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相关论文: Models of wealth distributions: a perspective

200 篇论文

The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete…

概率论 · 数学 2021-07-19 Bertram Düring , Nicos Georgiou , Enrico Scalas

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 review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exchange wealth amongst themselves such that the total wealth is…

物理与社会 · 物理学 2010-10-27 Mehdi Lallouache , Aymen Jedidi , Anirban Chakraborti

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 model of distribution of the wealth in a society based on the properties of complex networks has been proposed. The wealth is interpreted as a consequence of communication possibilities and proportional to the number of connections…

物理与社会 · 物理学 2010-10-12 D. Lande , A. Snarskii , M. Zhenirovskyy

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

We model a closed economic system with interactions that generates the features of empirical wealth distribution across all wealth brackets, namely a Gibbsian trend in the lower and middle wealth range and a Pareto trend in the higher…

综合金融 · 定量金融 2008-12-02 Marisciel L. Palima , Eduardo J. David

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

交易与市场微观结构 · 定量金融 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…

统计力学 · 物理学 2018-01-03 Anirban Chakraborti , Marco Patriarca

Different models of capital exchange among economic agents have been proposed recently trying to explain the emergence of Pareto's wealth power law distribution. One important factor to be considered is the existence of risk aversion. In…

统计力学 · 物理学 2009-11-10 J. R. Iglesias , S. Goncalves , G. Abramson , J. L. Vega

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

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

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

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

We study two kinds of economic exchange, additive and multiplicative, in a system of N agents. The work is divided in two parts, in the first one, the agents are free to interact with each other. The system evolves to a Boltzmann-Gibbs…

交易与市场微观结构 · 定量金融 2010-10-07 Christian H. Sanabria , R. Huerta-Quintanilla , M. Rodriguez-Achach

A money-based model for the power law distribution (PLD) of wealth in an economically interacting population is introduced. The basic feature of our model is concentrating on the capital movements and avoiding the complexity of micro…

其他凝聚态物理 · 物理学 2009-11-10 Yan-Bo Xie , Bo Hu , Tao Zhou , Bing-Hong Wang

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

This Chapter reviews statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the…

统计金融 · 定量金融 2012-04-10 Victor M. Yakovenko

Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified for example in rich lists such as provided by Forbes are smaller than the Pareto exponents…

物理与社会 · 物理学 2009-11-13 Ricardo Coelho , Peter Richmond , Joseph Barry , Stefan Hutzler

Using the Generalised Lotka Volterra (GLV) model adapted to deal with muti agent systems we can investigate economic systems from a general viewpoint and obtain generic features common to most economies. Assuming only weak generic…

统计力学 · 物理学 2009-11-07 Sorin Solomon , Peter Richmond