Issue 6, 2015
R e g u l a r p a p e r s
Theoretical and mathematical physics
Non-equilibrium macroscopic dynamics of the stock market as a thermodynamic system type
Non-equilibrium macroscopic dynamics of the stock market as a thermodynamic system type
A.V. Dmitriev, N.V. Markov
Memoirs of the Faculty of Physics 2015. N 6.
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.
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