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This paper presents a simple agent-based model of an economic system, populated by agents playing different games according to their different view about social cohesion and tax payment. After a first set of simulations, correctly…

General Finance · Quantitative Finance 2018-09-24 L. S. Di Mauro , A. Pluchino , A. E. Biondo

Identity of electrons leads to description of their states by symmetrical or anti-symmetrical combination of free coherent states. Due to the coordinate uncertainty potential energy of the Coulomb repulsing is limited from above and so when…

Quantum Physics · Physics 2009-11-13 Nataliia O. Cherkashyna , Constantin V. Usenko

An agent-based model for financial markets has to incorporate two aspects: decision making and price formation. We introduce a simple decision model and consider its implications in two different pricing schemes. First, we study its…

Trading and Market Microstructure · Quantitative Finance 2015-06-19 Daniel C. Wagner , Thilo A. Schmitt , Rudi Schäfer , Thomas Guhr , Dietrich E. Wolf

Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take…

Statistical Mechanics · Physics 2016-10-04 Leticia F. Cugliandolo

We address the problem of banking system resilience by applying off-equilibrium statistical physics to a system of particles, representing the economic agents, modelled according to the theoretical foundation of the current banking…

Risk Management · Quantitative Finance 2013-01-04 João P. da Cruz , Pedro G. Lind

We study a microscopically realistic model of a physical gel and use computer simulations to investigate its static and dynamic properties at thermal equilibrium. The phase diagram comprises a sol phase, a coexistence region ending at a…

Soft Condensed Matter · Physics 2009-11-13 Pablo I. Hurtado , Pinaki Chaudhuri , Ludovic Berthier , Walter Kob

Measures of wealth and production have been found to scale superlinearly with the population of a city. Therefore, it makes economic sense for humans to congregate together in dense settlements. A recent model of population dynamics showed…

Physics and Society · Physics 2016-12-28 James PL Tan

A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…

Statistical Mechanics · Physics 2008-08-08 Bohdan Lev

This paper shows that a well designed transport system has an embedded exchange value by serving as a market for potential exchange between consumers. Under suitable conditions, one can improve the welfare of consumers in the system simply…

Optimization and Control · Mathematics 2011-03-04 Qinglan Xia , Shaofeng Xu

The Keen model is a mathematical model that describes the dynamic evolution of wages, employment, and debt based on the known Minsky's Financial Instability Hypothesis. It consists of three first order nonlinear ordinary differential…

Dynamical Systems · Mathematics 2014-12-18 Son Van , Teng Zhang

The fluctuation theorems have remained one of the cornerstones in the study of systems that are driven far out of equilibrium, and they provide strong constraints on the fraction of trajectories that behave atypically in light of the second…

Statistical Mechanics · Physics 2015-06-05 Sourabh Lahiri , A. M. Jayannavar

We study a discrete-time financial market with a single constrained trader, competitive market makers, and noise traders. Within the class of linear equilibria, the equilibrium structure is shown to be uniquely determined by two state…

Mathematical Finance · Quantitative Finance 2025-08-15 Heeyoung Kwon , Jin Hyuk Choi

We study the energy flow between a one dimensional oscillator and a chaotic system with two degrees of freedom in the weak coupling limit. The oscillator's observables are averaged over an initially microcanonical ensemble of trajectories…

Chaotic Dynamics · Physics 2015-06-26 M. V. S. Bonanca , M. A. M. de Aguiar

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

This paper attempts to analyze central place theory of spatial economics based on supply and demand theory in microeconomics and field theory in physics, and also discuss their relationship. Three most important research findings are…

Chaotic Dynamics · Physics 2007-05-23 Benjamin Chih-Chien Nien

This short paper proposes a simple general equilibrium approach within a Markov-switching regime to explain how asymmetric information between lenders and speculators may lead to currency crises. The paper concludes by providing necessary…

Optimization and Control · Mathematics 2011-08-30 Angelique Herzberg , Frederik S Herzberg

Foundations of equilibrium thermodynamics are the equation of state (EoS) and four postulated laws of thermodynamics. We use equilibrium thermodynamics paradigms in constructing the EoS for microeconomics system that is a market. This…

General Economics · Economics 2019-07-24 Burin Gumjudpai

Statistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. Anticorrelations of price returns, and subdiffusion of prices is found from the model,…

Disordered Systems and Neural Networks · Physics 2008-12-02 Kestutis Staliunas

As Physics did in previous centuries, there is currently a common dream of extracting generic laws of nature in economics, sociology, neuroscience, by focalising the description of phenomena to a minimal set of variables and parameters,…

Physics and Society · Physics 2016-10-14 Fatihcan M. Atay , Sven Banisch , Philippe Blanchard , Bruno Cessac , Eckehard Olbrich

In this article two models for charges distributions are discussed. On the basis of our consideration we put different points of view for stationary state. We prove that only finite energy model for charges' distribution and well-known…

Mathematical Physics · Physics 2011-06-08 Ashot Vagharshakyan