Critical Ising Model and Financial Market

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dc.creatorInagaki, Takeshi
dc.date2004-02-20
dc.date2004-02-22
dc.date.accessioned2026-07-07T12:06:53Z
dc.date.available2026-07-07T12:06:53Z
dc.descriptionWe investigate Ising model description of dynamics of stock price. The model is defined in near 2 dimensions, one dimension is time and another represents ensemble of stocks, and strength of response of investors to price change corresponds to inverse temperature of the system. At critical temperature, infinitely long correlation among number of trades along time is observed and power-law tail in distribution of price fluctuation appears.
dc.description5 pages, no figure
dc.identifierhttps://arxiv.org/abs/cond-mat/0402511
dc.identifierhttp://arxiv.org/abs/cond-mat/0402511
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208788
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleCritical Ising Model and Financial Market
dc.typetext

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