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相关论文: Generic features of the wealth distribution in ide…

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We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

统计力学 · 物理学 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity…

统计力学 · 物理学 2008-12-02 Bikas K. Chakrabarti , Arnab Chatterjee

We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a Gamma-like distribution. In a market with quenched random…

物理与社会 · 物理学 2008-12-02 Arnab Chatterjee , Bikas K Chakrabarti

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce…

统计力学 · 物理学 2009-11-10 Arnab Chatterjee , Bikas K. Chakrabarti , S. S. Manna

We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random saving factors for its agents we show that the steady state…

物理与社会 · 物理学 2008-12-10 Arnab Chatterjee , Bikas K. Chakrabarti , Robin B. Stinchcombe

This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different…

交易与市场微观结构 · 定量金融 2009-04-03 C. Pellicer-Lostao , R. Lopez-Ruiz

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

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 analyze the ideal gas like models of markets and review the different cases where a `savings' factor changes the nature and shape of the distribution of wealth. These models can produce similar distribution of wealth as observed across…

物理与社会 · 物理学 2009-11-13 Arnab Chatterjee , Bikas K Chakrabarti

We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Change of their wealth depends, linearly on…

综合金融 · 定量金融 2009-07-28 Urna Basu , P. K. Mohanty

Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…

物理与社会 · 物理学 2008-12-02 Arnab Chatterjee , Sitabhra Sinha , Bikas K. Chakrabarti

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

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

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas…

综合金融 · 定量金融 2009-11-13 Arnab Chatterjee , Bikas K. Chakrabarti

Econophysics provides a strategy for understanding the potential mechanisms underlying the anomalous distribution of wealth found in real societies. We present a computational nonlinear stochastic model for the distribution of wealth that…

统计力学 · 物理学 2009-11-10 Nicola Scafetta , Bruce J. West , Sergio Picozzi

We analyze an ideal gas like model of a trading market with quenched random saving factors for its agents and show that the steady state income ($m$) distribution $P(m)$ in the model has a power law tail with Pareto index $\nu$ exactly…

其他凝聚态物理 · 物理学 2009-11-11 Arnab Chatterjee , Bikas K. Chakrabarti , Robin B. Stinchcombe

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions…

混沌动力学 · 物理学 2010-08-05 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

It is known that asset exchange models with symmetric interaction between agents show either a Gibbs/log-normal distribution of assets among the agents or condensation of the entire wealth in the hands of a single agent, depending upon the…

物理与社会 · 物理学 2008-12-02 Sitabhra Sinha

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

交易与市场微观结构 · 定量金融 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

In our simplified description `wealth' is money ($m$). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is…

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