MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING ON REGULAR AND SMALL-WORLD LATTICES

DOI10.1142/S0129183108012777zbMATH Open1153.91427MaRDI QIDQ3545700FDOQ3545700

Authors: A. Krawiecki 

Publication date: 11 December 2008

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Recommendations

• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
• STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS
• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• PRICE FORMATION BASED ON PARTICLE-CLUSTER AGGREGATION
• Ising-correlated clusters in the Cont-Bouchaud stock market model

Mathematics Subject Classification ID

Cellular automata (computational aspects) (68Q80) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Statistical mechanics of complex networks
• Collective dynamics of `small-world' networks
• AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS
• Volatility clustering in agent based market models

Cited In (6)

• Ising-correlated clusters in the Cont-Bouchaud stock market model
• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• Multi-scaling in the Cont-Bouchaud microscopic stock market model
• Title not available (Why is that?)
• PRICE FORMATION BASED ON PARTICLE-CLUSTER AGGREGATION
• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS

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