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相关论文: Agent dynamics in kinetic models of wealth exchang…

200 篇论文

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…

综合金融 · 定量金融 2016-06-16 M. Andrecut

We report the numerical results for the steady state income or wealth distribution $P(m)$ and the resulting inequality measures (Gini $g$ and Kolkata $k$ indices) in the kinetic exchange models of market dynamics. We study the variations of…

物理与社会 · 物理学 2022-08-08 Sanjukta Paul , Sudip Mukherjee , Bijin Joseph , Asim Ghosh , Bikas K. Chakrabarti

We propose some kinetic models of wealth exchange and investigate their behavior on directed networks though numerical simulations. We observe that network topology and directedness yields a variety of interesting features in these models.…

物理与社会 · 物理学 2009-11-13 Arnab Chatterjee

We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

综合金融 · 定量金融 2015-05-07 Els Heinsalu , Marco Patriarca

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

物理与社会 · 物理学 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Els Heinsalu , Guido Germano

We consider a simple model of a closed economic system where the total money is conserved and the number of economic agents is fixed. In analogy to statistical systems in equilibrium, money and the average money per economic agent are…

统计力学 · 物理学 2009-10-31 Anirban Chakraborti , Bikas K. Chakrabarti

A dynamical model of capital exchange is introduced in which a specified amount of capital is exchanged between two individuals when they meet. The resulting time dependent wealth distributions are determined for a variety of exchange…

统计力学 · 物理学 2009-10-30 S. Ispolatov , P. L. Krapivsky , S. Redner

In this work, the dynamics of agents below a \textit{threshold line} in some modified CCM type kinetic wealth exchange models are studied. These agents are eligible for subsidy as can be seen in any real economy. An interaction is…

物理与社会 · 物理学 2022-06-29 Sanchari Goswami

The "Money Exchange Model" is a type of agent-based simulation model used to study how wealth distribution and inequality evolve through monetary exchanges between individuals. The primary focus of this model is to identify the limiting…

概率论 · 数学 2025-01-07 Hironobu Sakagawa

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…

物理与社会 · 物理学 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

In any ecosystem, the conditions of the environment and the characteristics of the species that inhabit it are entangled, co-evolving in space and time. We introduce a model that couples active agents with a dynamic environment, interpreted…

种群与进化 · 定量生物学 2025-12-10 G. Briozzo , G. J. Sibona , F. Peruani

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

综合金融 · 定量金融 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

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…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer…

物理与社会 · 物理学 2009-11-11 M. A. Fuentes , M. N. Kuperman , J. R. Iglesias

How do individuals accumulate wealth as they interact economically? We outline the consequences of a simple microscopic model in which repeated pairwise exchanges of assets between individuals build the wealth distribution of a population.…

物理与社会 · 物理学 2010-08-31 P. L. Krapivsky , S. Redner

We investigate the unbiased model for money exchanges: agents give at random time a dollar to one another (if they have one). Surprisingly, this dynamics eventually leads to a geometric distribution of wealth (shown empirically by…

概率论 · 数学 2022-08-12 Fei Cao , Pierre-Emmanuel Jabin

Multi-agent models have been used in many contexts to study generic collective behavior. Similarly, complex networks have become very popular because of the diversity of growth rules giving rise to scale-free behavior. Here we study…

交易与市场微观结构 · 定量金融 2009-11-13 Z. Burda , A. Krzywicki , O. C. Martin

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…

综合金融 · 定量金融 2009-11-13 J. Gonzalez-Estevez , M. G. Cosenza , R. Lopez-Ruiz , J. R. Sanchez

A version of the Schelling model on $\mathbb{Z}$ is defined, where two types of agents are allocated on the sites. An agent prefers to be surrounded by other agents of its own type, and may choose to move if this is not the case. It then…

概率论 · 数学 2019-06-21 Maria Deijfen , Timo Hirscher