole pairs, excitons...). In our earlier article, we proposed the collective mechanism of π-plasmons for optical properties of low dimensional carbon nano structures. A simple way to calculate the peak positions of UV-vis absorption spectra was pointed out and gave a good agreement with experimental data. In this work we analyze different schemas to calculate the UV-vis absorption peaks. A new parameter k which characterizes the dependence of schema on geometry and number of carbon sites is defined. As an example, the case of porphyrin was investigated.

Generalized Bogoliubov Polariton Model: An Application to Stock Exchange Market

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.

General autocatalytic theory and simple model of financial markets

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.

Simple grading model for financial markets

A simple way to estimate and grade a financial market by comparison the evolution process and the shape of distribution functions was proposed. In normal working state of financial market, the shape of distribution functions have one-peak form and change from Boltzmann-like to Gaussian-like distributions, while in risk moment might have two-peak form. The grad of financial markets was characterized by overlap area of initial and final distribution functions, and for risk degree by the separation between two shoulders of distribution function. The meaning of Levi tails of distribution and laws of general entropy and information was discussed.

The Two-Level Model on Absorption Spectra of Oxyhemo- and Neuroglobin

The absorption spectra of deoxyhemoglobin and oxyneuroglobin has been examined. The well-known two-level model has been used to study the absorption spectra. The model has been verified by experemental data for heomoglobin and neuroglobin, that gives good fittings. The discussion on the obtained results leads to further works

Thermodynamic Equivalent between Noninteracting Bose and Fermi Gas in Metallic Carbon Nanotubes

The equivalent between Bose and Fermi ideal gases is usually taken in high temperature limit only. Recently, there has been considerable interest in surprising thermodynamic “equivalences” between certain ideal Bose and spineless Fermi gas systems in lower temperature. In this work, we follow that idea to investigate the quasi onedimensional system of metallic carbon nanotubes. Due to the linear dispersion law, the non-interacting Bose and Fermi gases in metallic carbon nanotubes are equivalent. This equivalence could be applied to the gas systems of exciton photon (Bose particles) and electron hole (Fermi particles) in metallic carbon nanotubes.