IDEAS home Printed from https://ideas.repec.org/a/wsi/ijmpcx/v13y2002i01ns0129183102002961.html
   My bibliography  Save this article

Bornholdt'S Spin Model Of A Market Dynamics In High Dimensions

Author

Listed:
  • TAKUYA YAMANO

    (Institute for Theoretical Physics, Cologne University, D-50923 Köln, Euroland)

Abstract

We present results of an extension of the market model introduced by Bornholdt to high dimensions. Three and four dimensions are shown to behave similar to two, for suitable parameters.

Suggested Citation

  • Takuya Yamano, 2002. "Bornholdt'S Spin Model Of A Market Dynamics In High Dimensions," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 89-96.
  • Handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:01:n:s0129183102002961
    DOI: 10.1142/S0129183102002961
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S0129183102002961
    Download Restriction: Access to full text is restricted to subscribers

    File URL: https://libkey.io/10.1142/S0129183102002961?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tetsuya Takaishi, 2016. "Dynamical cross-correlation of multiple time series Ising model," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 455-468, December.
    2. Bornholdt, Stefan, 2022. "A q-spin Potts model of markets: Gain–loss asymmetry in stock indices as an emergent phenomenon," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
    3. Stefan Bornholdt, 2021. "A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon," Papers 2112.06290, arXiv.org.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:ijmpcx:v:13:y:2002:i:01:n:s0129183102002961. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/ijmpc/ijmpc.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.