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Replicating financial market dynamics with a simple self-organized critical lattice model

โœ Scribed by B. Dupoyet; H.R. Fiebig; D.P. Musgrove


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
933 KB
Volume
390
Category
Article
ISSN
0378-4371

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๐Ÿ“œ SIMILAR VOLUMES


Dynamical phase transition in a lattice
โœ Yuriy G. Gordienko; Elena E. Zasimchuk ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 518 KB

The cellular automaton model is used to simulate diffusion (with activation migration energy Era) and aggregation (with full capture and binding energy Eo) of point particles in 2D. A sharp dynamical phase transition is found that separates a dynamical phase (with many small aggregates and mobile pa