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相关论文: Modelling income, wealth, and expenditure data by …

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We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution…

综合金融 · 定量金融 2016-03-29 Elvis Oltean , Fedor Kusmartsev

We applied Dirac distribution, Bose-Einstein distribution, and occasionally Boltzmann-Gibbs distribution in order to determine which is optimal for income distribution on a large pool of countries. The best fit to the data was observed in…

综合金融 · 定量金融 2016-03-29 Elvis Oltean , Fedor Kusmartsev

This paper explores several types of income which have not been explored so far by authors who tackled income and wealth distribution using Statistical Physics. The main types of income we plan to analyze are income before redistribution…

物理与社会 · 物理学 2016-03-29 Elvis Oltean , Fedor V. Kusmartsev

Polynomial distribution can be applied to dynamical systems in certain situations. Macroeconomic systems characterized by economic variables such as income and wealth can be modelled similarly using polynomials. We extend our previous work…

综合金融 · 定量金融 2016-03-29 Elvis Oltean

Most papers which explored so far macroeconomic variables took into account income and wealth. Equally important as the previous macroeconomic variables is the expenditure or consumption, which shows the amount of goods and services that a…

综合金融 · 定量金融 2016-03-29 Elvis Oltean , Fedor Kusmartsev

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all…

综合金融 · 定量金融 2016-03-29 Elvis Oltean , Fedor Kusmartsev

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

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

A brief overview of the models and data analyses of income, wealth, consumption distributions by the physicists, are presented here. It has been found empirically that the distributions of income and wealth possess fairly robust features,…

综合金融 · 定量金融 2018-08-07 Kiran Sharma , Anirban Chakraborti

The paper starts with a brief review of present understanding of income distributions; especially with regard to recent work in the field of econophysics that draws parallels between income, wealth and energy distributions. Examples of…

其他凝聚态物理 · 物理学 2008-12-02 G. Willis

This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…

统计金融 · 定量金融 2023-06-06 Victor M. Yakovenko

Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with…

综合金融 · 定量金融 2015-04-17 Zhiwu Zheng

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

统计金融 · 定量金融 2011-03-14 Victor M. Yakovenko

In this short paper, we overview and extend the results of our papers cond-mat/0001432, cond-mat/0008305, and cond-mat/0103544, where we use an analogy with statistical physics to describe probability distributions of money, income, and…

统计力学 · 物理学 2008-12-02 Adrian A. Dragulescu , Victor M. Yakovenko

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…

统计力学 · 物理学 2008-12-10 Adrian A. Dragulescu

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

综合金融 · 定量金融 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

Survey data are widely used to study how income inequality, poverty, and welfare evolve over time. A common practice is to estimate the income distribution separately for each year, treating annual observations as independent…

计量经济学 · 经济学 2026-04-24 David Gunawan

In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics.…

综合金融 · 定量金融 2012-12-07 F. Clementi , M. Gallegati , G. Kaniadakis

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…

统计金融 · 定量金融 2010-09-02 Anand Banerjee , Victor M. Yakovenko

This article aims at reviewing recent empirical and theoretical developments usually grouped under the term Econophysics. Since its name was coined in 1995 by merging the words Economics and Physics, this new interdisciplinary field has…

综合金融 · 定量金融 2015-03-13 Anirban Chakraborti , Ioane Muni Toke , Marco Patriarca , Frederic Abergel
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