Abstract
A dynamic feed-back interaction is introduced to the Eguiluz–Zimmermann model (Phys. Rev. Lett. 85 (2000) 5659). In application to financial dynamics, transmission of information at time t ′ is supposed to depend on the variation of the financial index at t ′ - 1 . The generated time series is strongly correlated in time at criticality. Both static and dynamic behavior are investigated.
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