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.

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Bibliographic Details
Published in:	Physica A Vol. 294; no. 1; pp. 235 - 238
Main Authors:	da Silva, L.R, Stauffer, D
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01-05-2001
Subjects:	Cont-Bouchaud stock market model Financial markets Market organization Percolation Random graphs Cont-Bouchaud stock market model Percolation Financial markets Random graphs Market organization
Online Access:	Get full text
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Description
Summary:	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.
ISSN:	0378-4371 1873-2119
DOI:	10.1016/S0378-4371(01)00118-2