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The distribution of firms' growth and firms' sizes is a topic under intense scrutiny. In this paper we show that a thermodynamic model based on the Maximum Entropy Principle, with dynamical prior information, can be constructed that…

Adaptation and Self-Organizing Systems · Physics 2015-04-30 Eduardo Zambrano , Alberto Hernando , Aurelio Fernandez-Bariviera , Ricardo Hernando , Angelo Plastino

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

We develop a location analysis spatial model of firms' competition in multi-characteristics space, where consumers' opinions about the firms' products are distributed on multilayered networks. Firms do not compete on price but only on…

Physics and Society · Physics 2017-08-03 Antonios Garas , Athanasios Lapatinas

We introduce a model in which city populations grow at rates proportional to the area of their "sphere of influence", where the influence of a city depends on its population (to power \alpha) and distance from city (to power -\beta) and…

Physics and Society · Physics 2012-09-25 David Aldous , Bowen Huang

Understanding how spatial configurations of economic activity emerge is important when formulating spatial planning and economic policy. A simple model was proposed by Simon, who assumed that firms grow at a rate proportional to their size,…

Multiagent Systems · Computer Science 2012-05-01 Jung-Hun Yang , Dick Ettema , Koen Frenken

A microscopic model of aggregation and fragmentation is introduced to investigate the size distribution of businesses. In the model, businesses are constrained to comply with the market price, as expected by the customers, while customers…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 R. D'Hulst , G. J. Rodgers

We study the spatial pattern formation and emerging long range correlations in a model of three species coevolving in space and time according to stochastic contact rules. Analytical results for the pair correlation functions, based on a…

adap-org · Physics 2009-10-28 Marek Grabowski , R. E. Camley

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One…

Chaotic Dynamics · Physics 2008-12-02 J. R. Sanchez , J. Gonzalez-Estevez , R. Lopez-Ruiz , M. G. Cosenza

We present a generalization of the dynamical model of information transmission and herd behavior proposed by Eguiluz and Zimmermann. A characteristic size of group of agents $s_{0}$ is introduced. The fragmentation and coagulation rates of…

Statistical Mechanics · Physics 2009-11-07 Dafang Zheng , G. J. Rodgers , P. M. Hui

This paper proposes a spatial model with a realistic geography where a continuous distribution of agents (e.g., farmers) engages in economic interactions with one location from a finite set (e.g., cities). The spatial structure of the…

Theoretical Economics · Economics 2023-06-02 Gianandrea Lanzara , Matteo Santacesaria

Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Based on the idea from general fractals and scaling,…

Physics and Society · Physics 2018-12-20 Yanguang Chen

We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that the distribution is exponential in the central part and depicts an asymptotic power-law behavior in the tails…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Dongfeng Fu , Fabio Pammolli , S. V. Buldyrev , Massimo Riccaboni , Kaushik Matia , Kazuko Yamasaki , H. E. Stanley

By employing exhaustive lists of large firms in European countries, we show that the upper-tail of the distribution of firm size can be fitted with a power-law (Pareto-Zipf law), and that in this region the growth rate of each firm is…

Statistical Mechanics · Physics 2009-11-10 Yoshi Fujiwara , Corrado Di Guilmi , Hideaki Aoyama , Mauro Gallegati , Wataru Souma

We propose an opinion model based on agents located at the vertices of a regular lattice. Each agent has an independent opinion (among an arbitrary, but fixed, number of choices) and its own degree of conviction. The latter changes every…

Physics and Society · Physics 2012-05-29 S. R. Souza , S. Goncalves

Housing markets are inherently spatial, yet many existing models fail to capture this spatial dimension. Here we introduce a new graph-based approach for incorporating a spatial component in a large-scale urban housing agent-based model…

Computational Finance · Quantitative Finance 2021-03-25 Benjamin Patrick Evans , Kirill Glavatskiy , Michael S. Harré , Mikhail Prokopenko

This paper examines the spatial agglomeration of workers and income in a continuous space-time framework. Local markets feature spatial spillovers and both exogenous and endogenous amenities. Workers relocate to maximise their instantaneous…

Theoretical Economics · Economics 2025-02-21 Davide Fiaschi , Cristiano Ricci

We propose a dynamical model of price formation on a spatial market where sellers and buyers are placed on the nodes of a graph, and the distribution of the buyers depends on the positions and prices of the sellers. We find that, depending…

Physics and Society · Physics 2022-11-15 Andrea Civilini , Vito Latora

We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 R. Rothenstein , K. Pawelzik

The question how social norms can emerge from microscopic interactions between individuals is a key problem in social sciences to explain collective behavior. In this paper we propose an agent-based model to show that randomly distributed…

Adaptation and Self-Organizing Systems · Physics 2008-09-07 Thomas Fent , Patrick Groeber , Frank Schweitzer

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally…

General Finance · Quantitative Finance 2015-06-17 Davide Fiaschi , Imre Kondor , Matteo Marsili , Valerio Volpati