23 citations · 48 across the 8 of their papers we have counts for
8 papers
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…
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…
Persistence and the Random Bond Ising Model in Two Dimensions
S. Jain, H. Flynn
We study the zero-temperature persistence phenomenon in the random bond Ising model on a square lattice via extensive numerical simulations. We find strong evidence for ` b…
Financial Markets and Persistence
S. Jain, P. Buckley
Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) ont…
On the truncation of the harmonic oscillator wavepacket
L Rebollo-Neira, S Jain
We present an interesting result regarding the implication of truncating the wavepacket of the harmonic oscillator. We show that disregarding the non-significant tails of a functio…
Scaling and Persistence in the Two-Dimensional Ising Model
S. Jain, H. Flynn
The spatial distribution of persistent spins at zero-temperature in the pure two-dimensional Ising model is investigated numerically. A persistence correlation length, $ξ(t)\sim t^…