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The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets

Dorina Andru Vangheli·Gheorghe Ardelean
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Abstract

In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the connection between the financial discontinuities (herd behavior, bubbles, crashes) and "critical points" in physical of phase transitions due to cooperative effects. For this purpose there are investigated 1/2 and 3/2 Ising like spin models which involve one or more macroscopical order parameters, which can have nonanlitical behavior in the critical domain.

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Dorina Andru Vangheli, Gheorghe Ardelean. 2000-10-20. The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets. https://arxiv.org/abs/cond-mat/0010318

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