Kim, Yup; Kwon, Ikhyun; Yook, Soon-Hyung - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5907-5913
We study the effect of the topology of industrial relationship (IR) between the companies in a stock exchange market on the universal features in the market. For this we propose a stochastic model for stock exchange markets based on the behavior of technical traders. From the numerical...