Pages that link to "Item:Q5935277"
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The following pages link to Ising-correlated clusters in the Cont-Bouchaud stock market model (Q5935277):
Displaying 11 items.
- Self-organizing Ising model of financial markets (Q978853) (← links)
- Clusters of traders in financial markets (Q2056455) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL (Q3022066) (← links)
- FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS (Q3063617) (← links)
- STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS (Q3500253) (← links)
- A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises) (Q4643605) (← links)
- STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481) (← links)
- A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS (Q5324403) (← links)
- (Q5699370) (← links)
- Multi-scaling in the Cont-Bouchaud microscopic stock market model (Q5947856) (← links)