Financial price dynamics and phase transitions in the stock markets

ABSTRACT: Price dynamics in stock market is modelled by a statistical physics systems: Ising model. A comparative analysis of the historical dynamics of stock returns between the US, UK, and French markets is given. Since the Ising model requires binary inputs, the effect of binarization is studied....

Descripción completa

Detalles Bibliográficos
Autores principales: Zhang, Ditian, Zhuang, Yangyang, Tang, Pan, Peng, Hongjuan, Han, Qingying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Regular Article - Statistical and Nonlinear Physics
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10032273/
https://www.ncbi.nlm.nih.gov/pubmed/36974335
http://dx.doi.org/10.1140/epjb/s10051-023-00501-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10032273/
https://www.ncbi.nlm.nih.gov/pubmed/36974335
http://dx.doi.org/10.1140/epjb/s10051-023-00501-6

Ejemplares similares