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相关论文: Pareto index induced from the scale of companies

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In order to study the phenomenon in detail that income distribution follows Pareto law, we analyze the database of high income companies in Japan. We find a quantitative relation between the average capital of the companies and the Pareto…

其他凝聚态物理 · 物理学 2009-11-10 Atushi Ishikawa

By employing exhaustive lists of large firms in European countries, we show that the upper-tail of the distribution of firm size can be fitted with a power-law (Pareto-Zipf law), and that in this region the growth rate of each firm is…

统计力学 · 物理学 2009-11-10 Yoshi Fujiwara , Corrado Di Guilmi , Hideaki Aoyama , Mauro Gallegati , Wataru Souma

We study productivity dispersions across workers, firms and industrial sectors. Empirical study of the Japanese data shows that they all obey the Pareto law, and also that the Pareto index decreases with the level of aggregation. In order…

综合金融 · 定量金融 2008-12-02 Hideaki Aoyama , Hiroshi Yoshikawa , Hiroshi Iyetomi , Yoshi Fujiwara

Employing profits data of Japanese companies in 2002 and 2003, we identify the non-Gibrat's law which holds in the middle profits region. From the law of detailed balance in all regions, Gibrat's law in the high region and the non-Gibrat's…

物理与社会 · 物理学 2009-11-11 Atushi Ishikawa

Employing data on the assessed value of land in 1983 -- 2005 Japan, we investigate the dynamical behavior in the high scale region of non-equilibrium systems. From the detailed quasi-balance and Gibrat's law, we derive a relation between…

物理与社会 · 物理学 2009-11-11 Atushi Ishikawa

In this paper we address the question of the size distribution of firms. To this aim, we use the Bloomberg database comprising multinational firms within the years 1995-2003, and analyze the data of the sales and the total assets of the…

物理与社会 · 物理学 2013-09-11 Taisei Kaizoji , Hiroshi Iyetomi , Yuichi Ikeda

We investigate the dynamical behavior in the large scale region of non-equilibrium systems, by employing data on the assessed value of land in 1983 -- 2006 Japan. In the system we find the detailed quasi-balance, which has the symmetry: x_1…

物理与社会 · 物理学 2008-12-02 Atushi Ishikawa

Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with…

综合金融 · 定量金融 2008-12-10 Atushi Ishikawa

Pareto's law states that the distribution of personal income obeys a power-law in the high-income range, and has been supported by international observations. Researchers have proposed models over a century since its discovery. However, the…

无序系统与神经网络 · 物理学 2009-11-07 Yoshi Fujiwara , Wataru Souma , Hideaki Aoyama , Taisei Kaizoji , Masanao Aoki

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

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally…

综合金融 · 定量金融 2015-06-17 Davide Fiaschi , Imre Kondor , Matteo Marsili , Valerio Volpati

Recent studies of cluster distribution in various ecosystems revealed Pareto statistics for the size of spatial colonies. These results were supported by cellular automata simulations that yield robust criticality for endogenous pattern…

种群与进化 · 定量生物学 2008-10-07 Alon Manor , Nadav M. Shnerb

We analyze the distribution of income and income tax of individuals in Japan for the fiscal year 1998. From the rank-size plots we find that the accumulated probability distribution of both data obey a power law with a Pareto exponent very…

The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (Value-at-Risk, Expected Shortfall) or reinsurance premiums and related quantities (Large Claim Index,…

计量经济学 · 经济学 2019-12-30 Arthur Charpentier , Emmanuel Flachaire

Financial markets display scale-free behavior in many different aspects. The power-law behavior of part of the distribution of individual wealth has been recognized by Pareto as early as the nineteenth century. Heavy-tailed and scale-free…

交易与市场微观结构 · 定量金融 2009-06-03 M. Ebert , W. Paul

City-size distributions follow an approximate power law in various countries despite high volatility in relative city sizes over time. Our empirical evidence for the United States and Japan indicates that the scaling law stems from a…

综合经济学 · 经济学 2023-04-25 Tomoya Mori , Takashi Akamatsu , Yuki Takayama , Minoru Osawa

We discuss superstatistics theory of labour productivity. Productivity distribution across workers, firms and industrial sectors are studied empirically and found to obey power-distributions, in sharp contrast to the equilibrium theories of…

综合金融 · 定量金融 2015-05-13 Hideaki Aoyama , Hiroshi Yoshikawa , Hiroshi Iyetomi , Yoshi Fujiwara

The distribution of income and wealth in developed economies exhibits a robust two-class structure: an exponential (Boltzmann--Gibbs) bulk covering $\sim\!97\%$ of the population, and a power-law (Pareto) tail in the upper $\sim\!3\%$. We…

物理与社会 · 物理学 2026-04-28 Robert T. Nachtrieb

We study distributions which have both fractal and non-fractal scale regions by introducing a typical scale into a scale invariant system. As one of models in which distributions follow power law in the large scale region and deviate…

统计力学 · 物理学 2008-12-18 Atushi Ishikawa , Tadao Suzuki

We report the proof that the expression of extended Gibrat's law is unique and the probability distribution function (pdf) is also uniquely derived from the law of detailed balance and the extended Gibrat's law. In the proof, two…

物理与社会 · 物理学 2008-12-02 Atushi Ishikawa
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