Amplified imitation in percolation model of stock market

Physica A: Statistical Mechanics and its Applications

Volumn 331, Issue 1-2, 2004, Pages 269-278

  Makowiec, D ^a   Gnacinski P ^a   Miklaszewski, W ^a  

^a UNIVERSITY OF GDA SK   (Poland)

Author keywords

Cont Bouchaud stock market model; Emergent stock markets; Fluctuation distribution; Monte Carlo simulations; Percolation

Indexed keywords

BEHAVIORAL RESEARCH; COMMERCE; COMPUTER SIMULATION; DECISION MAKING; INVENTORY CONTROL; MONTE CARLO METHODS; PERCOLATION (COMPUTER STORAGE);

INVESTORS; STOCK EXCHANGES;

LARGE SCALE SYSTEMS;

EID: 0242438678     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.09.014     Document Type: Article

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