English
Related papers

Related papers: Agent based models for wealth distribution with pr…

200 papers

We analyze a conservative market model for the competition among economic agents in a close society. A minimum dynamics ensures that the poorest agent has a chance to improve its economic welfare. After a transient, the system…

Statistical Mechanics · Physics 2009-11-10 S. Pianegonda , J. R. Iglesias

Wealth transactions are central to economic activity, and their particularities shape macroeconomic outcomes. We propose an agent-based model to investigate how homophily influences economic inequality. The model simulates wealth exchanges…

Physics and Society · Physics 2025-02-26 Gustavo L. Kohlrausch , Thiago Dias , Sebastian Gonçalves

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer…

Physics and Society · Physics 2009-11-11 M. A. Fuentes , M. N. Kuperman , J. R. Iglesias

We present a stylized model with feedback loops for the evolution of a population's wealth over generations. Individuals have both talent and wealth: talent is a random variable distributed identically for everyone, but wealth is a random…

Computer Science and Game Theory · Computer Science 2022-09-16 Krishna Acharya , Eshwar Ram Arunachaleswaran , Sampath Kannan , Aaron Roth , Juba Ziani

Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto's wealth power law distribution. One important factor to be considered is the existence of risk aversion. In…

Statistical Mechanics · Physics 2009-11-10 J. R. Iglesias , S. Goncalves , G. Abramson , J. L. Vega

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

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

Many models of market dynamics make use of the idea of wealth exchanges among economic agents. A simple analogy compares the wealth in a society with the energy in a physical system, and the trade between agents to the energy exchange…

Physics and Society · Physics 2010-07-14 J. R. Iglesias

We model a closed economic system with interactions that generates the features of empirical wealth distribution across all wealth brackets, namely a Gibbsian trend in the lower and middle wealth range and a Pareto trend in the higher…

General Finance · Quantitative Finance 2008-12-02 Marisciel L. Palima , Eduardo J. David

In this paper, we investigate the economic mobility in some money transfer models which have been applied into the research on wealth distribution. We demonstrate the mobility by recording the time series of agents' ranks and observing…

Physics and Society · Physics 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

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 develop a general framework to analyze the distribution functions of wealth and income. Within this framework we study wealth distribution in a society by using a model which turns on two-party trading for poor people while for rich…

Statistical Mechanics · Physics 2008-12-02 Arnab Das , Sudhakar Yarlagadda

Empirical data on the dynamics of human face-to-face interactions across a variety of social venues have recently revealed a number of context-independent structural and temporal properties of human contact networks. This universality…

Physics and Society · Physics 2016-07-13 Michele Starnini , Andrea Baronchelli , Romualdo Pastor-Satorras

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

We present a stochastic, agent-based, binary-transaction Asset-Exchange Model (AEM) for wealth distribution that allows for agents with negative wealth. This model retains certain features of prior AEMs such as redistribution and…

General Finance · Quantitative Finance 2018-02-16 Jie Li , Bruce M. Boghosian , Chengli Li

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Els Heinsalu , Guido Germano

We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exchange wealth amongst themselves such that the total wealth is…

Physics and Society · Physics 2010-10-27 Mehdi Lallouache , Aymen Jedidi , Anirban Chakraborti

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

We introduce and solve a model that mimics the herding effect in financial markets when groups of agents share information. The number of agents in the model is growing and at each time step either (i) with probability $p$ an incoming agent…

Disordered Systems and Neural Networks · Physics 2009-11-07 G. J. Rodgers , Dafang Zheng