English

Bornholdt's spin model of a market dynamics in high dimensions

Statistical Mechanics 2009-11-07 v1

Abstract

We present results of an extension of the market model introduced by Bornholdt to high dimensions. Three and four dimensions are shown to behave similar to two, for suitable parameters.

Keywords

Cite

@article{arxiv.cond-mat/0110279,
  title  = {Bornholdt's spin model of a market dynamics in high dimensions},
  author = {Takuya Yamano},
  journal= {arXiv preprint arXiv:cond-mat/0110279},
  year   = {2009}
}

Comments

For Int. J. Mod. Phys. C 13, No. 1 (2002) with five figures