Do Physical Analogies of Stock Market Crashes Make Sense?

Coker, Beau Jon

The purpose of this thesis is to critique the analogy between physical systems and stock market crashes. We do this by calculating the intraday correlations between a collection of stocks over the past 20 years and the intrahour correlations over a few particular years. Comparing these results to Monte Carlo simulations of a generic condensed matter system, the Ising model, we find th... read more

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Undergraduate Honors Theses
Senior honors thesis
Department of Physics and Astronomy
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