Spin Glass Model of Operational Risk
AbstractWe analyze operational risk in terms of a spin glass model. Several regimes are investigated, as a functions of the parameters that characterize the dynamics. The system is found to be robust against variations of these parameters. We unveil the presence of limit cycles and scrutinize the features of the asymptotic state.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1002.3560.
Date of creation: Feb 2010
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Web page: http://arxiv.org/
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