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Related papers: Income and Poverty in a Developing Economy

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Empirical distributions of wealth and income can be reproduced using simplified agent-based models of economic interactions, analogous to microscopic collisions of gas particles. Building upon these models of freely interacting agents, we…

Physics and Society · Physics 2020-03-10 Lennart Fernandes , Jacques Tempere

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

General Finance · Quantitative Finance 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

We develop a general framework, based on Boltzmann transport theory, to analyze the distribution of wealth in societies. Within this framework we derive the distribution function of wealth by using a two-party trading model for the poor…

Statistical Mechanics · Physics 2016-08-31 Arnab Das , Sudhakar Yarlagadda

This paper studies the income fluctuation problem with capital income risk (i.e., dispersion in the rate of return to wealth). Wealth returns and labor earnings are allowed to be serially correlated and mutually dependent. Rewards can be…

Theoretical Economics · Economics 2018-12-05 Qingyin Ma , John Stachurski , Alexis Akira Toda

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

Theoretical Economics · Economics 2022-04-28 Jean-Philippe Bouchaud , Roger Farmer

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

We consider a model of power distribution in a social system where a set of agents play a simple game on a graph: the probability of winning each round is proportional to the agent's current power, and the winner gets more power as a…

Physics and Society · Physics 2019-07-30 Silvia N. Santalla , Kostadin Koroutchev , Elka Korutcheva , Javier Rodriguez-Laguna

The higher-end tail of the wealth distribution in India is studied using recently published lists of the wealth of richest Indians between the years 2002-4. The resulting rank distribution seems to imply a power-law tail for the wealth…

Other Condensed Matter · Physics 2009-11-11 Sitabhra Sinha

We propose a simple statistical-physics-inspired model for the effect of intrinsic fluctuations on supply and demand in markets. The model consists of agents that trade in two types of goods of which the total number is separately…

Physics and Society · Physics 2021-01-13 J. R. Mulder , René van Roij , R. A. Duine

We reformulate the neutral wealth tax framework of Froeseth (2026; arXiv:2603.05264) in the language of stochastic dynamics and statistical physics. Individual wealth under geometric Brownian motion satisfies a Langevin equation with…

Physics and Society · Physics 2026-04-17 Anders G Frøseth

The dynamics of wealth distribution plays a critical role in the economic market, hence an understanding of its nonequilibrium statistical mechanics is of great importance to human society. For this aim, a simple and efficient…

Physics and Society · Physics 2020-10-28 Lijie Cui , Chuandong Lin

Pareto's law states that the distribution of personal income obeys a power-law in the high-income range, and has been supported by international observations. Researchers have proposed models over a century since its discovery. However, the…

Disordered Systems and Neural Networks · Physics 2009-11-07 Yoshi Fujiwara , Wataru Souma , Hideaki Aoyama , Taisei Kaizoji , Masanao Aoki

We develop a Bayesian state-space model for analyzing the dynamic evolution of income distributions using grouped income data. The model combines the generalized beta distribution of the second kind (GB2) with latent time-varying parameters…

Econometrics · Economics 2026-05-19 Kazuhiko Kakamu

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S$&$P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that…

Physics and Society · Physics 2008-12-02 Gyuchang Lim , Soo Yong Kim , Junyuan Zhou , Seong-Min Yoon , Kyungsik Kim

We derive a mesoscopic description of the behavior of a simple financial market where the agents can create their own portfolio between two investment alternatives: a stock and a bond. The model is derived starting from the…

Statistical Finance · Quantitative Finance 2015-05-19 S. Cordier , L. Pareschi , C. Piatecki

We address the issue of the dynamics of wealth accumulation and economic crisis triggered by extreme inequality, attempting to stick to most possibly intrinsic assumptions. Our general framework is that of pure or modified multiplicative…

Economics · Quantitative Finance 2017-05-17 Henri Benisty

In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…

General Finance · Quantitative Finance 2018-06-13 Fausto Cavalli , Ahmad Naimzada , Nicolò Pecora , Marina Pireddu

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

Recent studies on fairness in automated decision making systems have both investigated the potential future impact of these decisions on the population at large, and emphasized that imposing ''typical'' fairness constraints such as…

Machine Learning · Computer Science 2019-11-19 Joshua Williams , J. Zico Kolter

We create a network model to study the spread of an epidemic through physically proximate and accidental daily human contacts in a city, and simulate outcomes for two kinds of agents - poor and non-poor. Under non-intervention, peak…

Physics and Society · Physics 2021-01-27 Anand Sahasranaman , Henrik Jeldtoft Jensen