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Bornholdt'S Spin Model Of A Market Dynamics In High Dimensions

Author

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  • TAKUYA YAMANO

    (Institute for Theoretical Physics, Cologne University, D-50923 Köln, Euroland)

Abstract

We present results of an extension of the market model introduced by Bornholdt to high dimensions. Three and four dimensions are shown to behave similar to two, for suitable parameters.

Suggested Citation

  • Takuya Yamano, 2002. "Bornholdt'S Spin Model Of A Market Dynamics In High Dimensions," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 89-96.
    • Handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:01:n:s0129183102002961
    DOI: 10.1142/S0129183102002961
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    Citations

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    Cited by:

    1. Tetsuya Takaishi, 2016. "Dynamical cross-correlation of multiple time series Ising model," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 455-468, December.
    2. Stefan Bornholdt, 2021. "A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon," Papers 2112.06290, arXiv.org.
    3. Bornholdt, Stefan, 2022. "A q-spin Potts model of markets: Gain–loss asymmetry in stock indices as an emergent phenomenon," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).

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