摘要翻译:
Thurner{\it et al.}最近在熊彼特经济动力学上提出了一个有趣的玩具模型遵循经济学家约瑟夫·熊彼特的想法。通过对时间序列的详细分析,我们可以看出该模型中存在着间断的平衡动力学现象。目前研究的重点是对动力学是否真的可以像自组织临界(SOC)类型这样的问题进行讨论。研究表明,为了得到幂律,从而得到SOC行为,有必要借鉴Bak和Sneppen的生物进化模型,在该模型中引入适应度和选择的概念。
---
英文标题:
《Punctuated Equilibrium and Power Law in Economic Dynamics》
---
作者:
Abhijit Kar Gupta
---
最新提交年份:
2010
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类:Physics 物理学
二级分类:Statistical Mechanics 统计力学
分类描述:Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变,热力学,场论,非平衡现象,重整化群和标度,可积模型,湍流
--
---
英文摘要:
An interesting toy model has recently been proposed on Schumpeterian economic dynamics by Thurner {\it et al.} following the idea of economist Joseph Schumpeter. Punctuated equilibrium dynamics is shown to emerge from this model and some detail analyses of the time series indicate SOC kind of behaviours. The focus in the present work is to toss the idea whether the dynamics can really be like a self organized critical (SOC) type. This study indicates that it is necessary to incorporate the concepts of 'fitness' and 'selection' in such a model in the line of the biological evolutionary model by Bak and Sneppen in order to obtain power law and thus SOC behaviour.
---
PDF链接:
https://arxiv.org/pdf/1012.5896