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相关论文: Models of wealth distributions: a perspective

200 篇论文

Many recent models of trade dynamics use the simple idea of wealth exchanges among economic agents in order to obtain a stable or equilibrium distribution of wealth among the agents. In particular, a plain analogy compares the wealth in a…

综合金融 · 定量金融 2015-05-30 J. R. Iglesias , R. M. C. de Almeida

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

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

物理与社会 · 物理学 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

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

Using the analogy with inelastic granular gasses we introduce a model for wealth exchange in society. The dynamics is governed by a kinetic equation, which allows for self-similar solutions. The scaling function has a power-law tail, the…

统计力学 · 物理学 2008-12-02 Frantisek Slanina

Exponential distribution is ubiquitous in the framework of multi-agent systems. An alternative approach with an economic motivation to derive the exponential distribution in the framework of iterations in the space of distributions is…

综合金融 · 定量金融 2010-11-15 Ricardo Lopez-Ruiz

We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or…

综合金融 · 定量金融 2015-05-07 Els Heinsalu , Marco Patriarca

We present a model in which we investigate the structure and evolution of a random network that connects agents capable of exchanging wealth. Economic interactions between neighbors can occur only if the difference between their wealth is…

物理与社会 · 物理学 2015-06-19 A. Agreda , K. Tucci

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

适应与自组织系统 · 物理学 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

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

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

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi,…

综合金融 · 定量金融 2015-06-18 Lorenzo Pareschi , Giuseppe Toscani

Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and…

统计力学 · 物理学 2008-12-02 J. Mimkes , Th. Fruend , G. Willis

Boltzmann-Gibbs distribution arises as the statistical equilibrium probability distribution of money among the agents of a closed economic system where random and undirected exchanges are allowed. When considering a model with uniform…

适应与自组织系统 · 物理学 2015-06-11 Ismael Martinez-Martinez , Ricardo Lopez-Ruiz

A dynamic model of the social relations between workers and capitalists is introduced. The model is deduced from the assumption that the law of value is an organising principle of modern economies. The model self-organises into a dynamic…

凝聚态物理 · 物理学 2011-03-24 Ian Wright

Simple agent based exchange models are a commonplace in the study of wealth distribution in an artificial economy. Generally, in a system that is composed of many agents characterized by their wealth and risk-aversion factor, two agents are…

We investigate the wealth evolution in a system of agents that exchange wealth through a disordered network in presence of an additive stochastic Gaussian noise. We show that the resulting wealth distribution is shaped by the degree…

统计力学 · 物理学 2008-12-02 T. Di Matteo , T. Aste , S. T. Hyde

We study the dynamics of individual agents in some kinetic models of wealth exchange, particularly, the models with savings. For the model with uniform savings, agents perform simple random walks in the "wealth space". On the other hand, we…

物理与社会 · 物理学 2011-01-04 Arnab Chatterjee , Parongama Sen

A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the…

综合金融 · 定量金融 2009-11-13 J. Gonzalez-Estevez , M. G. Cosenza , R. Lopez-Ruiz , J. R. Sanchez

The conservative wealth-exchange process derived from trade interactions is modeled as a multiplicative stochastic transference of value, where each interaction multiplies the wealth of the poorest of the two intervening agents by a random…

综合金融 · 定量金融 2015-05-30 Cristian F. Moukarzel