摘要翻译：
提出了一种新的金融市场中相互作用主体的时空模型。它是J\'Arpe2005提出的Curie-Weiss模型和时空模型的结合，着重于临界温度和磁化强度，导出了该模型的性质，证明了哈密顿量是温度参数的充分统计量，从而可以对温度参数进行统计推断，从而可以说明当前金融形势离金融危机有多远，并监测金融交易稳定性以检测恶意风险指示信号。
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英文标题：
《A new space-time model for volatility clustering in the financial market》
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作者：
Maria Boguta and Eric J\"arpe
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最新提交年份：
2010
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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英文摘要：
  A new space-time model for interacting agents on the financial market is presented. It is a combination of the Curie-Weiss model and a space-time model introduced by J\"arpe 2005. Properties of the model are derived with focus on the critical temperature and magnetization. It turns out that the Hamiltonian is a sufficient statistic for the temperature parameter and thus statistical inference about this parameter can be performed. Thus e.g. statements about how far the current financial situation is from a financial crisis can be made, and financial trading stability be monitored for detection of malicious risk indicating signals.
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PDF链接：
https://arxiv.org/pdf/1002.0609