An Ising spin state explanation for financial asset allocation

DOI10.1016/J.PHYSA.2015.10.064zbMath1400.91682OpenAlexW1858829122MaRDI QIDQ1619094

Philip A. Horvath, Kelly R. Roos, Amit K. Sinha

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.10.064

zbMATH Keywords

informationIsing modelasset allocationrational agents

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Beitrag zur Theorie des Ferromagnetismus
• Equation of State Calculations by Fast Computing Machines

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