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- W3122438185 abstract "A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can be reproduced, including the slow decay of volatility correlations, and the fat tail distribution of price returns which is found to cross over to an exponential-type asymptotic decay in different dimensional systems." @default.
- W3122438185 created "2021-02-01" @default.
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- W3122438185 date "2000-04-01" @default.
- W3122438185 modified "2023-09-27" @default.
- W3122438185 title "Self-organized model for information spread in financial markets" @default.
- W3122438185 hasPublicationYear "2000" @default.
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