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cond-mat2001
Volatility driven market in a generalised Lotka Voltera formalism
Yoram Louzoun, Sorin Solomon
The Generalized Lotka Voltera (GLV) formalism has been introduced in order to explain the power law distributions in the individual wealth (w_i (t)) (Pareto law) and financial mark…
cond-mat1999
Generalized Lotka-Volterra (GLV) Models and Generic Emergence of Scaling Laws in Stock Markets
Sorin Solomon
This is a pedagogical review of the the Generalized Lotka-Volterra (GLV) model: w_i(t+1) = lambda * w_i(t) + a * W (t) - c * W (t) * w_i(t) where i=1, >......, N and W= (w_1 + w_2…