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相关论文: London house prices are power-law distributed

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Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Based on the idea from general fractals and scaling,…

物理与社会 · 物理学 2018-12-20 Yanguang Chen

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally…

综合金融 · 定量金融 2015-06-17 Davide Fiaschi , Imre Kondor , Matteo Marsili , Valerio Volpati

Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto's wealth power law distribution. One important factor to be considered is the existence of risk aversion. In…

统计力学 · 物理学 2009-11-10 J. R. Iglesias , S. Goncalves , G. Abramson , J. L. Vega

Multifractal analysis offers a number of advantages to measure spatial economic segregation and inequality, as it is free of categories and boundaries definition problems and is insensitive to some shape-preserving changes in the variable…

物理与社会 · 物理学 2018-07-04 Hadrien Salat , Roberto Murcio , Keiji Yano , Elsa Arcaute

Poor energy efficiency of homes is a major problem with urgent environmental and social implications. Housing in the UK relies heavily on fossil fuels for energy supply and has some of the lowest energy efficiency in Europe. We explore…

计算机与社会 · 计算机科学 2023-02-21 Boyana Buyuklieva , Adam Dennett , Nick Bailey , Jeremy Morley

The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc.…

综合金融 · 定量金融 2013-09-17 Dmitry Schmerling

This paper analyzes the equilibrium distribution of wealth in an economy where firms' productivities are subject to idiosyncratic shocks, returns on factors are determined in competitive markets, dynasties have linear consumption functions…

综合金融 · 定量金融 2009-06-11 Davide Fiaschi , Matteo Marsili

Apparently random events in nature often reveal hidden patterns when analysed using diverse and robust statistical tools. Power-law distributions, for example, project diverse natural phenomenon, ranging from earthquakes1 to heartbeat…

The financial and economic crisis recently experienced by many European countries has increased demand for timely, coherent and consistent distributional information for the household sector. In the Euro area, most of the NCBs collect such…

综合经济学 · 经济学 2021-01-27 Michele Cantarella , Andrea Neri , Maria Giovanna Ranalli

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

The UK, particularly London, is a global hub for money laundering, a significant portion of which uses domestic property. However, understanding the distribution and characteristics of offshore domestic property in the UK is challenging due…

机器学习 · 计算机科学 2022-07-25 Jonathan Bourne , Andrea Ingianni , Rex McKenzie

A simple heuristic model, including the multiple exchanges between economic agents, is used to explain the mechanism of emerging and maintenance of social inequality in the market economy. The model allows calculating a density function of…

生物物理 · 物理学 2023-03-16 Vladimir Pokrovskii

A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…

统计力学 · 物理学 2018-01-03 Anirban Chakraborti , Marco Patriarca

This paper explores whether unconventional monetary policy operations have redistributive effects on household wealth. Drawing on household balance sheet data from the Wealth and Asset Survey, we construct monthly time series indicators on…

综合经济学 · 经济学 2019-12-23 Anastasios Evgenidis , Apostolos Fasianos

This article describes mathematical methods for estimating the top-tail of the wealth distribution and therefrom the share of total wealth that the richest $p$ percent hold, which is an intuitive measure of inequality. As the data base for…

应用统计 · 统计学 2018-07-11 Christoph Dalitz

First, we emphasize that the real estate price peaks which are currently under way in many industrialized countries (one important exception is Japan) share many of the characteristics of previous historical price peaks. In particular, we…

物理与社会 · 物理学 2007-05-23 Bertrand M. Roehner

An urban road network of Le Mans in France is analyzed. Some topological properties of network are investigated, such as degree distribution, clustering coefficient, diameter, and characteristic path length. These results suggest that our…

物理与社会 · 物理学 2016-09-08 J. Jiang , M. Calvao , A. Magalhases , D. Vittaz , R. Mirouse , F. Kouramavel , F. Tsobnange , Q. A. Wang

Power-law distributions with various exponents are studied. We first introduce a simple and generic model that reproduces Zipf's law. We can regard this model both as the time evolution of the population of cities and that of the asset…

统计力学 · 物理学 2007-05-23 Kenji Kawamura , Naomichi Hatano

We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. First, we extend our previous analysis to 1000 US stocks and…

无序系统与神经网络 · 物理学 2008-12-02 Vasiliki Plerou , Parameswaran Gopikrishnan , Xavier Gabaix , H. Eugene Stanley

It is now well established empirically that financial price changes are distributed according to a power law, with cubic exponent. This is a fascinating regularity, as it holds for various classes of securities, on various markets, and on…

统计金融 · 定量金融 2016-12-28 Sabiou Inoua