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We present an agent-based model of microscopic wealth exchange in a dynamic network to study the topological features associated with economic inequality. The model evolves through two alternating processes, the conservative exchange of…

Physics and Society · Physics 2024-08-30 Gustavo Kohlrausch , Sebastián Gonçalves

We conduct a market experiment with human agents in order to explore the structure of transaction networks and to study the dynamics of wealth accumulation. The experiment is carried out on our platform for 97 days with 2,095 effective…

Physics and Society · Physics 2010-01-22 Jie-Jun Tseng , Sai-Ping Li , Sun-Chong Wang

We focus on the problem of how wealth is distributed among the units of a networked economic system. We first review the empirical results documenting that in many economies the wealth distribution is described by a combination of…

General Finance · Quantitative Finance 2008-12-02 Diego Garlaschelli , Maria I. Loffredo

We study a model of wealth dynamics [Bouchaud and M\'ezard 2000, \emph{Physica A} \textbf{282}, 536] which mimics transactions among economic agents. The outcomes of the model are shown to depend strongly on the topological properties of…

Disordered Systems and Neural Networks · Physics 2009-02-06 D. Garlaschelli , M. I. Loffredo

Research in network science has shown that many naturally occurring and technologically constructed networks are scale free, that means a power law degree distribution emerges from a growth model in which each new node attaches to the…

Physics and Society · Physics 2009-11-11 Michael Schnegg

We introduce a new mechanism of connectivity evolution in networks to account for the emergence of scale-free behavior. The mechanism works on a fixed set of nodes and promotes growth from a minimally connected initial topology by the…

Statistical Mechanics · Physics 2007-05-23 Valmir C. Barbosa , Raul Donangelo , Sergio R. Souza

We investigate the wealth evolution in a system of agents that exchange wealth through a disordered network in presence of an additive stochastic Gaussian noise. We show that the resulting wealth distribution is shaped by the degree…

Statistical Mechanics · Physics 2008-12-02 T. Di Matteo , T. Aste , S. T. Hyde

We study a modified version of a model previously proposed by Jackson and Wolinsky to account for communicating information and allocating goods in socioeconomic networks. In the model, the utility function of each node is given by a…

Physics and Society · Physics 2009-11-13 Rui Carvalho , Giulia Iori

Exchange arrangements among different countries over the world are foundations of the world economy, which generally stand behind the daily economic evolution. As the first study of the world exchange arrangements web (WEAW), we built a…

Physics and Society · Physics 2011-02-19 Xiang Li , Yu Ying Jin , Guanrong Chen

A model based on first-degree family relations network is used to describe the wealth distribution in societies. The network structure is not a-priori introduced in the model, it is generated in parallel with the wealth values through…

Other Condensed Matter · Physics 2009-11-10 R. Coelho , Z. Neda , J. J. Ramasco , M. A. Santos

Using a model of wealth distribution where traders are characterized by quenched random saving propensities and trade among themselves by bipartite transactions, we mimic the enhanced rates of trading of the rich by introducing the…

General Finance · Quantitative Finance 2015-05-14 Abhijit Chakraborty , S. S. Manna

Several fundamental properties of real complex networks, such as the small-world effect, the scale-free degree distribution, and recently discovered topological fractal structure, have presented the possibility of a unique growth mechanism…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Liuhua Zou , Wenjiang Pei , Tao Li , Zhenya He , Yiuming Cheung

Futures trading is the core of futures business, and it is considered as one of the typical complex systems. To investigate the complexity of futures trading, we employ the analytical method of complex networks. First, we use real trading…

Statistical Finance · Quantitative Finance 2015-05-18 Junjie Wang , Shuigeng Zhou , Jihong Guan

The rate equations are used to study the scale-free behavior of the weight distribution in evolving networks whose topology is determined only by degrees of preexisting vertices. An analysis of these equations shows that the degree…

Disordered Systems and Neural Networks · Physics 2007-05-23 W. Jezewski

We propose a network description of large market investments, where both stocks and shareholders are represented as vertices connected by weighted links corresponding to shareholdings. In this framework, the in-degree ($k_{in}$) and the sum…

Statistical Mechanics · Physics 2009-02-06 Diego Garlaschelli , Stefano Battiston , Maurizio Castri , Vito D. P. Servedio , Guido Caldarelli

Recently several authors have proposed stochastic evolutionary models for the growth of complex networks that give rise to power-law distributions. These models are based on the notion of preferential attachment leading to the ``rich get…

Physics and Society · Physics 2007-05-23 Trevor Fenner , Mark Levene , George Loizou

The co-authorship network of scientists represents a prototype of complex evolving networks. By mapping the electronic database containing all relevant journals in mathematics and neuro-science for an eight-year period (1991-98), we infer…

Soft Condensed Matter · Physics 2009-11-07 A. L. Barabasi , H. Jeong , Z. Neda , E. Ravasz , A. Schubert , T. Vicsek

Recent results from statistical physics show that large classes of complex networks, both man-made and of natural origin, are characterized by high clustering properties yet strikingly short path lengths between pairs of nodes. This class…

Information Theory · Computer Science 2016-11-17 Rui A. Costa , Joao Barros

Economy, and consequently trade, is a fundamental part of human social organization which, until now, has not been studied within the network modelling framework. Networks are mathematical tools used in the modelling of a wide variety of…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Angeles Serrano , Marian Boguna

We present empirical evidence that land values are scale-free and introduce a network model that reproduces the observations. The network approach to urban modelling is based on the assumption that the market dynamics that generates land…

Disordered Systems and Neural Networks · Physics 2009-11-10 Claes Andersson , Alexander Hellervik , Kristian Lindgren , Anders Hagson , Jonas Tornberg
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