Contributors: Campajola, Carlo, Lillo, Fabrizio, Mazzarisi, Piero, Tantari, Daniele
Subject Terms: Kinetic Ising Model, Time serie, Autoregressive processe, binary variables, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000632834800001; volume:2021; issue:3; firstpage:1; lastpage:13; numberofpages:13; journal:JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT; https://hdl.handle.net/11384/128224; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85112369090; https://iopscience.iop.org/article/10.1088/1742-5468/abe946
Authors: CAMPAJOLA, Carlo
Contributors: Campajola, Carlo, LILLO, FABRIZIO, MARMI, Stefano
Subject Terms: Mathematic, mathematics for finance, Kinetic Ising Model (KIM), financial markets - investigation of collective behaviour - methodology, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
Relation: http://hdl.handle.net/11384/90680
Availability: http://hdl.handle.net/11384/90680
Authors: Campajola C., LILLO, FABRIZIO, Tantari D.
Contributors: Campajola, C., Lillo, Fabrizio, Tantari, D.
Subject Terms: Optimization problems Ising model Mean field theory Path-integral methods Time series analysis Networks Statistical Physics
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000473138100002; volume:99; firstpage:062138; lastpage:062151; numberofpages:14; journal:PHYSICAL REVIEW. E; http://hdl.handle.net/11384/83625; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85068377323; http://harvest.aps.org/bagit/articles/10.1103/PhysRevE.99.062138/apsxml