摘要翻译:
许多市场动力学模型利用了经济主体之间保守财富交换的思想。几年前,利用极值动力学建立了一个交换模型,得到了一个非常有趣的结果:一个自生的最小财富或贫困线。另一方面,作为财富平方的函数,财富分布呈现指数形状。这些结果都是考虑最近邻之间的交换或在平均场格式中得到的。本文研究了复杂网络中Agent分布的影响。我们考虑了典型的复杂网络:ERD{o}S-R'Enyi随机网络和无标度网络。在有限财富的情况下,贫困线的存在得到了保留,但空间相关性是重要的,特别是节点的程度和财富之间的相关性。我们详细研究了相关性以及衡量不平等的基尼系数的变化,作为所考虑网络的类型和平均程度的函数。
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英文标题:
《Study of a Market Model with Conservative Exchanges on Complex Networks》
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作者:
L. A. Braunstein, P. A. Macri, J. R. Iglesias
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最新提交年份:
2013
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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:Computer Science 计算机科学
二级分类:Social and Information Networks 社会和信息网络
分类描述:Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模,包括它们在联机信息访问、通信和交互方面的应用,以及它们作为数据集在这些领域和其他领域的问题探索中的作用,包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题;计算应用包括H.3、H.4和H.5中的主题;计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议(例如TCP/IP)的论文通常更适合网络和因特网体系结构(CS.NI)类别。
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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:
Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated minimum wealth or poverty line. On the other hand, the wealth distribution exhibited an exponential shape as a function of the square of the wealth. These results have been obtained both considering exchanges between nearest neighbors or in a mean field scheme. In the present paper we study the effect of distributing the agents on a complex network. We have considered archetypical complex networks: Erd\"{o}s-R\'enyi random networks and scale-free networks. The presence of a poverty line with finite wealth is preserved but spatial correlations are important, particularly between the degree of the node and the wealth. We present a detailed study of the correlations, as well as the changes in the Gini coefficient, that measures the inequality, as a function of the type and average degree of the considered networks.
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PDF链接:
https://arxiv.org/pdf/1212.1061