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相关论文: Wealth distribution across communities of adaptive…

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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…

物理与社会 · 物理学 2024-08-30 Gustavo Kohlrausch , Sebastián Gonçalves

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

We propose a set of conservative models in which agents exchange wealth with a preference in the choice of interacting agents in different ways. The common feature in all the models is that the temporary values of financial status of agents…

物理与社会 · 物理学 2015-06-22 Sanchari Goswami , Parongama Sen

Simple agent based exchange models are a commonplace in the study of wealth distribution of artificial societies. Generally, each agent is characterized by its wealth and by a risk-aversion factor, and random exchanges between agents allow…

适应与自组织系统 · 物理学 2009-11-11 G. M. Caon , S. Goncalves , J. R. Iglesias

Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent based model to study quantitatively this…

综合金融 · 定量金融 2017-11-23 F. M. Stefan , A. P. F. Atman

We study a system of $N$ agents, whose wealth grows linearly, under the effect of stochastic resetting and interacting via a tax-like dynamics -- all agents donate a part of their wealth, which is, in turn, redistributed equally among all…

物理与社会 · 物理学 2022-05-11 Ion Santra

Empirical distributions of wealth and income can be reproduced using simplified agent-based models of economic interactions, analogous to microscopic collisions of gas particles. Building upon these models of freely interacting agents, we…

物理与社会 · 物理学 2020-03-10 Lennart Fernandes , Jacques Tempere

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…

其他凝聚态物理 · 物理学 2009-11-10 Przemyslaw Repetowicz , Stefan Hutzler , Peter Richmond

Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated…

物理与社会 · 物理学 2015-06-12 L. A. Braunstein , P. A. Macri , J. R. Iglesias

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

计算金融 · 定量金融 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

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

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

Binary kinetic exchange models, where money is shuffled between two agents at a time, reproduce the Boltzmann Gibbs exponential wealth distribution but cannot address the multi party trades common in real markets. We generalize the exchange…

物理与社会 · 物理学 2026-05-28 Suchismita Banerjee

Simple agent based exchange models are a commonplace in the study of wealth distribution in an artificial economy. Generally, in a system that is composed of many agents characterized by their wealth and risk-aversion factor, two agents are…

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

物理与社会 · 物理学 2011-01-04 Arnab Chatterjee , Parongama Sen

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

物理与社会 · 物理学 2007-05-23 Indrani Bose , Subhasis Banerjee

Wealth transactions are central to economic activity, and their particularities shape macroeconomic outcomes. We propose an agent-based model to investigate how homophily influences economic inequality. The model simulates wealth exchanges…

物理与社会 · 物理学 2025-02-26 Gustavo L. Kohlrausch , Thiago Dias , Sebastian Gonçalves

The agent-based Yard-Sale model of wealth inequality is generalized to incorporate exponential economic growth and its distribution. The distribution of economic growth is nonuniform and is determined by the wealth of each agent and a…

统计力学 · 物理学 2021-08-26 Kang K. L. Liu , N. Lubbers , W. Klein , J. Tobochnik , B. M. Boghosian , Harvey Gould

This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…

概率论 · 数学 2022-07-12 K. M. D. Chan , M. R. H. Mandjes

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…

物理与社会 · 物理学 2017-09-12 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier
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