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The aim of this work is to establish the personal income distribution from the elementary constituents of a free market; products of a representative good and agents forming the economic network. The economy is treated as a self-organized…

General Finance · Quantitative Finance 2015-06-04 Joachim Kaldasch

The transient fluctuation of the prosperity of firms in a network economy is investigated with an abstract stochastic model. The model describes the profit which firms make when they sell materials to a firm which produces a product and the…

Molecular Networks · Quantitative Biology 2013-07-19 Yoshiharu Maeno

A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an…

General Finance · Quantitative Finance 2012-12-03 Belal E. Baaquie

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

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…

Statistical Finance · Quantitative Finance 2018-06-06 Kartik Anand , Jonathan Khedair , Reimer Kuehn

In this work, we analyze the spatio-temporal economic properties of multi-product supply chains. Specifically, we interpret the supply chain as a coordinated market in which stakeholders (suppliers, consumers, and providers of…

Optimization and Control · Mathematics 2021-06-29 Philip A. Tominac , Weiqi Zhang , Victor M. Zavala

We construct a stochastic dynamical systems theory in which sustainability is a structural boundary property of a fully coupled Earth--Human--Production system. Each subsystem is modelled as a vector-valued process governed by stochastic…

Theoretical Economics · Economics 2026-03-02 Claudio Pirrone , Stefano Fricano , Gioacchino Fazio

Macroevolutionary dynamics often display sudden, explosive surges, where systems remain relatively stable for extended periods before experiencing dramatic acceleration that frequently exceeds traditional exponential growth. This pattern is…

Physics and Society · Physics 2026-01-23 Alessandro Bellina , Giordano De Marzo , Vittorio Loreto

Network effects are the added value derived solely from the popularity of a product in an economic market. Using agent-based models inspired by statistical physics, we propose a minimal theory of a competitive market for (nearly)…

Statistical Mechanics · Physics 2023-05-31 Andrew Lucas

This paper presents a conceptual model describing the medium and long-term co-evolution of natural and socio-economic subsystems of Earth. An economy is viewed as an out-of-equilibrium dissipative structure that can only be maintained with…

General Economics · Economics 2022-05-09 Éric Herbert , and Gael Giraud , Aurélie Louis-Napoléon , Christophe Goupil

Traditional economic growth theories, grounded in deterministic and often linear frameworks, fail to adequately capture the inherent uncertainty, non-commutativity, and complex interdependencies of modern economies. This paper proposes a…

Physics and Society · Physics 2025-05-13 Hugo Spring-Ragain

The Behrens-Feichtinger model provides a deterministic picture for the co-evolution of sales of two firms, producing the same goods and competing in a common market. The model involves an active investment strategy such that the temporary…

General Finance · Quantitative Finance 2025-04-07 Alain M. Dikande , H. Ntahombagana Matabaro

We study the conditions under which input-output networks can dynamically attain a competitive equilibrium, where markets clear and profits are zero. We endow a classical firm network model with minimal dynamical rules that reduce…

General Economics · Economics 2021-11-04 Théo Dessertaine , José Moran , Michael Benzaquen , Jean-Philippe Bouchaud

Economic growth is often associated with diversification of economic activities. Making a product in a country is dependent on having, and acquiring, the capabilities needed to make the product, making the process path-dependent. We derive…

Physics and Society · Physics 2018-09-05 Neave O'Clery , Muhammed A. Yildirim , Ricardo Hausmann

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various…

Economics · Quantitative Finance 2016-09-20 Michele Caraglio , Fulvio Baldovin , Attilio L. Stella

In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…

Multiagent Systems · Computer Science 2015-04-03 Klaus Jaffe

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…

Theoretical Economics · Economics 2022-03-22 Pascal Michaillat , Emmanuel Saez

In the pursuit of ever increasing efficiency and growth, our economies have evolved to remarkable degrees of complexity, with nested production processes feeding each other in order to create products of greater sophistication from less…

Economics · Quantitative Finance 2017-04-05 Marco Bardoscia , Giacomo Livan , Matteo Marsili

Economic growth is unpredictable unless demand is quantified. We solve this problem by introducing the demand for unpaid spare time and a user quantity named human capacity. It organizes and amplifies spare time required for enjoying…

General Finance · Quantitative Finance 2012-06-13 Hans G. Danielmeyer , Thomas Martinetz

We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation…

General Finance · Quantitative Finance 2018-07-05 Victor E. Gluzberg , Yuri A. Katz