Huang, Weihong; Chen, Zhenxi - In: Mathematics and Computers in Simulation (MATCOM) 108 (2015) C, pp. 3-15
In this paper we examine assets price deviation in a multi-market system with heterogeneous investors in each market. Coupled map lattices (CML) is introduced to the market maker framework. It results in market cluster sharing the same sign of deviation in the chaotic interval. Distribution...