Showing 1 - 4 of 4
Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) onto Ising spins. By following the time dependence of the spins, we find evidence for power law decay of the proportion...
Persistent link: https://www.econbiz.de/10005098558
We study the persistence phenomenon in a socio-econo dynamics model using computer simulations at a finite temperature on hypercubic lattices in dimensions up to 5. The model includes a ` social\rq local field which contains the magnetization at time $t$. The nearest neighbour quenched...
Persistent link: https://www.econbiz.de/10005098773
The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is applied to historical end of day data from the Japanese stock market during 2002. By studying...
Persistent link: https://www.econbiz.de/10005099118
We study the persistence phenomenon in a socio-econo dynamics model using computer simulations at a finite temperature on hypercubic lattices in dimensions up to 5. The model includes a ` social\rq local field which contains the magnetization at time $t$. The nearest neighbour quenched...
Persistent link: https://www.econbiz.de/10005083536