Kaizoji, Taisei - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 109-113
In this paper we present an interacting-agent model of stock markets. We describe a stock market through an Ising-like model in order to formulate the tendency of traders to be influenced by the other traders’ investment attitudes [Kaizoji, Physica A 287 (2000) 493], and formulate the...