Time-reversal asymmetry in Cont-Bouchaud stock market model
classification
❄️ cond-mat.stat-mech
q-fin.TR
keywords
asymmetrymarketmodelstockallowscont-bouchaudcrashesdistribution
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The percolation model of stock market speculation allows an asymmetry (in the return distribution) leading to fast downward crashes and slow upward recovery. We see more small upturns and more intermediate downturns.
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