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Demand 1 Feedback 1 Financial markets 1 Fragmentation and coagulation 1 Non-universal 1
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D'Hulst, R. 1 Hui, P.M. 1 Rodgers, G.J. 1 Zheng, Dafang 1
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Physica A: Statistical Mechanics and its Applications 1
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RePEc 1
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Non-universal scaling and dynamical feedback in generalized models of financial markets
Zheng, Dafang; Rodgers, G.J.; Hui, P.M.; D'Hulst, R. - In: Physica A: Statistical Mechanics and its Applications 303 (2002) 1, pp. 176-184
generalized to take into account the effect of size-dependent fragmentation and coagulation probabilities of groups of agents and … the resulting system. We also show that the fragmentation and coagulation probabilities of groups of agents have a strong …
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