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摘要
A dynamic feed-back interaction is introduced to the Eguiluz-Zimmermann model (Phys. Rev. Lett. 85 (2000) 5659). In application to financial dynamics, transmission of information at time t' is supposed to depend on the variation of the financial index at t' - 1. The generated time series is strongly correlated in time at criticality. Both static and dynamic behavior are investigated.
- 出版日期2004-11-15
- 单位浙江大学
