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This paper develops a theory of competitive equilibrium with indivisible goods based entirely on economic conditions on demand. The key idea is to analyze complementarity and substitutability between bundles of goods, rather than merely…

Theoretical Economics · Economics 2024-12-12 Ravi Jagadeesan , Alexander Teytelboym

Several tiers of social organization with varying economic and social disparities have been observed. However, a quantitative characterization of the types and the causal mechanisms for the transitions have hardly been explained. While…

Physics and Society · Physics 2024-07-03 Kenji Itao , Kunihiko Kaneko

How do individuals accumulate wealth as they interact economically? We outline the consequences of a simple microscopic model in which repeated pairwise exchanges of assets between individuals build the wealth distribution of a population.…

Physics and Society · Physics 2010-08-31 P. L. Krapivsky , S. Redner

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

A notion of incentive for agents is introduced which leads to a very general notion of an equilibrium for a finite game. Sufficient conditions for the existence of these equilibria are given. Known existence theorems are shown to be…

Computer Science and Game Theory · Computer Science 2013-01-04 Dashiell E. A. Fryer

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

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

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

Statistical Mechanics · Physics 2009-11-07 Anirban Chakraborti

This paper argues that the fundamental principle of contemporary financial economics is balanced reciprocity, not the principle of utility maximisation that is important in economics more generally. The argument is developed by analysing…

General Finance · Quantitative Finance 2013-10-11 Timothy C. Johnson

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

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of…

Statistical Mechanics · Physics 2009-02-25 Adrian Dragulescu , Victor M. Yakovenko

Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it…

General Finance · Quantitative Finance 2017-09-22 F. Clementi , M. Gallegati

This paper presents an analysis of data from a gift-exchange-game experiment. The experiment was described in `The Impact of Social Comparisons on Reciprocity' by G\"achter et al. 2012. Since this paper uses state-of-art data science…

Artificial Intelligence · Computer Science 2024-06-03 Rustam Tagiew , Dmitry I. Ignatov

The Ricardian model of world trade based on comparative advantage is not sufficient to justify equal trade relations.The existing model of trade relations does not explain the distribution of income among trading countries. This paper…

Trading and Market Microstructure · Quantitative Finance 2025-05-12 N. S. Gonchar , O. P. Dovzhyk , A. S. Zhokhin , W. H. Kozyrsky , A. P. Makhort

The distribution of wealth among the members of a society is herein assumed to result from two fundamental mechanisms, trade and investment. An empirical distribution of wealth shows an abrupt change between the low-medium range, that may…

Statistical Mechanics · Physics 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

This paper revisits the Arrow-Debreu general equilibrium framework through the lens of effective trade, emphasizing the distinction between theoretical and realizable market interactions. We develop the Effective Trade Model (ETM), where…

Theoretical Economics · Economics 2025-12-02 Nizar Riane

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 work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

Physics and Society · Physics 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

Studies of wealth inequality often assume that an observed wealth distribution reflects a system in equilibrium. This constraint is rarely tested empirically. We introduce a simple model that allows equilibrium but does not assume it. To…

Economics · Quantitative Finance 2016-05-19 Yonatan Berman , Ole Peters , Alexander Adamou

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