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Contribution of the Na+/K+ Pump to Rhythmic Bursting, Explored with Modeling and Dynamic Clamp Analyses
Published on: May 9, 2021
1Department of Mathematics, University College London Gower Street, London WCIE 6BT, UK.
This study models financial markets using a novel network system to analyze repeated buying and selling cascades. The research identifies critical network conditions influencing market dynamics and provides a framework for understanding agent behavior.
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