英文标题：
《Kinetic models of immediate exchange》
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作者：
Els Heinsalu and Marco Patriarca
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最新提交年份：
2015
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英文摘要：
We propose a novel kinetic exchange model differing from previous ones in two main aspects. First, the basic dynamics is modified in order to represent economies where immediate wealth exchanges are carried out, instead of reshufflings or uni-directional movements of wealth. Such dynamics produces wealth distributions that describe more faithfully real data at small values of wealth. Secondly, a general probabilistic trading criterion is introduced, so that two economic units can decide independently whether to trade or not depending on their profit. It is found that the type of the equilibrium wealth distribution is the same for a large class of trading criteria formulated in a symmetrical way with respect to the two interacting units. This establishes unexpected links between and provides a microscopic foundations of various kinetic exchange models in which the existence of a saving propensity is postulated. We also study the generalized heterogeneous version of the model in which units use different trading criteria and show that suitable sets of diversified parameter values with a moderate level of heterogeneity can reproduce realistic wealth distributions with a Pareto power law.
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中文摘要：
我们提出了一个新的动力学交换模型，它在两个主要方面不同于以前的模型。首先，对基本动态进行了修改，以代表立即进行财富交换的经济体，而不是财富的重组或单向流动。这种动态产生的财富分布更真实地描述了财富价值较小的真实数据。其次，引入了一般的概率交易准则，使得两个经济单位可以根据各自的利润独立决定是否进行交易。研究发现，对于一大类以对称方式制定的关于两个相互作用单元的交易标准，均衡财富分布的类型是相同的。这在不同的动力学交换模型之间建立了意想不到的联系，并提供了微观基础，在这些模型中假设存在储蓄倾向。我们还研究了该模型的广义异质版本，其中单位使用不同的交易标准，并表明具有适度异质性的适当多样化参数值集可以按照帕累托幂律重现现实的财富分布。
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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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