Persistence and financial markets
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S. Jain
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Article
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2007
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Elsevier Science
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English
โ 176 KB
The persistence phenomenon is studied in a financial context by using a novel mapping of the time evolution of the values of shares in a portfolio onto Ising spins. The method is applied to historical data from the London Financial Times Stock Exchange 100 index (FTSE 100) over an arbitrarily chosen