A spin model for the dynamical behavior of the financial market
A semi-empirical statistical physics model for the dynamical behavior of stock prices in Sri Lankan financial market was analyzed. In this model, the time evolution of a collective set of stock prices was analyzed using the Hamiltonian of a nearest neighbor Ising model. Monte Carlo simulations were performed and resultant stylized features of the corresponding system were discussed.
- There are currently no refbacks.
Ruhuna Journal of Science by University of Ruhuna is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Print ISSN: 1800-279X (Before 2014)