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Knowing and modelling the migration phenomena and especially the social and economic consequences have a theoretical and practical importance, being related to their consequences for development, economic progress (or as appropriate,…

General Finance · Quantitative Finance 2012-02-07 Anca Gheorghiu , Ion Spanulescu

We propose a simple market model where agents trade different types of products with each other by using money, relying only on local information. Value fluctuations of single products, combined with the condition of maximum profit in…

Condensed Matter · Physics 2015-06-24 Raul Donangelo , Alex Hansen , Kim Sneppen , Sergio R. Souza

Transfer learning methods endeavor to leverage relevant knowledge from existing source pre-trained models or datasets to solve downstream target tasks. With the increase in the scale and quantity of available pre-trained models nowadays, it…

Machine Learning · Computer Science 2024-02-26 Yuhe Ding , Bo Jiang , Aijing Yu , Aihua Zheng , Jian Liang

In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…

Physics and Society · Physics 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

I present a short review of models for transverse-momentum distributions and transversity, with a particular attention on general features common to many models. I compare some model results with experimental extractions. I discuss the…

High Energy Physics - Phenomenology · Physics 2022-03-02 Alessandro Bacchetta

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

Physics and Society · Physics 2015-06-19 A. Agreda , K. Tucci

In this short paper we define the wealth process in a spin model for market microstructure, for individual agents and in aggregate. The agents in our model try to balance their desire to belong to the local majority (herding behavior),…

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

We consider a simplified version of the Wealth Game, which is an agent-based financial market model with many interesting features resembling the real stock market. Market makers are not present in the game so that the majority traders are…

Physics and Society · Physics 2010-09-24 W. Y. Cheung , K. Y. Michael Wong

Recently research on bubble and its burst attract much interest of researchers in various field such as economics and physics. Economists have been regarding bubble as a disorder in prices. However, this research strategy has overlooked an…

Physics and Society · Physics 2015-05-19 Katsuhiro Nishinari , Mitsuru Iwamura , Yukiko Umeno Saito , Tsutomu Watanabe

Stochastic network calculus requires special care in the search of proper stochastic traffic arrival models and stochastic service models. Tradeoff must be considered between the feasibility for the analysis of performance bounds, the…

Performance · Computer Science 2010-01-18 Kui Wu , Yuming Jiang , Jie Li

Wealth distribution is a complex and critical aspect of any society. Information exchange is considered to have played a role in shaping wealth distribution patterns, but the specific dynamic mechanism is still unclear. In this research, we…

Computer Vision and Pattern Recognition · Computer Science 2023-04-04 Yang Shao , Hirokazu Atsumori , Tadayuki Matsumura , Kanako Esaki , Shunsuke Minusa , Hiroyuki Mizuno

The classical theory of efficient allocations of an aggregate endowment in a pure-exchange economy has hitherto primarily focused on the Pareto-efficiency of allocations, under the implicit assumption that transfers between agents are…

Computer Science and Game Theory · Computer Science 2026-03-05 Mario Ghossoub , Giulio Principi , Ruodu Wang

This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Each agent is described by his production, consumption, stock…

General Finance · Quantitative Finance 2019-09-26 Pierre Gosselin , Aïleen Lotz , Marc Wambst

The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering…

General Finance · Quantitative Finance 2016-06-16 M. Andrecut

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

International trade fluxes evolve as countries revise their portfolios of trade products towards economic development. Accordingly products' shares in international trade vary with time, reflecting the transfer of capital between distinct…

Trading and Market Microstructure · Quantitative Finance 2018-01-16 Matthieu Barbier , D. -S. Lee

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

Models in econophysics, i.e., the emerging field of statistical physics that applies the main concepts of traditional physics to economics, typically consist of large systems of economic agents who are characterized by the amount of money…

Probability · Mathematics 2017-03-08 Nicolas Lanchier

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

We present an agent-based model of microscopic wealth exchange in a dynamic network to study the topological features associated with economic inequality. The model evolves through two alternating processes, the conservative exchange of…

Physics and Society · Physics 2024-08-30 Gustavo Kohlrausch , Sebastián Gonçalves
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