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Preprint
Properties of a renewal process approximation for a spin market model
16 Jan 2005
Abstract
In this short note we investigate the natur of the phase transitions in a
spin market model as a function of the interaction strength between local and
global effects. We find that the stochastic dynamics of this stylized market
model exhibit a periodicity whose dependence on the coupling constant in the
Ising-like Hamiltonian is robust to changes in the temperature and the size of
the market.
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Details
- Title
- Properties of a renewal process approximation for a spin market model
- Creators
- Muffasir BadshahRobert BoyerTed Theodosopoulos
- Resource Type
- Preprint
- Language
- English
- Academic Unit
- Mathematics
- Other Identifier
- 991020638502704721