• 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