Inverse Ising techniques to infer underlying mechanisms from data

Zeng Hong-Li^{1, 2, †}, Aurell Erik^{3, 4, ‡}

Traded volume data for the stock of Fannie Mae (FNM), a mortgage company. Black line for time series of traded volumes V_i(t), red for summed volumes during time interval Δt, blue for the threshold Vith=χViav×Δt . Parameters: Δt = 50 s and χ = 1.