Multiasset financial bubbles in an agent-based model with noise traders` herding described by an $n$-vector ising model

HIGHLIGHTS

• who: Davide Cividino from the of Applied Science and Technology, Corso Duca Degli Abruzzi, Turin, Italy Southern University have published the article: Multiasset financial bubbles in an agent-based model with noise traders` herding described by an $n$-vector ising model, in the Journal: (JOURNAL) of 10/01/2023
• what: The authors propose this formulation of the interactions between agents deciding to invest among several assets as an O(n) vector model because it appears as the most elegant and richest description that naturally generalizes the Ising model. The model is a multiasset extension of . . .
  

   

  

  If you want to have access to all the content you need to log in!

  Thanks :)

  Username or E-mail:

  If you don't have an account, you can create one here.