Similar Search Results

Predictable markets? A news-driven model of the stock market

Gusev, Maxim; Kroujiline, Dimitri; Govorkov, Boris; … - Volkswirtschaftliche Fakultät, … - 2014

We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and...

Persistent link: https://www.econbiz.de/10011108097

A mathematical approach to universality in two dimensions

Spencer, Thomas - In: Physica A: Statistical Mechanics and its Applications 279 (2000) 1, pp. 250-259

Persistent link: https://www.econbiz.de/10010873684

The phase diagram of a bilayer Ising model

Sloutskin, E.; Gitterman, M. - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 337-350

The phase diagram of a quasi-2D two-layer Ising lattice, with a variable inter-layer interaction parameter, is … the 2D-Ising universality class, for any given value of the inter-layer interaction. The phase diagram is verified by …

Persistent link: https://www.econbiz.de/10010873704

Lack of self-averaging in random systems—Liability or asset?

Efrat, Avishay; Schwartz, Moshe - In: Physica A: Statistical Mechanics and its Applications 414 (2014) C, pp. 137-142

ferromagnetic phase of the random field Ising system and compare the findings with more traditional measures. …

Persistent link: https://www.econbiz.de/10011057983

±J Ising model on Archimedean (4,82) lattices

Vogel, E.E.; Valdés, J.F.; Lebrecht, W. - In: Physica A: Statistical Mechanics and its Applications 371 (2006) 1, pp. 150-154

We report results on ground state properties for a ±J Ising model defined on the Archimedean (4,82) lattice. The …

Persistent link: https://www.econbiz.de/10011058108

±J Ising model on Dice lattices

Valdés, J.F.; Lebrecht, W.; Vogel, E.E. - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 2, pp. 551-557

We report the main results on ground state properties for a ±J Ising model defined on a Dice lattice. The sublattice …

Persistent link: https://www.econbiz.de/10011059382

Plaquette distributions for ±J Ising lattices

Lebrecht, W.; Vogel, E.E.; Cartes, J.; Valdés, J.F. - In: Physica A: Statistical Mechanics and its Applications 342 (2004) 1, pp. 90-96

Physical magnitudes of ±J Ising systems are determined by their topological properties which depend on the number of …

Persistent link: https://www.econbiz.de/10011059655

Three-state majority-vote model on square lattice

Lima, F.W.S. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1753-1758

obtained results fall into the universality class of the equilibrium Ising model on a square lattice. In this work, we …/2 Ising model and also agree with majority-vote model proposed for M.J. Oliveira (1992). The exponent ratio obtained for our …

Persistent link: https://www.econbiz.de/10011061830

A Bayesian analysis of Monte Carlo correlation times for the two-dimensional Ising model

Arjunwadkar, Mihir; Fasnacht, Marc; Kadane, Joseph B.; … - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 487-503

two-dimensional Ising model to determine the value of the dynamical critical exponent. We demonstrate the crucial role …

Persistent link: https://www.econbiz.de/10011062273

Frustration in mixed two-dimensional ±J Ising lattices

Lebrecht, W.; Valdés, J.F.; Vogel, E.E. - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 466-486

Method of the sublattice previously introduced for homogeneous lattices is adapted here to characterize ground state properties of two inhomogeneous lattices: Kagomé lattice with coordination 4 and Five-points-star lattice with coordination 5. A representative cell must be chosen in each case...

Persistent link: https://www.econbiz.de/10011062615