Learning stock market dynamics using the kinetic ising model

• Main Author: Nguyen, Ai Linh
• Other Authors: Cheong Siew Ann
• Format: Final Year Project
• Language: English
• Published: 2017
• Subjects: DRNTU::Science::Physics
• Online Access: http://hdl.handle.net/10356/73031
• Institution: Nanyang Technological University

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...