An Ising spin state explanation for financial asset allocation

DOI10.1016/J.PHYSA.2015.10.064MaRDI QIDQ1619094zbMATH OpenOpenAlexFDO

Authors Philip A. Horvath, Kelly R. Roos, Amit K. Sinha

Publication date 13 November 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2015.10.064

zbMATH Keywords

asset allocationinformationIsing modelrational agents

Mathematics Subject Classification ID

Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cites work

• Beitrag zur Theorie des Ferromagnetismus
• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• Equation of state calculations by fast computing machines
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• scientific article; zbMATH DE number 3084669 (Why is no real title available?)

Cited in

(2)

• Ising model of financial markets with many assets
• Modeling of the financial market using the two-dimensional anisotropic Ising model

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