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In this paper we propose an Ising model which simulates multiple financialtime series. Our model introduces the interaction which couples to spins ofother systems. Simulations from our model show that time series exhibit thevolatility clustering that is often observed in the real financial markets.Furthermore we also find non-zero cross correlations between the volatilitiesfrom our model. Thus our model can simulate stock markets where volatilities ofstocks are mutually correlated.

Multiple Time Series Ising Model for Financial Market Simulations