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cond-mat.dis-nn2000★ 1 cited
A macroscopically frustrated Ising model
M. Pasquini, M. Serva
A disordered spin glass model where both static and dynamical properties depend on macroscopic magnetizations is presented. These magnetizations interact via random couplings and,…
cond-mat.dis-nn2000
Moving averages and markets inefficiency
R. Baviera, M. Pasquini, J. Raboanary +1
We introduce a stochastic price model where, together with a random component, a moving average of logarithmic prices contributes to the price formation. Our model is tested agains…