ISING-LIKE STATISTICAL MODELS AND STOCK MARKETS REAL
EVOLUTION
Pages 170-174
Dorina Andru Vangheli
Abstract
Statistical physics have developed a significant arsenal of tools for analyzing many-particle systems
with strong, localized interactions, resulting methods such as mean field theory, the renormalization
group or finite scaling analysis, which allow physicists to explore complex irreducible systems, but,
also non physical systems such as ecological and socio-economic systems (like stock markets). In this
work it is realised a critical analysis of the possibility to use the results Ising-like statistical models to
understand the real stock markets evolution.