In order to give an alternative to the creation of financial bubbles, a theoretical model for information spreading on a financial network made of agents at nodes is studied. The effect of an external field is considered. The original part contains the implementation that the financial bubble is only triggered when a local variable (a so called activity awareness) reaches and goes above a threshold. The dynamical rules are constrained to be as simple as possible, in order to sort out the basic features; more elaborated variants can be imgined and are proposed to come closer to realistic cases. Several results, using methods from non-equilibrium statistical mechanics, are obtained for a Erdos-Renyi network. They are interpreted through simple analytical laws, scale free or logistic map-like concepts, i.e., for (i) the sizes, durations, and number of activity awareness avalanches, including their respective distributions, (ii) the number of times the external field is applied to one possible node (= agent) before all network nodes are found to be above the threshold, (iii) the number of nodes still below the threshold and (iv) the number of ''hot'' nodes (close to threshold) at each time step. No log-periodic structure is found in the present case, - as expected.

• Legal notice:
  

  Copyright (c) Pielaszek Research, all rights reserved.
  The above materials, including auxiliary resources, are subject to Publisher's copyright and the Author(s) intellectual rights. Without limiting Author(s) rights under respective Copyright Transfer Agreement, no part of the above documents may be reproduced without the express written permission of Pielaszek Research, the Publisher. Express permission from the Author(s) is required to use the above materials for academic purposes, such as lectures or scientific presentations.
  In every case, proper references including Author(s) name(s) and URL of this webpage: https://science24.com/paper/14620 must be provided.

1. Investigating random, 50/50 symmetric weighted, competitive and cooperative fully connected networks: the random matrix approach.
2. Modelling and Forecasting the Kurtosis of Financial Markets: insights provided using Irrational fractional Brownian Motion.
3. SME investment best strategies
4.  Shortening review time in peer review with Cartesian Genetic Programming
5. Studies on   Regional Wealth Inequalities
6. Clusters in weighted macroeconomic networks: the EU case
7. Interacting agent model describing some evolution of economic entities under varying spatio-temporal economic conditions.
8. Structural and magnetic properties of nanosized barium hexaferrite powders obtained by microemulsion techniques
9. Correlations between the most developed economies - network analysis