EKONOFIZIKA: FIZIKA QONUNLARI ASOSIDA MOLIYAVIY BOZORLARNI MODELLASHTIRISH
Keywords:
Kalit so‘zlar: ekonofizika, moliyaviy bozorlar, fraktal tahlil, Hurst ko‘rsatkichi, Leyvi fligt, to‘lqinli paketlar, kvant ekonofizikasi, spin modellari, Toshkent fond birjasi.Abstract
Annotatsiya: Mazkur ilmiy maqolada ekonofizikaning asosiy tushunchalari va
fizika qonunlari asosida moliyaviy bozorlarni modellashtirish usullari tizimli ravishda
yoritilgan. Statistik fizika (Gibbs taqsimoti, entropiya, spin modellari), fraktal tahlil
(Hurst ko‘rsatkichi, fraktal o‘lcham, ko‘p fraktallar), to‘lqinli paketlar, Leyvi fligtlar,
kvant ekonofizikasi (kvant garmonik ossillyator, Shredinger tenglamasi) va agent
asosidagi modellar batafsil tahlil qilingan. Moliyaviy bozorlarning ekonofizik
xususiyatlari — masshtab invarianlik, o‘z-o‘ziga o‘xshashlik, og‘ir quyruqlilik,
volatillik klasterlashuvi, xotira effekti — o‘rganilgan. Toshkent fond birjasi
ma’lumotlari asosida fraktal tahlil natijalari va ekonofizik modellarni qo‘llash
imkoniyatlari baholangan. Maqola ilmiy tadqiqotchilar, moliyaviy tahlilchilar va
fizika-iqtisodiyot interdisiplinar sohasiga qiziquvchilar uchun mo‘ljallangan.
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