2 papers
q-fin.ST2008
Double Power Law Decay of the Persistence in Financial Markets
S. Jain, T. Yamano
The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising…
physics.soc-ph2006
Persistence in Random Bond Ising Models of a Socio-Econo Dynamics in High Dimensions
S. Jain, T. Yamano
We study the persistence phenomenon in a socio-econo dynamics model using computer simulations at a finite temperature on hypercubic lattices in dimensions up to 5. The model inclu…