Ising-correlated clusters in the Cont-Bouchaud stock market model

Authors
da Silva, LR Stauffer, D
Citation
Lr. Da Silva et D. Stauffer, Ising-correlated clusters in the Cont-Bouchaud stock market model, PHYSICA A, 294(1-2), 2001, pp. 235-238
Citations number
12
Categorie Soggetti
Physics
Journal title
PHYSICA A
ISSN journal
03784371 → ACNP
Volume
294
Issue
1-2
Year of publication
2001
Pages
235 - 238
Database
ISI
SICI code
0378-4371(20010501)294:1-2<235:ICITCS>2.0.ZU;2-S
Abstract
Clusters of parallel spins in the square-lattice Ising model are defined as groups of traders acting together on the Cont-Bouchaud stock market model. As in the random percolation case, we see a crossover from a power-law beh aviour to a more Gaussian distribution for the market fluctuations. (C) 200 1 Published by Elsevier Science B.V.