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相关论文: Wealth distribution: To be or not to be a Gamma?

200 篇论文

The rich-get-richer mechanism (agents increase their ``wealth'' randomly at a rate proportional to their holdings) is often invoked to explain the Pareto power-law distribution observed in many physical situations, such as the degree…

综合金融 · 定量金融 2008-12-02 James P. Bagrow , Jie Sun , Daniel ben-Avraham

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found…

物理与社会 · 物理学 2016-03-21 Asim Ghosh , Arnab Chatterjee , Jun-ichi Inoue , Bikas K. Chakrabarti

In this paper, we investigate the economic mobility in some money transfer models which have been applied into the research on wealth distribution. We demonstrate the mobility by recording the time series of agents' ranks and observing…

物理与社会 · 物理学 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

In order to describe the properties of the observed distribution of wealth in a population, most economic models rely on the existence of an asymptotic equilibrium state. In addition, the process generating the equilibrium distribution is…

统计力学 · 物理学 2024-02-16 Valerio Astuti

Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it…

综合金融 · 定量金融 2017-09-22 F. Clementi , M. Gallegati

This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…

统计金融 · 定量金融 2009-12-24 Victor M. Yakovenko , J. Barkley Rosser

In the so-called ``fair'' models of peer-to-peer wealth exchanges, economic inequality tends to reach its maximum value asymptotically. This global trend is evident as the richest continuously accumulate a larger share of wealth at the…

物理与社会 · 物理学 2023-08-22 Thiago Dias , Sebastián Gonçalves

We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time…

物理与社会 · 物理学 2009-11-11 Yougui Wang , Ning Ding , Li Zhang

We have studied numerically the statistical mechanics of the dynamic phenomena, including money circulation and economic mobility, in some transfer models. The models on which our investigations were performed are the basic model proposed…

物理与社会 · 物理学 2008-12-02 Yougui Wang , Ning Ding

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…

综合金融 · 定量金融 2016-08-23 Bruce M. Boghosian , Adrian Devitt-Lee , Hongyan Wang

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…

物理与社会 · 物理学 2015-06-19 A. Agreda , K. Tucci

Using the Generalised Lotka Volterra (GLV) model adapted to deal with muti agent systems we can investigate economic systems from a general viewpoint and obtain generic features common to most economies. Assuming only weak generic…

统计力学 · 物理学 2009-11-07 Sorin Solomon , Peter Richmond

Econophysics provides a strategy for understanding the potential mechanisms underlying the anomalous distribution of wealth found in real societies. We present a computational nonlinear stochastic model for the distribution of wealth that…

统计力学 · 物理学 2009-11-10 Nicola Scafetta , Bruce J. West , Sergio Picozzi

In the context of a large class of stochastic processes used to describe the dynamics of wealth growth, we prove a set of inequalities establishing necessary and sufficient conditions in order to avoid infinite wealth concentration. These…

理论经济学 · 经济学 2023-03-02 Valerio Astuti

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

综合金融 · 定量金融 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

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…

数理金融 · 定量金融 2024-06-18 Christoph Börgers , Claude Greengard

We study a model of wealth dynamics [Bouchaud and M\'ezard 2000, \emph{Physica A} \textbf{282}, 536] which mimics transactions among economic agents. The outcomes of the model are shown to depend strongly on the topological properties of…

无序系统与神经网络 · 物理学 2009-02-06 D. Garlaschelli , M. I. Loffredo

Boltzmann-Gibbs distribution arises as the statistical equilibrium probability distribution of money among the agents of a closed economic system where random and undirected exchanges are allowed. When considering a model with uniform…

适应与自组织系统 · 物理学 2015-06-11 Ismael Martinez-Martinez , Ricardo Lopez-Ruiz

In Chakraborti's yard-sale model of an economy, identical agents engage in trades that result in wealth exchanges, but conserve the combined wealth of all agents and each agent's expected wealth. In this model, wealth condensation, that is,…

综合金融 · 定量金融 2023-08-04 Christoph Börgers , Claude Greengard

We investigate the accumulated wealth distribution by adopting evolutionary games taking place on scale-free networks. The system self-organizes to a critical Pareto distribution (1897) of wealth $P(m)\sim m^{-(v+1)}$ with $1.6 < v <2.0$…

物理与社会 · 物理学 2009-11-11 Mao-Bin Hu , Wen-Xu Wang , Rui Jiang , Qing-Song Wu , Bing-Hong Wang , Yong-Hong Wu