英文标题:
《An Econophysical dynamical approach of expenditure and income
distribution in the UK》
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作者:
Elvis Oltean, Fedor Kusmartsev
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最新提交年份:
2016
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英文摘要:
We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution which characterizes the behavior of dynamical systems in certain situations, we extend also our analysis to mean income data from the UK that span for a time interval of 35 years. We find that most of the values for coefficient of determination obtained from fitting the data from consecutive years analysis to be above 80%. We used for our analysis first degree polynomial, but higher degree polynomials and longer time intervals between the years considered can dramatically increase goodness of the fit. As this methodology was applied successfully to income and wealth, we can conclude that macroeconomic systems can be treated similarly to dynamic systems from Physics. Subsequently, the analysis could be extended to other macroeconomic indicators.
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中文摘要:
我们通过使用统计物理模型系统地解决支出问题(据我们所知,这是第一次),扩展了关于宏观经济变量动态方法的探索。此外,我们还利用多项式分布来表征动力系统在某些情况下的行为,将我们的分析扩展到英国35年的平均收入数据。我们发现,通过拟合连续几年的分析数据得出的大多数确定系数值都在80%以上。我们在分析中使用了一次多项式,但高次多项式和考虑的年份之间的较长时间间隔可以显著提高拟合优度。随着这一方法成功地应用于收入和财富,我们可以得出结论,宏观经济系统可以类似于物理学中的动态系统。随后,该分析可以扩展到其他宏观经济指标。
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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: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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