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Intermittency and percolating character of the large scale fractal structure in the turbulent conditions of control of financial operations


M.E. Beglaryan - Ph.D. (Phys.-Math.), Associate Professor, Head of the Department of the Humanities, Social and Scientific Studies, North Caucasus Branch of the Federal State Budgetary Educational Institution of Higher Education «Russian State University of Justice» (Krasnodar city)

It is known that empiric distribution p(DS) of day to day change of the index Standard&Poor (S&P500) is remarkably stable and has power configuration.
In the whole it is shown, that the existence of power laws of the distribution of expectations in the nature changes traditional con-ceptualization about reliability and risk. The nature of power laws of the distribution (and ultimately the catastrophes ) is connected with the strong correlation of the happening events, whose statistics by the asymptomatic increase of the number of tries does not coincide essentially with the Gauss distribution contrary to the expectations, i.e. it does not comply with the central limit theorem. That is why further the subject about possibility to control the properties of such critical systems is studied. Under «control» the influence on the values of the exponent of the distribution is understood, where the values determine the thing to what degree the complicated system is catastrophic.
We take an integrated income in dollars (USD) as the analog of incompressible fluid. The income flow is compared according to the fluid flow. Like all incompressible fluids the flow has a constant density, which value is equal the value of the nominal interest rate.
That way we will deal with and study the virtual income flow, for which the start field of a large scale speed or, in other words, the variation field of medium flow speed throughout the ground scale of turbulence is specified.
The control of critical systems is connected with a new paradigm forming today, so called complication paradigm, which is an integral basis of one of the fastest developing branches of nonlinear dynamics – the theory of self-organized criticality.

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