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We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Bikas K Chakrabarti

We analyze an ideal gas like model of a trading market with quenched random saving factors for its agents and show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $\nu$ exactly…

Other Condensed Matter · Physics 2009-11-11 Arnab Chatterjee , Bikas K. Chakrabarti , Robin B. Stinchcombe

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce…

Statistical Mechanics · Physics 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

Statistical Mechanics · Physics 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

We analyze the ideal gas like models of markets and review the different cases where a `savings' factor changes the nature and shape of the distribution of wealth. These models can produce similar distribution of wealth as observed across…

Physics and Society · Physics 2009-11-13 Arnab Chatterjee , Bikas K Chakrabarti

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

Statistical Mechanics · Physics 2008-12-02 Bikas K. Chakrabarti , Arnab Chatterjee

We provide an exact solution to the ideal-gas-like models studied in econophysics to understand the microscopic origin of Pareto-law. In these class of models the key ingredient necessary for having a self-organized scale-free steady-state…

Physics and Society · Physics 2008-12-02 P. K. Mohanty

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of…

Physics and Society · Physics 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

General Finance · Quantitative Finance 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different…

Trading and Market Microstructure · Quantitative Finance 2009-04-03 C. Pellicer-Lostao , R. Lopez-Ruiz

The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly,…

Physics and Society · Physics 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

Physics and Society · Physics 2008-12-02 Abhijit Kar Gupta

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

Chaotic Dynamics · Physics 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

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

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

Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…

Physics and Society · Physics 2008-12-02 Arnab Chatterjee , Sitabhra Sinha , Bikas K. Chakrabarti

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

We develop a framework based on microeconomic theory from which the ideal gas like market models can be addressed. A kinetic exchange model based on that framework is proposed and its distributional features have been studied by considering…

Physics and Society · Physics 2015-05-13 Anindya S. Chakrabarti , Bikas K. Chakrabarti

We study a statistical model consisting of $N$ basic units which interact with each other by exchanging a physical entity, according to a given microscopic random law, depending on a parameter $\lambda$. We focus on the equilibrium or…

Statistical Mechanics · Physics 2009-11-10 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski

We consider an ideal closed stock market, in which 100 traders have economic activities. The assets of the traders change through buying and selling stocks. We simulate the assets under conservation of both total currency and total number…

Statistical Mechanics · Physics 2008-12-10 Yoshikazu Ohtaki , Hiroshi H. Hasegawa
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