27 citations · 53 across the 3 of their papers we have counts for
3 papers
physics.soc-ph2012★ 23 cited
Mean-field-like behavior of the generalized voter-model-class kinetic Ising model
Sebastian M. Krause, Philipp Böttcher, Stefan Bornholdt
We analyze a kinetic Ising model with suppressed bulk noise which is a prominent representative of the generalized voter model phase transition. On the one hand we discuss the mode…
physics.soc-ph2012★ 27 cited
Opinion formation model for markets with a social temperature and fear
Sebastian M. Krause, Stefan Bornholdt
In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a f…
q-fin.PR2011★ 3 cited
Spin models as microfoundation of macroscopic financial market models
Sebastian M. Krause, Stefan Bornholdt
Macroscopic price evolution models are commonly used for investment strategies. There are first promising achievements in defining microscopic agent based models for the same purpo…