The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets

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In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the connection between the financial discontinuities (herd behavior, bubbles, crashes) and "critical points" in physical of phase transitions due to cooperative effects. For this purpose there are investigated 1/2 and 3/2 Ising like spin models which involve one or more macroscopical order parameters, which can have nonanlitical behavior in the critical domain.
6 pages, 3 figures

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Statistical Mechanics

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http://salesiana.dossiersoluciones.com/handle/123456789/16916

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0010318
 http://arxiv.org/abs/cond-mat/0010318

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arXiv