Learning stock market dynamics using the kinetic ising model

• المؤلف الرئيسي: Nguyen, Ai Linh
• مؤلفون آخرون: Cheong Siew Ann
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2017
• الموضوعات: DRNTU::Science::Physics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/73031

In this project, I investigated an efficient approach using the kinetic Ising Model [1] to fit complex time series data. In this approach, the states in the time series data are represented by configurations of N spins, and the time evolution of these states in the time series data by an update rule...