Showing 1 - 2 of 2
We analyse an extended version of the dynamical mean-field Ising model. Instead of classical physical representation of spins and external magnetic field, the model describes traders' opinion dynamics. The external field is endogenised to represent a smoothed moving average of the past state...
Persistent link: https://www.econbiz.de/10011865581
-time singularities of an approximate normal form near the bifurcation point. We test the forecasting skill of this method on different …
Persistent link: https://www.econbiz.de/10011762259