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相关论文: The Size Variance Relationship of Business Firm Gr…

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We present a preferential attachment growth model to obtain the distribution $P(K)$ of number of units $K$ in the classes which may represent business firms or other socio-economic entities. We found that $P(K)$ is described in its central…

物理与社会 · 物理学 2009-11-13 S. V. Buldyrev , F. Pammolli , M. Riccaboni , K. Yamasaki , D. Fu , K. Matia , H. E. Stanley

This paper investigates the role of size in biological organisms. More specifically, how the energy demand, expressed by the metabolic rate, changes according to the mass of an organism. Empirical evidence suggests a power-law relation…

其他定量生物学 · 定量生物学 2021-05-05 Fabiano L. Ribeiro , William R. L. S. Pereira

Significant differences in the evolution of firm size distribution for various industries in the United States have been revealed and documented. For theoretical considerations, this finding puts major constraints on the modelling of firm…

统计金融 · 定量金融 2009-03-03 Ivan O. Kitov

A model is presented of the market dynamics to emphasis the effects of increasing returns to scale, including the description of the born and death of the adaptive producers. The evolution of market structure and its behavior with the…

统计力学 · 物理学 2008-12-02 Ying Fan , Menghui Li , Zengru Di

We introduce a model in which city populations grow at rates proportional to the area of their "sphere of influence", where the influence of a city depends on its population (to power \alpha) and distance from city (to power -\beta) and…

物理与社会 · 物理学 2012-09-25 David Aldous , Bowen Huang

The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some…

统计金融 · 定量金融 2009-11-13 Gabriella Vaglica , Fabrizio Lillo , Esteban Moro , Rosario N. Mantegna

The relationships which characterise the outcomes of the interactions between firms in the economy appear to follow power law behaviour. In particular, there is evidence that the empirical power laws which relate the size of an extinction…

凝聚态物理 · 物理学 2007-05-23 P Ormerod , H Johns

Zipf's law states that the number of firms with size greater than S is inversely proportional to S. Most explanations start with Gibrat's rule of proportional growth but require additional constraints. We show that Gibrat's rule, at all…

物理与社会 · 物理学 2014-08-26 Y. Malevergne , A. Saichev , D. Sornette

Cell growth in size is a complex process coordinated by intrinsic and environmental signals. In a recent work [Tzur et al., Science, 2009, 325:167-171], size distributions in an exponentially growing population of mammalian cells were used…

细胞行为 · 定量生物学 2015-06-16 Yucheng Hu , Tianqi Zhu

The growth of business firms is an example of a system of complex interacting units that resembles complex interacting systems in nature such as earthquakes. Remarkably, work in econophysics has provided evidence that the statistical…

统计金融 · 定量金融 2019-01-30 Nathan C. Frey , Sakib Matin , H. Eugene Stanley , Michael Salinger

We study, both analytically and numerically, the interaction effects on the skewness of the size distribution of elements in a growth model. We incorporate two types of global interaction into the growth model, and develop analytic…

统计力学 · 物理学 2018-03-14 Jungzae Choi , M. Y. Choi , Byung-Gook Yoon

To examine the relation between profitability and business models (BMs) across bank sizes, the paper proposes a research strategy based on machine learning techniques. This strategy allows for analyzing whether size and profit performance…

综合经济学 · 经济学 2024-01-24 F. Bolivar , M. A. Duran , A. Lozano-Vivas

Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…

物理与社会 · 物理学 2008-12-02 Zoltan Eisler , Janos Kertesz

We study the correlation structure of firm growth rates. We show that most firms are correlated because of their exposure to a common factor but that firms linked through the supply chain exhibit a stronger correlation on average than firms…

统计金融 · 定量金融 2023-07-04 Luca Mungo , José Moran

We study the cross-correlations in stock price changes between the S&P 500 companies by introducing a weighted random graph, where all vertices (companies) are fully connected, and each edge is weighted. The weight assigned to each edge is…

统计力学 · 物理学 2009-11-07 Hyun-Joo Kim , Youngki Lee , In-mook Kim , Byungnam Kahng

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…

交易与市场微观结构 · 定量金融 2018-10-16 Mathias Pohl , Alexander Ristig , Walter Schachermayer , Ludovic Tangpi

Scaling describes how a given quantity $Y$ that characterizes a system varies with its size $P$. For most complex systems it is of the form $Y\sim P^\beta$ with a nontrivial value of the exponent $\beta$, usually determined by regression…

物理与社会 · 物理学 2019-10-16 Marc Barthelemy

In this paper we address the question of the size distribution of firms. To this aim, we use the Bloomberg database comprising multinational firms within the years 1995-2003, and analyze the data of the sales and the total assets of the…

物理与社会 · 物理学 2013-09-11 Taisei Kaizoji , Hiroshi Iyetomi , Yuichi Ikeda

Based on the empirical analysis of the dependency network in 18 Java projects, we develop a novel model of network growth which considers both: an attachment mechanism and the addition of new nodes with a heterogeneous distribution of their…

物理与社会 · 物理学 2015-05-19 Claudio J. Tessone , Markus M. Geipel , F. Schweitzer

Understanding cities is central to addressing major global challenges from climate and health to economic resilience. Although increasingly perceived as fundamental socio-economic units, the detailed fabric of urban economic activities is…