论文信息 - Ising-correlated clusters in the Cont-Bouchaud stock market model

Ising-correlated clusters in the Cont-Bouchaud stock market model

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.

D Stauffer | L. R. da Silva

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