  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.
