A q-spin Potts model of markets: gain-loss asymmetry in stock indices as an emergent phenomenon

DOI10.1016/J.PHYSA.2021.126565OpenAlexW3210276323MaRDI QIDQ2668310

Stefan Bornholdt

Publication date: 3 March 2022

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

Full work available at URL: https://arxiv.org/abs/2112.06290

zbMATH Keywords

Potts modelself-organizationemergenceeconophysicsgain-loss-asymmetryspin market model

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
• Equilibrium pricing in an order book environment: case study for a spin model
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• Inverse statistics in economics: the gain-loss asymmetry
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality
• Herding, minority game, market clearing and efficient markets in a simple spin model framework
• A biased review of sociophysics
• Synchronization model for stock market asymmetry
• Time-Dependent Statistics of the Ising Model

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