Article ID Journal Published Year Pages File Type
10481499 Physica A: Statistical Mechanics and its Applications 2012 8 Pages PDF
Abstract
► A model is introduced to reproduce the critical behavior in financial indices. ► The model is based in economical basic assumptions. ► Comparison against empirical financial indices include Dow Jones and DAX indices.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Self-organized criticality in a network of economic agents with finite consumption
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