摘要翻译:
虽然古典经济理论是基于稳定均衡的概念,但现实经济系统似乎总是处于不均衡状态。事实上,它们具有许多其他复杂系统的动力特征,例如生态食物网。本文主要研究经济网络复杂度的增加与它的稳定性之间的关系,即与组成节点相关的动力变量的小扰动。固有的延迟和多个时间尺度表明,随着经济系统复杂性的增加,经济系统将更有可能表现出不稳定性,尽管交易的速度通过技术发展提高了许多倍。与庞加莱关于太阳系是否稳定问题的工作产生非线性动力学类似,我们认为,类似的理论发展也可能来自于经济物理学家为理解经济中不稳定性产生的机制所作的努力。
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英文标题:
《Are large complex economic systems unstable ?》
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作者:
Sitabhra Sinha
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最新提交年份:
2010
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分类信息:
一级分类:Physics        物理学
二级分类:Physics and Society        物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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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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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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英文摘要:
  Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological food-webs. We focus on the relation between increasing complexity of the economic network and its stability with respect to small perturbations in the dynamical variables associated with the constituent nodes. Inherent delays and multiple time-scales suggest that economic systems will be more likely to exhibit instabilities as their complexity is increased even though the speed at which transactions are conducted has increased many-fold through technological developments. Analogous to the birth of nonlinear dynamics from Poincare's work on the question of whether the solar system is stable, we suggest that similar theoretical developments may arise from efforts by econophysicists to understand the mechanisms by which instabilities arise in the economy. 
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PDF链接:
https://arxiv.org/pdf/1009.0972