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