The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets

Details The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets

2000-10-20

arxiv.org/abs/cond-mat/0010318v1

Physics

Condensed Matter

Statistical Mechanics

6 pages, 3 figures

Scientific paper

In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the connection between the financial discontinuities (herd behavior, bubbles, crashes) and "critical points" in physical of phase transitions due to cooperative effects. For this purpose there are investigated 1/2 and 3/2 Ising like spin models which involve one or more macroscopical order parameters, which can have nonanlitical behavior in the critical domain.

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