Effect of boundary conditions on stochastic Ising-like financial market price model

DOI10.1186/1687-2770-2012-9zbMath1273.35274OpenAlexW2106341890WikidataQ59290461 ScholiaQ59290461MaRDI QIDQ361643

Jun Wang, Wen Fang

Publication date: 29 August 2013

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-2770-2012-9

zbMATH Keywords

stock marketboundary conditionfinancial time seriesstatistical analysisstochastic Ising-like spin model

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Heterogeneous agent models (91B69)

Related Items (3)

Linking market interaction intensity of 3D Ising type financial model with market volatility ⋮ Nonlinear scaling analysis approach of agent-based Potts financial dynamical model ⋮ Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems

Cites Work

• Fluctuations of stock price model by statistical physics systems
• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS

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