Criticality and punctuated equilibrium in a spin system model of a financial market

DOI10.1016/S0960-0779(99)00048-XzbMath1069.91578arXivadap-org/9911004MaRDI QIDQ1574146

A. Ponzi, Yoji Aizawa

Publication date: 2000

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/adap-org/9911004

Mathematics Subject Classification ID

Related Items (3)

Division of labor as the result of phase transition ⋮ Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues ⋮ A fractional version of the Merton model.

Cites Work

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• On the unstable behaviour of stock exchanges
• Artificial economic life: A simple model of a stockmarket
• Self-organized criticality
• Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness

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