Effect of External Economic-Field Cycle and Market Temperature on Stock-Price Hysteresis: Monte Carlo Simulation on the Ising Spin Model
© Published under licence by IOP Publishing Ltd. In this work, the stock-price versus economic-field hysteresis was investigated. The Ising spin Hamiltonian was utilized as the level of 'disagreement' in describing investors' behaviour. The Ising spin directions were referred to an in...
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| Main Authors: | , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85034049251&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57892 |
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| Institution: | Chiang Mai University |