MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
From MaRDI portal
Publication:5706691
DOI10.1142/S0129183105007285zbMath1121.91363MaRDI QIDQ5706691
Publication date: 21 November 2005
Published in: International Journal of Modern Physics C (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0129183105007285
82B20: Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics
Related Items
Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics, Nonlinear scaling analysis approach of agent-based Potts financial dynamical model, STATISTICAL ANALYSIS BY STATISTICAL PHYSICS MODEL FOR THE STOCK MARKETS, Effect of boundary conditions on stochastic Ising-like financial market price model, Voter interacting systems applied to Chinese stock markets, Fluctuations of stock price model by statistical physics systems, Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model, Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump, Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice, Dynamic dipole and quadrupole phase transitions in the kinetic spin-\(3/2\) model, FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS
Cites Work
- Random economies with many interacting agents
- Stochastic resonance as a model for financial market crashes and bubbles
- Volatility clustering in agent based market models
- A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES
- AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS