中文
相关论文

相关论文: Uncovering a two-phase dynamics from a dollar exch…

200 篇论文

In this work, we investigate a biased dollar exchange model with collective debt limit, in which agents picked at random (with a rate depending on the amount of dollars they have) give at random time a dollar to another agent being picked…

概率论 · 数学 2023-11-15 Fei Cao , Stephanie Reed

In this paper, we continue our analysis of spatial versions of agent-based models for the dynamics of money that have been introduced in the statistical physics literature, focusing on two models with debts. Both models consist of systems…

概率论 · 数学 2019-10-02 Nicolas Lanchier , Stephanie Reed

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

We study the poor-biased model for money exchange introduced in [2]: agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random.…

概率论 · 数学 2025-01-15 Roberto Cortez , Fei Cao

This paper studies an interacting particle system of interest in econophysics inspired from a model introduced in the physics literature. The original model consists of the customers of a single bank characterized by their capital, and the…

概率论 · 数学 2022-01-31 Nicolas Lanchier , Stephanie Reed

We investigate the uniform reshuffling model for money exchanges: two agents picked uniformly at random redistribute their dollars between them. This stochastic dynamics is of mean-field type and eventually leads to a exponential…

概率论 · 数学 2021-04-06 Fei Cao , Pierre-Emmanuel Jabin , Sebastien Motsch

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

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

We investigate the repeated averaging model for money exchanges: two agents picked uniformly at random share half of their wealth to each other. It is intuitively convincing that a Dirac distribution of wealth (centered at the initial…

概率论 · 数学 2021-08-19 Fei Cao

In the manuscript, we are interested in using kinetic theory to better understand the time evolution of wealth distribution and their large scale behavior such as the evolution of inequality (e.g. Gini index). We investigate three type of…

概率论 · 数学 2021-05-18 Fei Cao , Sebastien Motsch

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

We investigate the classical Bennati-Dragulescu-Yakovenko (BDY) dollar exchange model introduced in \cite{dragulescu_statistical_2000} where the effects of wealth ceiling and wealth flooring are explored. In our model, $N$ identical…

概率论 · 数学 2026-02-03 Fei Cao , Sebastien Motsch , Wendy Garcia Umbarita

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

Aiming to describe the wealth distribution evolution, several models consider an ensemble of interacting economic agents that exchange wealth in binary fashion. Intriguingly, models that consider an unbiased market, that gives to each agent…

综合金融 · 定量金融 2021-06-30 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate…

概率论 · 数学 2018-04-18 Nicolas Lanchier , Stephanie Reed

We construct a model of an exchange economy in which agents trade assets contingent on an observable signal, the probability of which depends on public opinion. The agents in our model are replaced occasionally and each person updates…

理论经济学 · 经济学 2022-04-28 Jean-Philippe Bouchaud , Roger Farmer

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

We investigate a variant of the standard Bennati-Dragulescu-Yakovenko (BDY) game \cite{dragulescu_statistical_2000} inspired by the very recent work \cite{blom_hallmarks_2024}, where agents involving in a money exchange dynamics are…

概率论 · 数学 2025-05-13 Fei Cao

We develop a mean-field theory of the growth, exchange and distribution (GED) model introduced by Kang et al. (preceding paper) that accurately describes the phase transition in the limit that the number of agents $N$ approaches infinity.…

统计力学 · 物理学 2021-08-04 W. Klein , N. Lubbers , Kang K. L. Liu , T. Khouw , Harvey Gould

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
‹ 上一页 1 2 3 10 下一页 ›