The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market

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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Bibliographic Details
Main Author: Karlson, Ida
Format: Others
Language:English
Published: Högskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE) 2007
Subjects:
Financial Market
Interacting Agents
Ising Model
Random Graph
Perfect Simulation
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1637
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spelling ndltd-UPSALLA1-oai-DiVA.org-hh-16372021-05-12T05:23:56ZThe Ising Model on a Random Graph Applied to Interacting Agents on the Financial MarketengKarlson, IdaHögskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data- och Elektroteknik (IDE)2007Financial MarketInteracting AgentsIsing ModelRandom GraphPerfect SimulationIn 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 direct calculations for small graph sizes, and by perfect simulation for larger graph sizes. We also present a model for asset price variation by using the magnetization of the Ising model. Student thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1637Local 2082/2018application/pdfinfo:eu-repo/semantics/openAccess
collection NDLTD
language English
format Others
sources NDLTD
topic Financial Market
Interacting Agents
Ising Model
Random Graph
Perfect Simulation
spellingShingle Financial Market
Interacting Agents
Ising Model
Random Graph
Perfect Simulation
Karlson, Ida
The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
description 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 direct calculations for small graph sizes, and by perfect simulation for larger graph sizes. We also present a model for asset price variation by using the magnetization of the Ising model.
author Karlson, Ida
author_facet Karlson, Ida
author_sort Karlson, Ida
title The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
title_short The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
title_full The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
title_fullStr The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
title_full_unstemmed The Ising Model on a Random Graph Applied to Interacting Agents on the Financial Market
title_sort ising model on a random graph applied to interacting agents on the financial market
publisher Högskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)
publishDate 2007
url http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1637
work_keys_str_mv AT karlsonida theisingmodelonarandomgraphappliedtointeractingagentsonthefinancialmarket
AT karlsonida isingmodelonarandomgraphappliedtointeractingagentsonthefinancialmarket
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