ZHOU, PEI-LING; YANG, CHUN-XIA; ZHOU, TAO; XU, MIN; LIU, JUN - In: New Mathematics and Natural Computation (NMNC) 01 (2005) 02, pp. 275-283
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...