509 citations · 951 across the 6 of their papers we have counts for
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cond-mat1999★ 285 cited
Transmission of Information and Herd Behavior: an Application to Financial Markets
Victor M. Eguiluz, Martin G. Zimmermann
We propose a model for stochastic formation of opinion clusters, modelled by an evolving network, and herd behaviour to account for the observed fat-tail distribution in returns of…
cond-mat1999★ 40 cited
Noise induced transition from an absorbing phase to a regime of stochastic spatiotemporal intermittency
M. G. Zimmermann, R. Toral, O. Piro +1
We introduce a stochastic partial differential equation capable of reproducing the main features of spatiotemporal intermittency (STI). Additionally the model displays a noise indu…