Greco, Antonella; Sorriso-Valvo, Luca; Carbone, Vincenzo - arXiv.org - 2006
The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By using the test of local Poisson hypothesis, we show that...