Ising model of financial markets with many assets
type: Item
instance of: scholarly article
title: Ising model of financial markets with many assets
zbMATH Open document ID: 1400.91677
author: R. Smith
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B80
Mathematics Subject Classification ID: 82C20
zbMATH DE Number: 6978409
zbMATH Keywords: econophysics
zbMATH Keywords: financial markets
zbMATH Keywords: Ising model
MaRDI profile type: Publication
full work available at URL: j.physa.2016.06.045
OpenAlex ID: W2442223065
cites work: VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
cites work: On the probability distribution of stock returns in the Mike-Farmer model
cites work: Empirical properties of asset returns: stylized facts and statistical issues
cites work: Quantifying the dynamics of financial correlations
cites work: Self-organizing Ising model of financial markets
cites work: Q3400731
DOI: 10.1016/J.PHYSA.2016.06.045
description: scientific article; zbMATH DE number 6978409