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cond-mat.stat-mech2003
Exchanges in complex networks: income and wealth distributions
T. Di Matteo, T. Aste, S. T. Hyde
We investigate the wealth evolution in a system of agents that exchange wealth through a disordered network in presence of an additive stochastic Gaussian noise. We show that the r…
cond-mat.stat-mech2003
Using the Scaling Analysis to Characterize Financial Markets
T. Di Matteo, T. Aste, M. M. Dacorogna
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behavi…