Search Results - subject:"Ising Model"

Recent Trends and Developments in Econophysics

Argyrakis, Panos (contributor) - 2024

The current Special Issue brought out the newest trends in Econophysics that have made use of the most recent available tools, such as Big Data. The emphasis of the reprint is on deciphering the effects of current world events, such as the repercussions of the recent war conflicts, the oil and...

Persistent link: https://www.econbiz.de/10015324883

Dynamisches Spin-Modell für Finanzmärkte mit korrelierten Ertragszeitreihen

Eckrot, Alexander - 2018

Persistent link: https://www.econbiz.de/10012164716

A generalized 2D-dynamical mean-field Ising model with a rich set of bifurcations (inspired and applied to financial crises)

Smug, Damian; Sornette, Didier; Ashwin, Peter - 2017

We analyse an extended version of the dynamical mean-ﬁeld Ising model. Instead of classical physical representation of …

Persistent link: https://www.econbiz.de/10011865581

Herding, minority game, market clearing and efficient markets in a simple spin model framework

Kristoufek, Ladislav; Vošvrda, Miloslav S. - 2016

We present a novel approach towards the financial Ising model. Most studies utilize the model to find settings which … dynamics of the efficient market in the view of the efficient market hypothesis. Working with the Ising model, we are able to … simulation study, we offer a new interpretation of the Ising model parameters via inverse temperature and entropy. We show that …

Persistent link: https://www.econbiz.de/10011675945

Herding, minority game, market clearing and efficient markets in a simple spin model framework

Kristoufek, Ladislav; Vošvrda, Miloslav S. - 2016

Persistent link: https://www.econbiz.de/10011616211

Social networks and macroeconomic stability

Chen, Shu-Heng; Chang, Chia-Ling; Wen, Ming-Chang - In: Economics: The Open-Access, Open-Assessment E-Journal 8 (2014) 2014-16, pp. 1-40

In this paper, the effect of the social network on macroeconomic stability is examined using an agent-based, network-based DSGE (dynamic stochastic general equilibrium) model. While the authors' primitive (first-stage) examination has the network generation mechanism as its main focus, their...

Persistent link: https://www.econbiz.de/10010335665

Systemic losses due to counterparty risk in a stylized banking system

Birch, Annika; Aste, Tomaso - London School of Economics (LSE) - 2014

We report a study of a stylized banking cascade model investigating systemic risk caused by counterparty failure using liabilities and assets to define banks' balance sheet. In our stylized system, banks can be in two states: normally operating or distressed and the state of a bank changes from...

Persistent link: https://www.econbiz.de/10011125937

Income tax evasion dynamics: Evidence from an agent-based econophysics model

Pickhardt, Michael; Seibold, Goetz - 2011

We analyze income tax evasion dynamics in a standard model of statistical mechanics, the Ising model of ferromagnetism …. However, in contrast to previous research, we use an inhomogeneous multi-dimensional Ising model where the local degrees of …

Persistent link: https://www.econbiz.de/10010307606

Income tax evasion dynamics: Evidence from an agent-based econophysics model

Pickhardt, Michael; Seibold, Goetz - Centrum für angewandte Wirtschaftsforschung, … - 2011

Persistent link: https://www.econbiz.de/10009385885

Income Tax Evasion Dynamics: Evidence from an Agent-based Econophysics Model

Pickhardt, Michael; Seibold, Goetz - Institut für Siedlungs- und Wohnungswesen, …

We analyze income tax evasion dynamics in a standard model of statistical me- chanics, the Ising model of … ferromagnetism. However, in contrast to previous re- search, we use an inhomogeneous multi-dimensional Ising model where the local …

Persistent link: https://www.econbiz.de/10010533619