کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5102847 1480091 2017 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Modeling of the financial market using the two-dimensional anisotropic Ising model
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Modeling of the financial market using the two-dimensional anisotropic Ising model
چکیده انگلیسی
We have used the two-dimensional classical anisotropic Ising model in an external field and with an ion single anisotropy term as a mathematical model for the price dynamics of the financial market. The model presented allows us to test within the same framework the comparative explanatory power of rational agents versus irrational agents with respect to the facts of financial markets. We have obtained the mean price in terms of the strong of the site anisotropy term Δ which reinforces the sensitivity of the agent's sentiment to external news.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 482, 15 September 2017, Pages 544-551
نویسندگان
,