Ising-correlated clusters in the Cont-Bouchaud stock market model

DOI10.1016/S0378-4371(01)00118-2zbMath0978.91025WikidataQ126339395 ScholiaQ126339395MaRDI QIDQ5935277

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Publication date: 21 June 2001

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

zbMATH Keywords

market fluctuationsparallel spin clusterstrader groups

Mathematics Subject Classification ID

Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality ⋮ STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS ⋮ ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL ⋮ FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS

Cites Work

• Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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