推广的EZ模型中的普适性行为

Universal behaviors of generalized EZ model for crowdingand information transmission in financial markets

探讨了推广EZ模型的可能性 ,并给出了相应的模型中人群大小分布函数的形式解 .研究表明金融市场中不同大小的人群数目的交易人的数目在重新标度后将具有最广泛的普适性行为 .

The dynamical model for crowding and information transmission in financial markets(Eguiluz and Zimmermann, Phys.Rev.Lett. 85,5659(2000)) is generalized, and the corresponding master equations of the distribution function of crowd size are solved carefully. It's proven that the quantity of re-scaled crowd size shows the expected universal behaviors.