Bornholdt's spin model of a market dynamics in high dimensions

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.

For Int. J. Mod. Phys. C 13, No. 1 (2002) with five figures

References in corpus (2)

• Expectation bubbles in a spin model of markets: Intermittency from frustration across scales
• Long-Time Fluctuations in a Dynamical Model of Stock Market Indices

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