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As a typical representation of complex systems studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions’ spreading. In this model, agents congregate to form some clusters, which may grow or collapse with the evolution of the...
Persistent link: https://www.econbiz.de/10010873401
A parsimonious percolation model for stock market is proposed, of which the avalanche dynamics agree with the real-life one as well. We have also investigated how the interaction parameter p affects the price dynamics. Simulation results about the formation of the bullish/bearish market and...
Persistent link: https://www.econbiz.de/10005080812
In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the...
Persistent link: https://www.econbiz.de/10010590111
Inspired by the local minority game, we propose a network Boolean game and investigate its dynamical properties on scale-free networks. The system can self-organize to a stable state with better performance than the random choice game, although only the local information is available to each...
Persistent link: https://www.econbiz.de/10010873032
In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behaviors of the stride interval of human walking at norm, slow, and fast rate are similar; with the scale-invariance exponents in the interval...
Persistent link: https://www.econbiz.de/10011061961
In this paper, we propose an evolutionary model for weighted networks by introducing an age-based mutual selection mechanism. Our model generates power-law distributions of degree, weight, and strength, which are confirmed by analytical predictions and are consistent with real observations. The...
Persistent link: https://www.econbiz.de/10011063687
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