Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Volatility clustering and scaling for financial time series due to
  attractor bubbling   A microscopic model of financial markets is considered, consisting of many
interacting agents (spins) with global coupling and discrete-time thermal bath
dynamics, similar to random Ising systems. The interactions between agents
change randomly in time. In the thermodynamic limit the obtained time series of
price returns show chaotic bursts resulting from the emergence of attractor
bubbling or on-off intermittency, resembling the empirical financial time
series with volatility clustering. For a proper choice of the model parameters
the probability distributions of returns exhibit power-law tails with scaling
exponents close to the empirical ones.

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The categories of this paper are: physics
20
The categories of this paper are: acc-phys
8
The categories of this paper are: hep-ex
12
The categories of this paper are: nucl-th
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The categories of this paper are: dg-ga
5
The categories of this paper are: gr-qc
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The categories of this paper are: astro-ph
19
The categories of this paper are: eess
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The categories of this paper are: quant-ph
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The categories of this paper are: adap-org
30
The categories of this paper are: q-alg
18
The categories of this paper are: econ
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The categories of this paper are: hep-ph
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The categories of this paper are: math-ph
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol