Related papers: Statistical pairwise interaction model of stock ma…
A powerful existing technique for evaluating statistical mechanical quantities in two-dimensional Ising models is based on constructing a matrix representing the nearest neighbor spin couplings and then evaluating the Pfaffian of the…
This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…
Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…
Binary random variables are the building blocks used to describe a large variety of systems, from magnetic spins to financial time series and neuron activity. In Statistical Physics the Kinetic Ising Model has been introduced to describe…
We study the behavior of droplets for two dimensional Ising spin glasses with Gaussian interactions. We use an exact matching algorithm which enables study of systems with linear dimension L up to 240, which is larger than is possible with…
Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is…
Alignment is a social phenomenon wherein individuals share a common goal or perspective. Mirroring, or mimicking the behaviors and opinions of another individual, is one mechanism by which individuals can become aligned. Large scale…
We introduce solvable stochastic dealer models, which can reproduce basic empirical laws of financial markets such as the power law of price change. Starting from the simplest model that is almost equivalent to a Poisson random noise…
We study opinion dynamics on networks with a nontrivial community structure, assuming individuals can update their binary opinion as the result of the interactions with an external influence with strength $h\in [0,1]$ and with other…
Recent numerical simulations indicate that several different equilibrium glass transitions may be characterized by diverging correlation lengths, and that these divergences are described by a non-mean-field, Ising-like, critical exponent. I…
Describing the collective activity of neural populations is a daunting task: the number of possible patterns grows exponentially with the number of cells, resulting in practically unlimited complexity. Recent empirical studies, however,…
Inverse problems in statistical physics are motivated by the challenges of `big data' in different fields, in particular high-throughput experiments in biology. In inverse problems, the usual procedure of statistical physics needs to be…
The modeling of complex systems such as ecological or socio-economic systems can be very challenging. Although various modeling approaches exist, they are generally not compatible and mutually consistent, and empirical data often do not…
The Ising model, in presence of an external magnetic field, is isomorphic to a model of localized interacting particles satisfying the Fermi statistics. By using this isomorphism, we construct a general solution of the Ising model which…
A dynamic herding model with interactions of trading volumes is introduced. At time $t$, an agent trades with a probability, which depends on the ratio of the total trading volume at time $t-1$ to its own trading volume at its last trade.…
This lecture deals with glassy dynamics and aging in disordered systems. Special emphasis is put on dynamic mean field theory. In the first part I present some of the systems of interest, in particular spin-glasses, supercooled liquids and…
We investigate the general problem of how to model the kinematics of stock prices without considering the dynamical causes of motion. We propose a stochastic process with long-range correlated absolute returns. We find that the model is…
This study proposes a novel approach based on the Ising model for analyzing socio-economic emerging patterns between municipalities by investigating the observed configuration of a network of selected territorial units which are classified…
Results of extensive Monte-Carlo simulations that investigate the out-of-equilibrium dynamics of the one-dimensional Ising spin glass model with a Gaussian bond-distribution are presented. At low enough temperatures a typical (interrupted)…
We consider a random matrix model with both pairwise and non-pairwise contracted indices. The partition function of the matrix model is similar to that appearing in some replicated systems with random tensor couplings, such as the p-spin…