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In Chakraborti's yard-sale model of an economy, identical agents engage in pairwise trades, resulting in wealth exchanges that conserve each agent's expected wealth. Doob's martingale convergence theorem immediately implies almost sure…

Mathematical Finance · Quantitative Finance 2024-06-18 Christoph Börgers , Claude Greengard

The addition of wealth-attained advantage (WAA) to the Yard-Sale Model (YSM) of asset exchange has been demonstrated to induce wealth condensation. In a model of WAA for which the bias is a continuous function of the wealth difference of…

General Finance · Quantitative Finance 2016-08-23 Bruce M. Boghosian , Adrian Devitt-Lee , Hongyan Wang

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 look at how asset exchange models can be mapped to random iterated function systems (IFS) giving new insights into the dynamics of wealth accumulation in such models. In particular, we focus on the "yard-sale" (winner gets a random…

Statistical Mechanics · Physics 2009-11-10 Sitabhra Sinha

Yard-Sale (YS) is a stochastic multiplicative wealth-exchange model with two phases: a stable one where wealth is shared, and an unstable one where wealth condenses onto one agent. YS is here studied numerically on 1d rings, 2d square…

General Finance · Quantitative Finance 2015-06-11 R. Bustos-Guajardo , Cristian F. Moukarzel

We investigate the problem of wealth distribution from the viewpoint of asset exchange. Robust nature of Pareto's law across economies, ideologies and nations suggests that this could be an outcome of trading strategies. However, the simple…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 M. Ali Saif , Prashant M. Gade

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

Wealth inequality remains a critical socioeconomic challenge, driven by systemic dynamics and self-reinforcing mechanisms that amplify the economic imbalances. Simplified models from statistical physics provide valuable insights into the…

Physics and Society · Physics 2026-02-16 Lautaro Giordano , Ignacio Cortés , Sebastian Gonçalves , María Fabiana Laguna

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

The so-called "Yard-Sale Model" of wealth distribution posits that wealth is transferred between economic agents as a result of transactions whose size is proportional to the wealth of the less wealthy agent. In recent work [B.M. Boghosian,…

General Finance · Quantitative Finance 2014-07-28 Bruce M. Boghosian

Persistent wealth inequality, where a small fraction of the population accumulates most resources while the majority remains economically vulnerable, is a widespread phenomenon. We investigate its underlying mechanisms using an agent-based…

Physics and Society · Physics 2026-02-16 Gastón Villafañe , Lautaro Giordano , María Fabiana Laguna

An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes…

Physics and Society · Physics 2014-07-22 Bruce M. Boghosian

The conservative wealth-exchange process derived from trade interactions is modeled as a multiplicative stochastic transference of value, where each interaction multiplies the wealth of the poorest of the two intervening agents by a random…

General Finance · Quantitative Finance 2015-05-30 Cristian F. Moukarzel

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

Many recent models of trade dynamics use the simple idea of wealth exchanges among economic agents in order to obtain a stable or equilibrium distribution of wealth among the agents. In particular, a plain analogy compares the wealth in a…

General Finance · Quantitative Finance 2015-05-30 J. R. Iglesias , R. M. C. de Almeida

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

Condensed Matter · Physics 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

The prevalence of wealth inequality propels us to characterize its origin and progression, via empirical and theoretical studies. The Yard-Sale(YS) model, in which a portion of the smaller wealth is transferred between two individuals,…

Physics and Society · Physics 2024-01-03 Hyun Gyu Lee , Deok-Sun Lee

Excessive wealth concentration can undermine economic and social development. Random Asset Exchange (RAE) models provide valuable tools to investigate this phenomenon. Assuming that economic systems may operate optimally near the critical…

Statistical Mechanics · Physics 2025-09-10 Nicolás Vazquez Von Bibow , Juan I. Perotti

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

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
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