Cluster behavior of a simple model in financial markets

[1]  Hermann Haken,et al.  Synergetics: An Introduction , 1983 .

[2]  Roma,et al.  Fitness model for the Italian interbank money market. , 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

[3]  K. Y. Wong,et al.  Cascades of Dynamical Transitions in an Adaptive Population , 2006, physics/0609230.

[4]  Ying-di Jin,et al.  Clustering Evolutionary Stock Market Model , 2004, cond-mat/0412097.

[5]  A. Thomas,et al.  Stochastic cellular automata model for stock market dynamics. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.

[6]  Yup Kim,et al.  Herd behaviors in the stock and foreign exchange markets , 2003, cond-mat/0304451.

[7]  Mark E. J. Newman,et al.  The Structure and Function of Complex Networks , 2003, SIAM Rev..

[8]  Matteo Marsili,et al.  Criticality and market efficiency in a simple realistic model of the stock market. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.

[9]  Juan R. Sanchez A Simple Model for Stocks Markets , 2002 .

[10]  R. Weron,et al.  A SIMPLE MODEL OF PRICE FORMATION , 2000, cond-mat/0101001.

[11]  Albert-László Barabási,et al.  Statistical mechanics of complex networks , 2001, ArXiv.

[12]  S. Bornholdt Expectation Bubbles in a Spin Model of Markets , 2001, cond-mat/0105224.

[13]  M. Marsili,et al.  Minority Games and stylized facts , 2001, cond-mat/0103024.

[14]  M. Marsili,et al.  Stylized Facts of Financial Markets and Market Crashes in Minority Games , 2001, cond-mat/0101326.

[15]  Alessandro Vespignani,et al.  Anomalous scaling in the Zhang model , 2000, cond-mat/0010223.

[16]  Dietrich Stauffer,et al.  Sharp peaks in the percolation model for stock markets , 2000 .

[17]  F. Schweitzer,et al.  Modelling collective opinion formation by means of active Brownian particles , 1999, adap-org/9911005.

[18]  Matteo Marsili,et al.  Modeling market mechanism with minority game , 1999, cond-mat/9909265.

[19]  V. Eguíluz,et al.  Transmission of information and herd Behavior: an application to financial markets. , 1999, Physical review letters.

[20]  J. Bouchaud,et al.  HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS , 1997, Macroeconomic Dynamics.

[21]  D. Sornette Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools , 2000 .

[22]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[23]  V. Plerou,et al.  Scaling of the distribution of price fluctuations of individual companies. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[24]  D. Sornette,et al.  Self-organized percolation model for stock market fluctuations , 1999, cond-mat/9906434.

[25]  V. Plerou,et al.  Scaling of the distribution of fluctuations of financial market indices. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[26]  P. Cizeau,et al.  Statistical properties of the volatility of price fluctuations. , 1999, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[27]  Per Bak,et al.  How Nature Works: The Science of Self‐Organized Criticality , 1997 .

[28]  C. Peng,et al.  Mosaic organization of DNA nucleotides. , 1994, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[29]  D. Friedman EVOLUTIONARY GAMES IN ECONOMICS , 1991 .

[30]  W. Arthur,et al.  The Economy as an Evolving Complex System II , 1988 .

[31]  M. Bray Learning, estimation, and the stability of rational expectations , 1982 .

[32]  Sanford J. Grossman On the Impossibility of Informationally Efficient Markets , 1980 .