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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

We study the model of interacting agents proposed by Chatterjee et al that allows agents to both save and exchange wealth. Closed equations for the wealth distribution are developed using a mean field approximation. We show that when all…

Other Condensed Matter · Physics 2009-11-10 Przemyslaw Repetowicz , Stefan Hutzler , Peter Richmond

Inequality and its consequences are the subject of intense recent debate. Using a simplified model of the economy, we address the relation between inequality and liquidity, the latter understood as the frequency of economic exchanges.…

Economics · Quantitative Finance 2016-08-03 João Pedro Jerico , François P. Landes , Matteo Marsili , Isaac Pérez Castillo , Valerio Volpati

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

Punctuated Equilibrium (PE) states that after long periods of evolutionary quiescence, species evolution can take place in short time intervals, where sudden differentiation makes new species emerge and some species extinct. In this paper,…

We study the effect of the social stratification on the wealth distribution on a system of interacting economic agents that are constrained to interact only within their own economic class. The economical mobility of the agents is related…

Physics and Society · Physics 2009-11-11 M. F. Laguna , S. Risau Gusman , J. R. Iglesias

Many analyses of resource-allocation problems employ simplistic models of the population. Using the example of a resource-allocation problem of Marecek et al. [arXiv:1406.7639], we introduce rather a general behavioural model, where the…

Optimization and Control · Mathematics 2025-09-09 Jonathan Epperlein , Jakub Marecek

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 investigate the detailed dynamics of gains and losses made by agents in some kinetic models of wealth exchange. The concept of a walk in an abstract gain-loss space for the agents had been introduced in an earlier work. For models in…

Physics and Society · Physics 2013-05-29 Sanchari Goswami , Arnab Chatterjee , Parongama Sen

The kinetic exchange model has gained popularity in the field of statistical mechanics for investigating wealth interaction. Traditionally, kinetic exchange models have been studied without considering preferential interactions. However, in…

Physics and Society · Physics 2023-05-26 Suchismita Banerjee

Wind forcing of the ocean generates a spectrum of inertia-gravity waves that is sharply peaked near the local inertial (or Coriolis) frequency. The corresponding near-inertial waves (NIWs) are highly energetic and play a significant role in…

Fluid Dynamics · Physics 2023-07-19 Jin-Han Xie , Jacques Vanneste

We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism.…

Statistical Finance · Quantitative Finance 2019-05-29 Igor Halperin , Matthew Dixon

Analysis of the urban population fraction data for sixteen populous countries over the last fifty years reveals a universal increase in urbanization, exhibiting four qualitatively distinct temporal patterns: (i) continuously accelerating…

Physics and Society · Physics 2026-01-06 Neeraj Pandey , Abhineet Agarwal , Raju Roychowdhury , Karmeshu , Parth Pratim Pandey

The spreading of Covid-19 pandemic has highlighted the close link between economics and health in the context of emergency management. A widespread vaccination campaign is considered the main tool to contain the economic consequences. This…

Physics and Society · Physics 2022-02-09 Emanuele Bernardi , Lorenzo Pareschi , Giuseppe Toscani , Mattia Zanella

In both finance and economics, quantitative models are usually studied as isolated mathematical objects --- most often defined by very strong simplifying assumptions concerning rationality, efficiency and the existence of disequilibrium…

General Finance · Quantitative Finance 2010-10-04 Harbir Lamba

The gravity model, inspired by Newton's law of universal gravitation, has long served as a primary tool for interpreting trade flows between countries, using a country's economic `mass' as a key determinant. Despite its wide application,…

Data Analysis, Statistics and Probability · Physics 2025-07-08 Daekyung Lee , Wonguk Cho , Heetae Kim , Gunn Kim , Hyeong-Chai Jeong , Beom Jun Kim

Statistical evaluations of the economic mobility of a society are more difficult than measurements of the income distribution, because they require to follow the evolution of the individuals' income for at least one or two generations. In…

Economics · Quantitative Finance 2016-11-01 Maria Letizia Bertotti , Giovanni Modanese

In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition…

Probability · Mathematics 2008-12-02 Ted Theodosopoulos , Ming Yuen

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

Involution, a phenomenon of excessive competition with diminishing returns, has become a pressing socio-economic concern in contemporary China, prompting both academic inquiry and policy interventions. This paper proposes an evolutionary…

Physics and Society · Physics 2026-03-16 Bo Li , Qiwen Ge , Yong Shi
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