Microscopic models, which resemble random magnetic systems, have been used recently in the literature for the description of financial markets. In the present work, a model with many interacting agents, similar to an Ising random magnet with infinite-range interactions, is investigated. The introduc
A dynamical stochastic coupled model for financial markets
✍ Scribed by T.E. Govindan; Carlos Ibarra-Valdez; J. Ruiz de Chávez
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 210 KB
- Volume
- 381
- Category
- Article
- ISSN
- 0378-4371
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