Ising model as a model of multi-agent based financial market
guava.physics.uiuc.edu/~nigel/courses/563/Essays_2005/PDF/wu1.pdf
Critical Ising Model and Financial Market
arxiv.org › cond-mat
by T Inagaki - 2004 - Cited by 1 - Related articles
Feb 20, 2004 - Abstract: We investigate Ising model description of dynamics of stock price. The model is defined in near 2 dimensions, one dimension is time ...Ising Model in Finance - IES
ies.fsv.cuni.cz/default/file/download/id/20696
Dynamics of price and trading volume in a spin model of stock ...
www.itp.uni-bremen.de/complex/pdf/physa16441.pdf
by T Kaizojia - 2002 - Cited by 81 - Related articles
by the Ising model has been proposed recently [6], in order to simulate the dynamics ... the stock price movements over short periods, such as one day.The Ising Model « Orpheus Capitals
orpheus.asia/2011/09/16/the-ising-model/
Modeling of Stock Crashes in Analogy with Phase Transitions
www-f1.ijs.si/~rudi/sola/stocksem.ps
The Statistical Mechanics of Financial Markets
books.google.com/books?isbn=354026289X
Johannes Voit - 2006 - Business & Economics
Parallels to the Ising or Potts models of Statistical Physics resurface! ... derived from the random coin tossing looks remarkably like a normal stock price chart and ...Table of Contents for Sornette, D.,: Why Stock Markets Crash ...
press.princeton.edu/TOCs/c7341.html
by D Sornette - Cited by 711 - Related articles
Table of Contents for Why Stock Markets Crash: Critical Events in Complex Financial Systems by Sornette, D.,, ... The Ising Model of Cooperative Behavior 122Stock Markets as Evolving Complex Systems. Simulations and ...
duepublico.uni-duisburg-essen.de/servlets/.../Complex_systems.pdf
by HJ Holtrup - 2007 - Related articles
7.4 A new Ising Model with heterogenous Traders and Information. Inflow . ..... time span of more than one hundred years of stock price history, one has to.Understanding the complex dynamics of stock markets through ...
www.science.uva.nl/~kandhai/CAPaper.pdf
by G Qiu - Cited by 21 - Related articles
Within this model, a stock market is represented by a two-dimensional lattice, of which each vertex stands ... Heavy-tailed return distributions due to large price vari- ations can be .... Similar to the process of a random Ising model, traders within ...
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