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In this work, we modify the affine wealth model of wealth distributions to examine the effects of nonconstant redistribution on the very wealthy. Previous studies of this model, restricted to flat redistribution schemes, have demonstrated…

综合金融 · 定量金融 2021-10-27 Sam L. Polk , Bruce M. Boghosian

We introduce and discuss a system of one-dimensional kinetic equations describing the influence of higher education in the social stratification of a multi-agent society. The system is obtained by coupling a model for knowledge formation…

物理与社会 · 物理学 2021-10-18 Giacomo Dimarco , Giuseppe Toscani , Mattia Zanella

We consider a version of large population games whose agents compete for resources using strategies with adaptable preferences. Diversity among the agents reduces their maladpative behavior. We find interesting scaling relations with…

凝聚态物理 · 物理学 2007-05-23 K. Y. Michael Wong , S. W. Lim , Zhuo Gao

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

物理与社会 · 物理学 2014-11-11 Filippo Radicchi

We study the effect of altruism in two simple asset exchange models: the yard sale model (winner gets a random fraction of the poorer player's wealth) and the theft and fraud model (winner gets a random fraction of the loser's wealth). We…

物理与社会 · 物理学 2009-11-11 M. Rodriguez-Achach , R. Huerta-Quintanilla

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

Wealth distribution is a complex and critical aspect of any society. Information exchange is considered to have played a role in shaping wealth distribution patterns, but the specific dynamic mechanism is still unclear. In this research, we…

计算机视觉与模式识别 · 计算机科学 2023-04-04 Yang Shao , Hirokazu Atsumori , Tadayuki Matsumura , Kanako Esaki , Shunsuke Minusa , Hiroyuki Mizuno

We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques…

统计力学 · 物理学 2010-05-28 Giuseppe Toscani

The spreading of Covid-19 pandemic has highlighted the close link between economics and health in the context of emergency management. A widespread vaccination campaign is considered the main tool to contain the economic consequences. This…

物理与社会 · 物理学 2022-02-09 Emanuele Bernardi , Lorenzo Pareschi , Giuseppe Toscani , Mattia Zanella

The distribution of returns in financial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an…

交易与市场微观结构 · 定量金融 2012-12-04 Thilo A. Schmitt , Rudi Schäfer , Michael C. Münnix , Thomas Guhr

How can we limit wealth disparities while stimulating economic flows in sustainable societies? To examine the link between these concepts, we propose an econophysics asset exchange model with the surplus stock of the wealthy. The wealthy…

综合经济学 · 经济学 2021-11-08 Takeshi Kato , Yoshinori Hiroi

An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents is described by their balance sheets. Each firm tries to maximize…

综合金融 · 定量金融 2009-01-14 Hiroshi Iyetomi , Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Wataru Souma

We analyze systems of agents sharing light-tailed risky claims issued by different financial objects. Assuming exponentially distributed claims, we obtain that both agents' and system's losses follow generalized exponential mixture…

风险管理 · 定量金融 2016-12-22 Claudia Klüppelberg , Miriam Isabel Seifert

A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy,…

偏微分方程分析 · 数学 2026-03-24 Alessandro Baldi , Marco Morandotti

Multi-agent complex systems comprising populations of decision-making particles, have many potential applications across the biological, informational and social sciences. We show that the time-averaged dynamics in such systems bear a…

物理与社会 · 物理学 2009-11-11 Neil F. Johnson , David M. D. Smith , Pak Ming Hui

It is recognized that social heterogeneities in terms of the contact distribution have a strong influence on the spread of infectious diseases. Nevertheless, few data are available on the group composition of social contacts, and their…

最优化与控制 · 数学 2023-06-09 Jonathan Franceschi , Andrea Medaglia , Mattia Zanella

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

A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…

统计力学 · 物理学 2008-12-02 Nicola Scafetta , Sergio Picozzi , Bruce J. West

In a co-evolutionary context, the survive probability of individual elements of a system depends on their relation with their neighbors. The natural selection process depends on the whole population, which is determined by local events…

生物物理 · 物理学 2009-11-13 Juan G. Diaz Ochoa

We use generating functional analysis to study minority-game type market models with generalized strategy valuation updates that control the psychology of agents' actions. The agents' choice between trend following and contrarian trading,…

物理与社会 · 物理学 2015-05-13 P. Papadopoulos , ACC. Coolen