Annotation
The work deals with the obtaining and analysis of model of non-equilibrium macroscopic dynamics of the stock market as a thermodynamic type system. We obtained a three-dimensional dynamic system, describing the most important processes occurring in the stock market - the formation of equilibrium prices and the emergence of dynamic chaos. The dynamic variables of the system are the ask anв bid prices.
Received: 2015 November 26
Approved: 2016 January 20
PACS:
89.65.-s Social and economic systems
© 2016 Publisher M.V.Lomonosov Moscow State University
Authors
A.V. Dmitriev, N.V. Markov
Moscow 105187, Russia, Kirpichnaya Str., 33
Moscow 105187, Russia, Kirpichnaya Str., 33
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