A phi4 lattice field theory with a magnetization-dependent frustration term produces fat-tailed returns and volatility clustering qualitatively similar to FTSE 100 data.
Disordered Lattice Glass $\phi^{4}$ Quantum Field Theory
1 Pith paper cite this work. Polarity classification is still indexing.
abstract
We study numerically the three-dimensional $\phi^{4}$ spin glass, a prototypical disordered and discretized Euclidean field theory that manifests inhomogeneities in space and time but considers a homogeneous squared mass and lambda terms. The $\phi^{4}$ lattice glass field theory is a conceptual generalization of spin glasses to continuous degrees of freedom and we discuss the existence of a limit under which it formally reduces to the Edwards-Anderson model. By defining four variants of an order parameter which are suitable for continuous spin glasses, we verify numerically the emergence of an overlap in absence of the magnetization thus confirming the presence of a spin glass phase transition for a value of a critical squared mass. We conclude by discussing how the $\phi^{4}$ spin glass can be utilized to address assumptions of complete homogeneity in space or time and how, in parallel to statistical physics, provides a suitable framework to investigate the nonperturbative dynamics of machine learning algorithms from the perspective of disordered lattice and constructive field theory.
fields
cond-mat.dis-nn 1years
2024 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Lattice $\phi^{4}$ field theory as a multi-agent system of financial markets
A phi4 lattice field theory with a magnetization-dependent frustration term produces fat-tailed returns and volatility clustering qualitatively similar to FTSE 100 data.