摘要翻译:
针对随机市场,提出了一个广义连续经济模型。在该模型中,代理以成对的方式进行交互,并以随机的方式交换他们的货币。参数控制代理之间事务的有效性。我们用严格的方法证明了这类市场在指数财富分布上达到其渐近均衡。
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英文标题:
《A Generalized Continuous Model for Random Markets》
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作者:
R. Lopez-Ruiz, E. Shivanian, S. Abbasbandy and J.L. Lopez
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最新提交年份:
2011
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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
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一级分类:Computer Science 计算机科学
二级分类:Multiagent Systems 多智能体系统
分类描述:Covers multiagent systems, distributed artificial intelligence, intelligent agents, coordinated interactions. and practical applications. Roughly covers ACM Subject Class I.2.11.
涵盖多Agent系统、分布式
人工智能、智能Agent、协调交互。和实际应用。大致涵盖ACM科目I.2.11类。
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一级分类:Physics 物理学
二级分类:Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述:Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应,自组织系统,统计物理,波动系统,随机过程,相互作用粒子系统,
机器学习
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英文摘要:
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 in a rigorous way that this type of markets reach their asymptotic equilibrium on the exponential wealth distribution.
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PDF链接:
https://arxiv.org/pdf/1104.2187