We investigate Ising model description of dynamics of stock price. The model is defined in near 2 dimensions, one dimension is time and another represents ensemble of stocks, and strength of response of investors to price change corresponds to inverse temperature of the system. At critical temperature, infinitely long correlation among number of trades along time is observed and power-law tail ...

The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they shared. In this paper, the She-Leveque (SL) hierarchy, proposed to explain the anomalous scaling exponents deviated from Kolmogorov monofractal scaling of the velocity fluctuation in fluid turbulence, is applied to study and quantify the hierarchical ...

We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of fluctuation in price and volume. We formulate a control problem for maximizing price regularity and stability while minimizing entanglement with the market, representing the NYSE specialists’ affirmative obligation to...

An 80-year-old woman with normal-tension glaucoma was transferred to our clinic 9 years ago. She exhibited progressive visual field defect despite intraocular pressure in both eyes remaining stable in the low teens after treatment with prostaglandin-derivative eye drops. Increased short-term fluctuation in optic nerve head (ONH) blood flow was detected using laser speckle flowgraphy. After the ...

House purchasing has become an important asset allocation choice for most families in China. price fluctuation is also one of the factors that leads to systematic risks financial market, which might cause economic crises and then reduce consumption. Since China formally established dual-pillar management framework macroprudential policy 2019, it played a crucial role maintaining stability house...