2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/28747We propose that the minimal requirements for a model of stock market price fluctuations should comprise time asymmetry, robustness with respect to connectivity between agents, ``bounded rationality'' and a probabilistic description. We also compare extensively two previously proposed models of log-periodic behavior of the stock market index prior to a large crash. We find that the model which follows the above requirements outperforms the other with a high statistical significance.18 pages with 4 figures. Submitted to Eur.Phys.JCondensed Mattertext