英文标题:
《Volume of the steady-state space of financial flows in a monetary
stock-flow-consistent model》
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作者:
Aur\\\'elien Hazan
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最新提交年份:
2017
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英文摘要:
We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP).The set of solutions is a polytope, which volume depends on the constraintsapplied and reveals the potential fragility of the economic circuit,with no need to study the dynamics. Several methods to compute the volume are compared, inspired by operations research methods and theanalysis of metabolic networks, both exact and approximate.We also introduce a random transaction matrix, and study the particularcase of linear flows with respect to money stocks.
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中文摘要:
我们证明了一个稳定的股票流动一致的宏观经济模型可以表示为一个约束满足问题(CSP)。这组解是一个多面体,其体积取决于应用的约束,并揭示了经济回路的潜在脆弱性,而无需研究动力学。受运筹学方法和代谢网络分析(精确和近似)的启发,比较了几种计算体积的方法。我们还引入了一个随机交易矩阵,并研究了线性流关于货币存量的特殊性。
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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:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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