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

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dc.creatorVangheli, Dorina Andru
dc.creatorArdelean, Gheorghe
dc.date2000-10-20
dc.date.accessioned2026-07-07T02:39:05Z
dc.date.available2026-07-07T02:39:05Z
dc.descriptionIn 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.
dc.description6 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0010318
dc.identifierhttp://arxiv.org/abs/cond-mat/0010318
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/16916
dc.subjectStatistical Mechanics
dc.titleThe Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets
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