Stauffer, Dietrich; Sornette, Didier - In: Physica A: Statistical Mechanics and its Applications 271 (1999) 3, pp. 496-506
In the Cont–Bouchaud model [cond-mat/9712318] of stock markets, percolation clusters act as buying or selling investors and their statistics controls that of the price variations. Rather than fixing the concentration controlling each cluster connectivity artificially at or close to the...