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We study a lattice model of ``commons'', where a resource is shared locally among the agents of various cooperative tendency. The payoff function of an agent is proportional to the fraction of his operation rate and the net output of the…

Statistical Mechanics · Physics 2007-05-23 Agha Afsar Ali

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

The uneven distribution of wealth and individual economic capacities are among the main forces which shape modern societies and arguably bias the emerging social structures. However, the study of correlations between the social network and…

Social and Information Networks · Computer Science 2016-12-15 Yannick Leo , Eric Fleury , J. Ignacio Alvarez-Hamelin , Carlos Sarraute , Márton Karsai

We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

General Finance · Quantitative Finance 2015-05-07 Els Heinsalu , Marco Patriarca

We discuss the equivalence between kinetic wealth-exchange models, in which agents exchange wealth during trades, and mechanical models of particles, exchanging energy during collisions. The universality of the underlying dynamics is shown…

General Finance · Quantitative Finance 2009-11-13 Anirban Chakraborti , Marco Patriarca

We consider a sharing economy network where agents embedded in a graph share their resources. This is a fundamental model that abstracts numerous emerging applications of collaborative consumption systems. The agents generate a random…

Computer Science and Game Theory · Computer Science 2017-03-29 Leonidas Georgiadis , George Iosifidis , Leandros Tassiulas

The agent-based Yard-Sale model of wealth inequality is generalized to incorporate exponential economic growth and its distribution. The distribution of economic growth is nonuniform and is determined by the wealth of each agent and a…

Statistical Mechanics · Physics 2021-08-26 Kang K. L. Liu , N. Lubbers , W. Klein , J. Tobochnik , B. M. Boghosian , Harvey Gould

In this invited book chapter, we draw the reader to a brief review of the different Kinetic Exchange Models (KEMs) that have gradually developed for markets and how they can be employed to quantitatively study inequalities (the Gini Index…

Physics and Society · Physics 2023-10-31 Sanjukta Paul , Bikas K. Chakrabarti

Multi-agent models have been used in many contexts to study generic collective behavior. Similarly, complex networks have become very popular because of the diversity of growth rules giving rise to scale-free behavior. Here we study…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 Z. Burda , A. Krzywicki , O. C. Martin

Unlike the classical kinetic theory of rarefied gases, where microscopic interactions among gas molecules are described as binary collisions, the modelling of socio-economic phenomena in a multi-agent system naturally requires to consider,…

Physics and Society · Physics 2020-09-15 Giuseppe Toscani , Andrea Tosin , Mattia Zanella

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

Computer Science and Game Theory · Computer Science 2016-02-23 Pu Yang , Krishnamurthy Iyer , Peter Frazier

This paper studies the trading volumes and wealth distribution of a novel agent-based model of an artificial financial market. In this model, heterogeneous agents, behaving according to the Von Neumann and Morgenstern utility theory, may…

General Finance · Quantitative Finance 2015-09-09 Pietro DeLellis , Franco Garofalo , Francesco Lo Iudice , Elena Napoletano

Two kinetic exchange models are proposed to explore the dynamics of closed economic markets characterized by random exchanges, saving propensities, and collective transactions. Model I simulates a system where individual transactions occur…

Cellular Automata and Lattice Gases · Physics 2025-02-20 Chuandong Lin , Lijie Cui

We focus on the problem of how wealth is distributed among the units of a networked economic system. We first review the empirical results documenting that in many economies the wealth distribution is described by a combination of…

General Finance · Quantitative Finance 2008-12-02 Diego Garlaschelli , Maria I. Loffredo

We present analytical results for the Gini coefficient of economic inequality under the dynamics of a modified Yard-Sale Model of kinetic asset exchange. A variant of the Yard-Sale Model is introduced by modifying the underlying binary…

Statistical Mechanics · Physics 2024-11-05 David W. Cohen , Bruce M. Boghosian

Simple agent based exchange models are a commonplace in the study of wealth distribution in an artificial economy. Generally, in a system that is composed of many agents characterized by their wealth and risk-aversion factor, two agents are…

Statistical Mechanics · Physics 2020-06-24 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found…

Physics and Society · Physics 2016-03-21 Asim Ghosh , Arnab Chatterjee , Jun-ichi Inoue , Bikas K. Chakrabarti

Given the wealth inequality worldwide, there is an urgent need to identify the mode of wealth exchange through which it arises. To address the research gap regarding models that combine equivalent exchange and redistribution, this study…

Theoretical Economics · Economics 2023-01-26 Takeshi Kato

We study the behaviour of a Schelling-class system in which a fraction $f$ of spatially-fixed switching agents is introduced. This new model allows for multiple interpretations, including: (i) random, non-preferential allocation…

Statistical Mechanics · Physics 2014-04-02 Aurélien Hazan , Julien Randon-Furling

To gain insights into the problem of regional inequality, we proposed new regional asset exchange models based on existing kinetic income-exchange models in economic physics. We did this by setting the spatial exchange range and adding bias…

Physics and Society · Physics 2020-07-27 Takeshi Kato , Yasuyuki Kudo , Hiroyuki Mizuno , Yoshinori Hiroi