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Related papers: Economic Models with Chaotic Money Exchange

200 papers

The Kinetic Gas Theory like two-agent money exchange models, recently introduced in the Econophysics of Wealth distributions, are revisited. The emergence of Boltzmann-Gibbs like distribution of individual money to Pareto's law in the tail…

Physics and Society · Physics 2009-11-11 Abhijit Kar Gupta

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

Statistical Finance · Quantitative Finance 2011-03-14 Victor M. Yakovenko

We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this…

General Finance · Quantitative Finance 2008-12-02 Wan Ahmad Tajuddin Wan Abdullah , Sidiq Mohamad Khidzir

We study the poor-biased model for money exchange introduced in [2]: agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random.…

Probability · Mathematics 2025-01-15 Roberto Cortez , Fei Cao

We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…

Physics and Society · Physics 2007-05-23 Andrea De Martino , Matteo Marsili

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat…

Adaptation and Self-Organizing Systems · Physics 2012-09-25 Marcel Ausloos , Andrzej Pekalski

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

Probability · Mathematics 2025-01-07 Hironobu Sakagawa

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 propose a model to represent the motility of social elements. The model is completely deterministic, possesses a small number of parameters, and exhibits a series of properties that are reminiscent of the behavior of comunities in…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 A. Parravano , L. M. Reyes

We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geometric distribution of wealth (shown empirically by…

Probability · Mathematics 2022-08-12 Fei Cao , Pierre-Emmanuel Jabin

In the first part of this paper (Sections 1-4), we study a standard exchange economy model with Cobb-Douglas type consumers and give a necessary and sufficient condition for the existence of an odd period cycle in the Walras-Samuelson…

General Economics · Economics 2024-04-16 Tomohiro Uchiyama

Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing…

Chaotic Dynamics · Physics 2011-10-25 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

We investigate a model of stratified economic interactions between agents when the notion of spatial location is introduced. The agents are placed on a network with near-neighbor connections. Interactions between neighbors can occur only if…

Physics and Society · Physics 2015-05-20 J. L. Herrera , M. G. Cosenza , K. Tucci

A model of interacting motile chaotic elements is proposed. The chaotic elements are distributed in space and interact with each other through interactions depending on their positions and their internal states. As the value of a governing…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 Tatsuo Shibata , Kunihiko Kaneko

In this paper we study the price dynamics in a simple model of financial markets with heterogeneous agents. We concentrate on how increases in the total number of active traders influences fluctuations of asset prices. We find that a…

Chaotic Dynamics · Physics 2015-06-26 Taisei Kaizoji

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

Physics and Society · Physics 2015-06-22 Sanchari Goswami , Parongama Sen

We develop a framework based on microeconomic theory from which the ideal gas like market models can be addressed. A kinetic exchange model based on that framework is proposed and its distributional features have been studied by considering…

Physics and Society · Physics 2015-05-13 Anindya S. Chakrabarti , Bikas K. Chakrabarti

An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control…

Adaptation and Self-Organizing Systems · Physics 2008-12-02 J. R. Sanchez , R. Lopez-Ruiz