The stock market learned as Ising model

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Abstract

The collective behaviors of the financial systems resemble the physics theory of critical phenomena. Here we treat the stock market as the famous phase transition model: Ising model and the model parameters are learned from the real stock return time series. A comparative analysis between three world major stock markets have been given.

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Zhao, L., Bao, W., & Li, W. (2018). The stock market learned as Ising model. In Journal of Physics: Conference Series (Vol. 1113). Institute of Physics Publishing. https://doi.org/10.1088/1742-6596/1113/1/012009

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