英文标题：
《Local Operators in Kinetic Wealth Distribution》
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作者：
M. Andrecut
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最新提交年份：
2016
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英文摘要：
  The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering process. Here, we discuss the role of a class of conservative local operators, and we show that, depending on the values of their parameters, they can be used to generate all the relevant distributions. We also show numerically that in order to generate the power-law tail an heterogeneous risk aversion model is required. By changing the parameters of these operators one can also fine tune the resulting distributions in order to provide support for the emergence of a more egalitarian wealth distribution.
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中文摘要：
财富分布的统计力学方法基于货币交换的保守动力学多智能体模型，其中智能体之间的局部相互作用规则类似于弹性粒子散射过程。在这里，我们讨论了一类保守局部算子的作用，并且我们表明，根据它们的参数值，它们可以用来生成所有相关的分布。我们还从数值上表明，为了生成幂律尾，需要一个异质风险规避模型。通过改变这些算符的参数，还可以微调结果分布，以便为出现更平等的财富分布提供支持。
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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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