{
  "id": "math/0501248",
  "version": "v1",
  "published": "2005-01-16T17:15:58.000Z",
  "updated": "2005-01-16T17:15:58.000Z",
  "title": "Properties of a renewal process approximation for a spin market model",
  "authors": [
    "Muffasir Badshah",
    "Robert Boyer",
    "Ted Theodosopoulos"
  ],
  "comment": "4 pages, 6 figures, submitted to the 4th International Workshop on Computational Intelligence in Economics and Finance, 2005",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this short note we investigate the natur of the phase transitions in a spin market model as a function of the interaction strength between local and global effects. We find that the stochastic dynamics of this stylized market model exhibit a periodicity whose dependence on the coupling constant in the Ising-like Hamiltonian is robust to changes in the temperature and the size of the market.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2005-01-16T17:15:58.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "62P05",
      "91B26",
      "60K35"
    ],
    "keywords": [
      "spin market model",
      "renewal process approximation",
      "properties",
      "phase transitions",
      "short note"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 4,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math......1248B"
    }
  }
}