name
Lebedeva Tatiana Sergeevna
Scholastic degree
•
Academic rank
—
Honorary rank
—
Organization, job position
• Saint-Petersburg State University
Research interests
Статистическая физика, нуклеация, математическое моделирование экономических процессов
Web site url
t.podguzova@spbu.ru, tpodguzova@mail.ru
Current rating (overall rating of articles)
0
TOP5 co-authors
Articles count: 1
Сформировать список работ, опубликованных в Научном журнале КубГАУ
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STOCHASTIC DYNAMICS OF PRICES IN A MODEL OF FINANCIAL MARKET WITH DIFFERENT TYPES OF NOISE TRADERS
DescriptionIn the present study, the calculations of price dynamics are made in the model of a financial market consisting of fundamentalist and noise traders. Numerical calculations are carried out in accordance with the full Walrasian dynamic price adjustment rule. To describe fluctuations in the number of optimistic and pessimistic noise traders, a seminal stochastic Kirman’s ant model (reducible to a Markov chain) is used, as well as its modification with different scaling properties of the parameter controlling the strength of herding behavior of noise agents