摘要翻译:
玻尔兹曼-吉布斯分布是在一个封闭的经济系统中,允许随机和无方向交换的各主体之间货币的统计均衡概率分布。当考虑在交换中具有均匀储蓄的模型时,最终分布接近于gamma族。在本工作中,我们在网络上实现了这些交换规则,我们发现这些平稳概率分布是鲁棒的,它们不受底层网络拓扑的影响。我们引入了一个新的相互作用家族:随机但有向的相互作用。在这种情况下,拓扑结构是行列式的,每个经济主体的平均货币与代表该主体的节点在网络中的程度有关。每个经济主体的平均货币与其程度之间的关系是线性的。
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英文标题:
《Directed Random Markets: Connectivity determines Money》
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作者:
Ismael Martinez-Martinez and Ricardo Lopez-Ruiz
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最新提交年份:
2012
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分类信息:
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: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: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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英文摘要:
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 savings in the exchanges, the final distribution is close to the gamma family. In this work, we implement these exchange rules on networks and we find that these stationary probability distributions are robust and they are not affected by the topology of the underlying network. We introduce a new family of interactions: random but directed ones. In this case, it is found the topology to be determinant and the mean money per economic agent is related to the degree of the node representing the agent in the network. The relation between the mean money per economic agent and its degree is shown to be linear.
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PDF链接:
https://arxiv.org/pdf/1208.0451