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Related papers: Introducing Chaos in Economic Gas-like Models

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This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

Adaptation and Self-Organizing Systems · Physics 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

Chaotic Dynamics · Physics 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

Statistical Mechanics · Physics 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

Statistical Mechanics · Physics 2008-12-02 Bikas K. Chakrabarti , Arnab Chatterjee

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce…

Statistical Mechanics · Physics 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…

Physics and Society · Physics 2008-12-02 P. K. Mohanty

We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state…

Physics and Society · Physics 2008-12-10 Arnab Chatterjee , Bikas K. Chakrabarti , Robin B. Stinchcombe

We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Bikas K Chakrabarti

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

It is known that asset exchange models with symmetric interaction between agents show either a Gibbs/log-normal distribution of assets among the agents or condensation of the entire wealth in the hands of a single agent, depending upon the…

Physics and Society · Physics 2008-12-02 Sitabhra Sinha

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

General Finance · Quantitative Finance 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

This study considers a model of the income distribution of agents whose pairwise interaction is asymmetric and price-invariant. Asymmetric transactions are typical for chain-trading groups who arrange their business such that commodities…

Probability · Mathematics 2009-11-11 Alexander M. Chebotarev

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

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

We analyze an ideal gas like model of a trading market with quenched random saving factors for its agents and show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $\nu$ exactly…

Other Condensed Matter · Physics 2009-11-11 Arnab Chatterjee , Bikas K. Chakrabarti , Robin B. Stinchcombe

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

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

A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the…

General Finance · Quantitative Finance 2009-11-13 J. Gonzalez-Estevez , M. G. Cosenza , R. Lopez-Ruiz , J. R. Sanchez
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