JOINT ICTP/SISSA STATISTICAL PHYSICS SEMINAR: "Generating Functional Analysis of an Interacting Geometric Brownian Motion for Stock Market Dynamics "
Starts 21 Apr 2009 13:30
Ends 21 Apr 2009 20:00
Central European Time
Leonardo da Vinci Building Seminar Room
Strada Costiera, 11
I - 34151 Trieste (Italy)
In this talk I will discuss a minimal interacting generalisation of the geometric Brownian motion model be formally equivalent to a model describing the dynamics of networks of analogue neurons. Using the Generating Functional formalism, I will show how one can solve for the steady state solutions in a non-trivial and interesting regime