摘要翻译：
本文介绍了一个简单的金融市场模型，该模型以单一股票或商品为特征，两个不同的交易者群体--宪章主义者和原教旨主义者--之间的相互作用决定了股票的价格动态。该模型受到微观Lux-Marchesi模型的启发(T.Lux，M.Marchesi，Nature 397，(1999)，498-500)。动力学方程的引入使得研究投资和价格分布的渐近性态，刻画对数正态分布和幂律尾的形成。
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英文标题：
《Kinetic models for socio-economic dynamics of speculative markets》
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作者：
D. Maldarella, L. Pareschi
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最新提交年份：
2010
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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一级分类：Mathematics        数学
二级分类：Analysis of PDEs        偏微分方程分析
分类描述：Existence and uniqueness, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDE's, conservation laws, qualitative dynamics
存在唯一性，边界条件，线性和非线性算子，稳定性，孤子理论，可积偏微分方程，守恒律，定性动力学
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英文摘要：
  In this paper we introduce a simple model for a financial market characterized by a single stock or good and an interplay between two different traders populations, chartists and fundamentalists, which determine the price dynamic of the stock. The model has been inspired by the microscopic Lux-Marchesi model (T.Lux, M.Marchesi, Nature 397, (1999), 498--500). The introduction of kinetic equations permits to study the asymptotic behavior of the investments and the price distributions and to characterize the regimes of lognormal behavior and the formation of power law tails.
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PDF链接：
https://arxiv.org/pdf/1009.5499