Related papers: Bornholdt's spin model of a market dynamics in hig…
We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution in terms of the system magnetization. The model reproduces…
We suggest a generalization of the Feynman path integral to an integral over random surfaces. The proposed action is proportional to the linear size of the random surfaces and is called gonihedric. The convergence and the properties of the…
We propose a new type of state sum model for two-dimensional surfaces that takes into account topology and spin. The definition used - new to the literature - provides a rich class of extended models called spin models. Both examples and…
This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a…
A generic massive Thirring Model in three space-time dimensions exhibits a correspondence with a topologically massive bosonized gauge action associated to a self-duality constraint, and we write down a general expression for this…
We present the effect of regulations on self-organized market by using biological model of Bak-Sneppen in higher dimensions. This study extends the idea of Cuniberti et.al. The higher-dimensional description of the market suffices less…
The distinct models that describe spin 1 and 2 massive excitations in 2+1 dimensions are analized, showing their equivalence (between models of same spin) and analogies (between models of different spin). Topics as spontaneous symmetry…
For the closed superstring, spin fields and bi-spinor states are defined directly in four spacetime dimensions. Explicit operator product expansions are given, including those for the internal superconformal field theory, which are…
A systematic presentation of spinors in various dimensions is given.
We use the Binary Intrinsic Dimension (BID), a geometrical measure designed for binary data, to analyze the Hopfield model, a paradigmatic spin system from statistical mechanics, machine learning and neuroscience. The BID allows us to…
For the diagonalization of the Hamilton matrix in the Heisenberg model relevant dimensions are determined depending on the applicable symmetries. Results are presented, both, by general formulae in closed form and by the respective numbers…
We investigate asymptotic symmetries in flat backgrounds of dimension higher than or equal to four. For spin two we provide the counterpart of the extended BMS transformations found by Campiglia and Laddha in four-dimensional Minkowski…
Higher spin fields in four dimensions, and more generally conformal fields in arbitrary dimensions, can be described by spinning particle models with a gauged SO(N) extended supergravity on the worldline. We consider here the one-loop…
We argue that a certain distribution of matter in higher dimensions can provide the correct behaviour of gravity in four dimensions. Some explicit examples illustrating the idea are considered.
In this talk, we present some direct evidences of the Higher Spin/Vector Model correspondence. There are two particular examples we would like to address on. The first example concerns a constructive approach of four dimensional higher spin…
The extension of nonlinear higher-spin equations in d=4 proposed in [arXiv:1504.07289] for the construction of invariant functional is shown to respect local Lorentz symmetry. The equations are rewritten in a manifestly Lorentz covariant…
This note complements the inspiring work on dimensional analysis and market microstructure by Kyle and Obizhaeva [18]. Following closely these authors, our main result shows by a similar argument as usually applied in physics the following…
We establish an equivalence between massive spinning particle models in four spacetime dimensions coupled to electromagnetism or gravity, within the spin-magnitude-preserving sector. Four representative models in the literature are shown to…
A three-state model based on the Potts model is proposed to simulate financial markets. The three states are assigned to "buy", "sell" and "inactive" states. The model shows the main stylized facts observed in the financial market:…
In this paper, a three-dimensional vertex model is obtained. It is a duality of the three-dimensional integrable lattice model with $N$ states proposed by Boos, Mangazeev, Sergeev and Stroganov. The Boltzmann weight of the model is…