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

DOI10.1142/S0129183108012777MaRDI QIDQ3545700zbMATH OpenFDO

Authors A. Krawiecki

Publication date 11 December 2008

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

Mathematics Subject Classification ID

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

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
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• Ising-correlated clusters in the Cont-Bouchaud stock market model

Cites work

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

Cited in

(6)

• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• Ising-correlated clusters in the Cont-Bouchaud stock market model
• Multi-scaling in the Cont-Bouchaud microscopic stock market model
• scientific article; zbMATH DE number 2196075 (Why is no real title available?)
• PRICE FORMATION BASED ON PARTICLE-CLUSTER AGGREGATION
• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS

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