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 that stocks do ... read more
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