英文标题:
《Maximum Entropy Principle underlying the dynamics of automobile sales》
---
作者:
A. Hernando, D. Villuendas, M. Sulc, R. Hernando, R. Seoane, A.
Plastino
---
最新提交年份:
2017
---
英文摘要:
We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January 2007 to January 2017. We find that for those model configurations with a monthly market-share higher than 0.1% the sales become scalable obeying Gibrat\'s law of proportional growth under logistic dynamics. Remarkably, the distribution of total sales follows the predictions of the Maximum Entropy Principle for systems subject to proportional growth in dynamical equilibrium. We also encounter that the associated dynamics are non-Markovian, i.e., the system has a decaying memory or inertia of about 5 years. Thus, car sales are predictable within a certain time-period. We show that the main characteristics of the dynamics can be described via a construct based upon the Langevin equation. This construct encompasses the fundamental principles that any predictive model on car sales should obey.
---
中文摘要:
我们分析了一组详尽的新车月度销售数据。这组数据是指从2007年1月到2017年1月,西班牙10年来共售出6500多辆不同车型配置的汽车和1000万辆汽车。我们发现,对于那些月度市场份额高于0.1%的车型配置,在逻辑动力学下,其销售额可以根据Gibrat比例增长定律进行扩展。值得注意的是,总销售额的分布遵循了动态平衡中比例增长系统的最大熵原理的预测。我们还发现,相关的动力学是非马尔可夫的,即系统具有大约5年的衰减记忆或惯性。因此,汽车销售在一定时期内是可以预测的。我们表明,动力学的主要特征可以通过基于Langevin方程的构造来描述。这种结构包含了任何汽车销售预测模型都应该遵循的基本原则。
---
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。
--
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
--
---
PDF下载:
-->