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This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces…

综合金融 · 定量金融 2009-06-13 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

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

The Kinetic Gas Theory like two-agent money exchange models, recently introduced in the Econophysics of Wealth distributions, are revisited. The emergence of Boltzmann-Gibbs like distribution of individual money to Pareto's law in the tail…

物理与社会 · 物理学 2009-11-11 Abhijit Kar Gupta

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

We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…

物理与社会 · 物理学 2026-02-24 Marzia Bisi , Martina Conte , Maria Groppi

Excessive wealth concentration can undermine economic and social development. Random Asset Exchange (RAE) models provide valuable tools to investigate this phenomenon. Assuming that economic systems may operate optimally near the critical…

统计力学 · 物理学 2025-09-10 Nicolás Vazquez Von Bibow , Juan I. Perotti

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 is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author…

经济学 · 定量金融 2017-03-22 Victor M. Yakovenko

We present a minimal agent-based model of interacting agents characterized by their wealth to study taxation and inequality in a non-conservative economy. Wealth evolves through an extremal stochastic replacement process in which the…

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…

Wealth inequality remains a critical socioeconomic challenge, driven by systemic dynamics and self-reinforcing mechanisms that amplify the economic imbalances. Simplified models from statistical physics provide valuable insights into the…

物理与社会 · 物理学 2026-02-16 Lautaro Giordano , Ignacio Cortés , Sebastian Gonçalves , María Fabiana Laguna

This article is written for the online newspaper "The Photon" published by the Department of Physics, University of Maryland. The article describes econophysics research done in the group of Victor Yakovenko. It briefly surveys the subjects…

统计力学 · 物理学 2008-12-02 Victor M. Yakovenko

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

An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes…

物理与社会 · 物理学 2014-07-22 Bruce M. Boghosian

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

We present a detailed numerical analysis of the modified version of a conservative self-organized extremal model introduced by Pianegonda et. al. for the distribution of wealth of the people in a society. Here the trading process has been…

综合金融 · 定量金融 2015-05-30 Abhijit Chakraborty , G. Mukherjee , S. S. Manna

We discuss several multi-agent models that have their origin in the kinetic exchange theory of statistical mechanics and have been recently applied to a variety of problems in the social sciences. This class of models can be easily adapted…

物理与社会 · 物理学 2013-06-18 Marco Patriarca , Anirban Chakraborti

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

One of the key socioeconomic phenomena to explain is the distribution of wealth. Bouchaud and M\'ezard have proposed an interesting model of economy [Bouchaud and M\'ezard (2000)] based on trade and investments of agents. In the mean-field…

统计金融 · 定量金融 2009-02-03 Matus Medo

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