摘要翻译：
我们引入一个简单的模型来解决金融系统研究中的争议，有时被视为类布朗过程，另一些被视为具有任意幅度波动的临界系统。该模型考虑了一个经济主体集合，这些经济主体根据基本的经济学原理在它们之间建立了贸易联系，并将其适当地转化为物理属性和相互作用。利用我们的模型，我们能够再现宏观数量（指数）的演变，并正确地恢复表征金融市场中几个指数的共同指数值，将其与潜在的联系拓扑联系起来。
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英文标题：
《Self-organized criticality in a network of economic agents with finite
  consumption》
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作者：
Jo\~ao P. da Cruz and Pedro G. Lind
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a collection of economical agents which establish trade connections among them according to basic economical principles properly translated into physical properties and interaction. With our model we are able to reproduce the evolution of macroscopic quantities (indices) and to correctly retrieve the common exponent value characterizing several indices in financial markets, relating it to the underlying topology of connections.
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PDF链接：
https://arxiv.org/pdf/1009.5830