English, Article edition: AVALANCHE DYNAMICS OF THE FINANCIAL MARKET PEI-LING ZHOU; CHUN-XIA YANG; TAO ZHOU; ...

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Physical Description
  • article
Language
  • English

Edition details

Title
  • AVALANCHE DYNAMICS OF THE FINANCIAL MARKET
Author
  • PEI-LING ZHOU
  • CHUN-XIA YANG
  • TAO ZHOU
  • MIN XU
  • JUN LIU
  • BING-HONG WANG
Physical Description
  • article
Notes
  • 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 corresponding avalanche taking place in the market indicate that the magnified "herd behavior" resulting from the evolution of p may be the origin of the observed avalanche phenomena.
  • Complex system, financial market, percolation, nonlinear dynamics, avalanche
  • RePEc:wsi:nmncxx:v:01:y:2005:i:02:p:275-283
Language
  • English
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