Title of article :
Ising-correlated clusters in the Cont-Bouchaud stock market model
Author/Authors :
L. R. da Silva، نويسنده , , D. Stauffer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
4
From page :
235
To page :
238
Abstract :
Clusters of parallel spins in the square-lattice Ising model are defined as groups of traders acting together on the Cont-Bouchaud stock market model. As in the random percolation case, we see a crossover from a power-law behaviour to a more Gaussian distribution for the market fluctuations.
Journal title :
Physica A Statistical Mechanics and its Applications
Serial Year :
2001
Journal title :
Physica A Statistical Mechanics and its Applications
Record number :
867117
Link To Document :
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