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Related papers: Dynamics of Wealth Inequality

200 papers

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

We study the effect of altruism in two simple asset exchange models: the yard sale model (winner gets a random fraction of the poorer player's wealth) and the theft and fraud model (winner gets a random fraction of the loser's wealth). We…

Physics and Society · Physics 2009-11-11 M. Rodriguez-Achach , R. Huerta-Quintanilla

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

Bridging the gap between individual agent behavior and macroscopic societal patterns is a central challenge in the social sciences. In this work, we propose a solution to this problem via a kinetic theory formulation. We demonstrate that…

Physics and Society · Physics 2025-11-13 Miguel A. Durán-Olivencia

We demonstrate by mathematical analysis and systematic computer simulations that redistribution can lead to sustainable growth in a society. The human capital dynamics of each agent is described by a stochastic multiplicative process which,…

General Finance · Quantitative Finance 2015-06-11 Jan Lorenz , Fabian Paetzel , Frank Schweitzer

Financial markets display scale-free behavior in many different aspects. The power-law behavior of part of the distribution of individual wealth has been recognized by Pareto as early as the nineteenth century. Heavy-tailed and scale-free…

Trading and Market Microstructure · Quantitative Finance 2009-06-03 M. Ebert , W. Paul

We consider a simple theoretical model to investigate the impact of inheritances on the wealth distribution. Wealth is described as a finite resource, which remains constant over different generations and is divided equally among offspring.…

Physics and Society · Physics 2021-11-17 Pedro Patrício , Nuno A. M. Araújo

Why are human societies unstable? Theories based on the observation of recurring patterns in historical data indicate that economic inequality, as well as social factors are key drivers. So far, models of this phenomenon are more…

Physics and Society · Physics 2025-06-24 Alexander Jochim , Stefan Bornholdt

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 C. H. Yeung , K. Y. Michael Wong , Y. -C. Zhang

We consider a heterogeneous agent-based economic model where economic agents have strictly bounded rationality and where income allocation strategies evolve through selective imitation. Income is calculated by a Cobb-Douglas type production…

Trading and Market Microstructure · Quantitative Finance 2010-09-15 Volker Nannen

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

Organizational growth processes have consistently been shown to exhibit a fatter-than-Gaussian growth-rate distribution in a variety of settings. Long periods of relatively small changes are interrupted by sudden changes in all size scales.…

Physics and Society · Physics 2014-08-13 Hernan Mondani , Petter Holme , Fredrik Liljeros

'Rich get richer' rule comforts previously often chosen actions. What is happening to the evolution of individual inclinations to choose an action when agents do interact ? Interaction tends to homogenize while each individual dynamics…

Probability · Mathematics 2020-08-05 Irene Crimaldi , Pierre-Yves Louis , Ida Germana Minelli

In view of some persistent recent reports on a singular kind of growth of the world wealth inequality, where a finite (often handful) number of people tend to possess more than the wealth of the planet's 50\% population, we explore here if…

Physics and Society · Physics 2023-08-09 Asim Ghosh , Suchismita Banerjee , Sanchari Goswami , Manipushpak Mitra , Bikas K. Chakrabarti

We present a stochastic agent-based model for the distribution of personal incomes in a developing economy. We start with the assumption that incomes are determined both by individual labour and by stochastic effects of trading and…

General Finance · Quantitative Finance 2010-09-23 Amit K Chattopadhyay , Graeme J Ackland , Sushanta K Mallick

In this paper, we introduce a large system of interacting financial agents in which each agent is faced with the decision of how to allocate his capital between a risky stock or a risk-less bond. The investment decision of investors,…

Portfolio Management · Quantitative Finance 2019-02-21 Torsten Trimborn , Lorenzo Pareschi , Martin Frank

The emergence of labor division in multi-agent system is analyzed by the method of statistical physics. Considering a system consists of N homogeneous agents. Their behaviors are determined by the returns from their production. Using the…

Statistical Mechanics · Physics 2009-11-07 Jinshan Wu , Zengru Di , Z. R. Yang

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

General Finance · Quantitative Finance 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

Using the analogy with inelastic granular gasses we introduce a model for wealth exchange in society. The dynamics is governed by a kinetic equation, which allows for self-similar solutions. The scaling function has a power-law tail, the…

Statistical Mechanics · Physics 2008-12-02 Frantisek Slanina

We consider a model of power distribution in a social system where a set of agents play a simple game on a graph: the probability of winning each round is proportional to the agent's current power, and the winner gets more power as a…

Physics and Society · Physics 2019-07-30 Silvia N. Santalla , Kostadin Koroutchev , Elka Korutcheva , Javier Rodriguez-Laguna