A spin model for the dynamical behavior of the financial market

P. K. C. Malmini Ranasinghe


A semi-empirical statistical physics model for the dynamical behavior of stock prices in Sri Lankan financial market was analyzed. In this model, the time evolution of a collective set of stock prices was analyzed using the Hamiltonian of a nearest neighbor Ising model. Monte Carlo simulations were performed and resultant stylized features of the corresponding system were discussed.

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