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相关论文: Limiting distributions of generalized money exchan…

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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

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

How do individuals accumulate wealth as they interact economically? We outline the consequences of a simple microscopic model in which repeated pairwise exchanges of assets between individuals build the wealth distribution of a population.…

物理与社会 · 物理学 2010-08-31 P. L. Krapivsky , S. Redner

A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…

物理与社会 · 物理学 2008-12-02 Abhijit Kar Gupta

We discuss the equivalence between kinetic wealth-exchange models, in which agents exchange wealth during trades, and mechanical models of particles, exchanging energy during collisions. The universality of the underlying dynamics is shown…

综合金融 · 定量金融 2009-11-13 Anirban Chakraborti , Marco Patriarca

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

We study the Immediate Exchange model, recently introduced by Heinsalu and Patriarca [Eur. Phys. J. B 87: 170 (2014)], who showed by simulations that the wealth distribution in this model converges to a Gamma distribution with shape…

综合金融 · 定量金融 2015-06-23 Guy Katriel

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 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

A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…

综合金融 · 定量金融 2011-05-11 R. Lopez-Ruiz , E. Shivanian , S. Abbasbandy , J. L. Lopez

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

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

We introduce a simple model of economy, where the time evolution is described by an equation capturing both exchange between individuals and random speculative trading, in such a way that the fundamental symmetry of the economy under an…

凝聚态物理 · 物理学 2007-05-23 Jean-Philippe Bouchaud , Marc Mezard

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

Models in econophysics, i.e., the emerging field of statistical physics that applies the main concepts of traditional physics to economics, typically consist of large systems of economic agents who are characterized by the amount of money…

概率论 · 数学 2017-03-08 Nicolas Lanchier

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

统计力学 · 物理学 2009-11-07 Anirban Chakraborti

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

Many models of market dynamics make use of the idea of wealth exchanges among economic agents. A simple analogy compares the wealth in a society with the energy in a physical system, and the trade between agents to the energy exchange…

物理与社会 · 物理学 2010-07-14 J. R. Iglesias

A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat…

适应与自组织系统 · 物理学 2012-09-25 Marcel Ausloos , Andrzej Pekalski
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