Amplified imitation in percolation model of stock market

Details Amplified imitation in percolation model of stock market Amplified imitation in percolation model of stock market

2003-07-11

arxiv.org/abs/cond-mat/0307290v1

Physics

Condensed Matter

Statistical Mechanics

lates + 12 files with figures

Scientific paper

The herd behavior of the Cont Bouchaud model is amplified by allowing
clusters to copy decisions of some other cluster in the next time step. The
results of the model are compared to data from Warsaw Stock Exchange. It
follows that the mechanism of the amplified imitation could be responsible for
the sell decision on a poorly developed, emergent market.

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