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Related papers: Pareto index induced from the scale of companies

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A set of data with positive values follows a Pareto distribution if the log-log plot of value versus rank is approximately a straight line. A Pareto distribution satisfies Zipf's law if the log-log plot has a slope of -1. Since many types…

Economics · Quantitative Finance 2020-06-04 Ricardo T. Fernholz , Robert Fernholz

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the…

General Finance · Quantitative Finance 2009-11-13 J. Gonzalez-Estevez , M. G. Cosenza , R. Lopez-Ruiz , J. R. Sanchez

Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1,…

Statistical Mechanics · Physics 2008-12-02 Takayuki Mizuno , Makoto Katori , Hideki Takayasu , Misako Takayasu

Publicly traded companies are fundamental units of contemporary economies and markets and are important mechanisms through which humans interact with their environments. Understanding the general properties that underlie the processes of…

Physics and Society · Physics 2022-07-07 Jiang Zhang , Christopher P. Kempes , Marcus J. Hamilton , Ruyi Tao , Geoffrey B. West

Under conditions of market equilibrium, the distribution of capital income follows a Pareto power law, with an exponent that characterizes the given equilibrium. Here, a simple taxation scheme is proposed such that the post-tax capital…

Economics · Quantitative Finance 2018-03-14 Jacques Tempere

We have modeled the employment/population ratio in the largest developed countries. Our results show that the evolution of the employment rate since 1970 can be predicted with a high accuracy by a linear dependence on the logarithm of real…

General Finance · Quantitative Finance 2011-09-21 Ivan Kitov , Oleg Kitov

Using an exhaustive list of Japanese bankruptcy in 1997, we discover a Zipf law for the distribution of total liabilities of bankrupted firms in high debt range. The life-time of these bankrupted firms has exponential distribution in…

Statistical Mechanics · Physics 2009-11-10 Yoshi Fujiwara

We find the wealth distribution for an economic agent in the financial market, in analogy with standard derivation of generaliz Boltzman (Tsallis) factor in statistical mechanics. In this respect, Tsallis entropic index separates two…

Other Condensed Matter · Physics 2008-12-10 Amir Hossein Darooneh

Technological innovation has extensively been studied to make firms sustainable and more competitive. Within this context, the most important recent issue has been the dynamics of collaborative innovation among firms. We therefore…

Physics and Society · Physics 2009-11-13 Hiroyasu Inoue , Wataru Souma , Schumpeter Tamada

To elucidate allometric scaling in complex systems, we investigated the underlying scaling relationships between typical three-scale indicators for approximately 500,000 Japanese firms; namely, annual sales, number of employees, and number…

Physics and Society · Physics 2012-12-11 Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

The paper presents an analysis performed over the worldwide top 150 firms in the pharmaceutical industry. It begins with a test of the Gibrat's Law of Proportionate Effect finding, in line with previous literature, a violation concerning…

Condensed Matter · Physics 2007-05-23 Giulio Bottazzi

A dynamic model of the social relations between workers and capitalists is introduced. The model is deduced from the assumption that the law of value is an organising principle of modern economies. The model self-organises into a dynamic…

Condensed Matter · Physics 2011-03-24 Ian Wright

We report empirical studies on the personal income distribution, and clarify that the distribution pattern of the lognormal with power law tail is the universal structure. We analyze the temporal change of Pareto index and Gibrat index to…

Statistical Mechanics · Physics 2008-12-02 Wataru Souma

This paper develops a Pareto scale-inflated outlier model. This model is intended for use when data from some standard Pareto distribution of interest is suspected to have been contaminated with a relatively small number of outliers from a…

Methodology · Statistics 2016-11-03 David P. M. Scollnik

At what level should government or companies support research? This complex multi-faceted question encompasses such qualitative bonus as satisfying natural human curiosity, the quest for knowledge and the impact on education and culture,…

Statistical Mechanics · Physics 2009-10-31 Didier Sornette , Daniel Zajdenweber

We introduce a probabilistic model of labor markets for university graduates, in particular, in Japan. To make a model of the market efficiently, we take into account several hypotheses. Namely, each company fixes the (business year…

General Finance · Quantitative Finance 2015-06-17 He Chen , Jun-ichi Inoue

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

We study size and growth distributions of products and business firms in the context of a given industry. Firm size growth is analyzed in terms of two basic mechanisms, i.e. the increase of the number of new elementary business units and…

Condensed Matter · Physics 2009-11-10 G. De Fabritiis , F. Pammolli , M. Riccaboni

This study investigates the causal relationship between patent grants and firms' dynamics in the Information and Communication Technology (ICT) industry, as the latter is a peculiar sector of modern economies, often under the lens of…

General Economics · Economics 2024-07-23 Dimitrios Exadaktylos , Mahdi Ghodsi , Armando Rungi
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