A team led by Paweł Oświęcimka developed an agent-based model to investigate how multifractal behavior emerges in stock markets. The simulation uses simple rules where agents trade based on local positions and overall market sentiment. The researchers found that complex multifractal dynamics appear spontaneously at the boundary between collective action and individual freedom. This work suggests that multifractality is an emergent phenomenon rather than requiring special conditions. The authors plan to apply this model to study brain dynamics in neurodegenerative diseases.
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