The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
In this thesis we present a model of the interacting agents on the financial market. The agents are represented by a non-Euclidean random graph, where each agent communicate with another with probability p, and the interaction according to the Ising Model. We investigate properties of the model by d...
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| Format: | Others |
| Language: | English |
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Högskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)
2007
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1637 |