A parsimonious percolation model for stock market is proposed, of which the avalanche dynamics agree with the real-life one as well. We have also investigated how the interaction parameter p affects the price dynamics. Simulation results about the formation of the bullish/bearish market and...

The interactions between investors and investments are of significant importance to understand the dynamics of financial markets. An evolutionary model is proposed to investigate the dynamic behaviors of investors and investments in a market ecology. The investors are divided into two groups,...

In this paper we systematically investigate the impact of community structure on traffic dynamics in scale-free networks based on local routing strategy. A growth model is introduced to construct scale-free networks with tunable strength of community structure, and a packet routing strategy with...

We present a model of complex network generated from Hang Seng index (HSI) of Hong Kong stock market, which encodes stock market relevant both interconnections and interactions between fluctuation patterns of HSI in the network topologies. In the network, the nodes (edges) represent all kinds of...