Properties of a renewal process approximation for a spin market model

Simple item page
dc.creatorBadshah, Muffasir
dc.creatorBoyer, Robert
dc.creatorTheodosopoulos, Ted
dc.date2005-01-16
dc.date.accessioned2026-07-07T05:16:07Z
dc.date.available2026-07-07T05:16:07Z
dc.descriptionIn this short note we investigate the natur of the phase transitions in a spin market model as a function of the interaction strength between local and global effects. We find that the stochastic dynamics of this stylized market model exhibit a periodicity whose dependence on the coupling constant in the Ising-like Hamiltonian is robust to changes in the temperature and the size of the market.
dc.description4 pages, 6 figures, submitted to the 4th International Workshop on Computational Intelligence in Economics and Finance, 2005
dc.identifierhttps://arxiv.org/abs/math/0501248
dc.identifierhttp://arxiv.org/abs/math/0501248
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73867
dc.subjectProbability
dc.subject62P05; 91B26; 60K35
dc.titleProperties of a renewal process approximation for a spin market model
dc.typetext

Files

Collections

arXiv