Stochastic resonance as a model for financial market crashes and bubbles

DOI10.1016/S0378-4371(02)01375-4zbMath1005.91053MaRDI QIDQ1852545

A. Krawiecki, Janusz A. Hołyst

Publication date: 6 January 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

long-range interactions; Ising model; thermal-bath dynamics

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B70: Stochastic models in economics

91B26: Auctions, bargaining, bidding and selling, and other market models

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