ita’s diary

Stock Market Ising Model

理系ネタ J

オモチャを考えてみた
$\LARGE H=J\sum_{i,j} S_i S_j + P \sum_i S_i h_i + R \sum_i S_i h(t)$

Si: 1=Sell, -1=Buy
J: Effect of other investors (mean field)
P: Indivisual preference strength
hi: Gaussian random field, 0 mean and 1 variance
R: Effect of external environment
h(t): random-walking value