英文标题：
《Modelling income, wealth, and expenditure data by use of Econophysics》
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作者：
Elvis Oltean
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最新提交年份：
2016
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英文摘要：
In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that it fits very well the annual data for the entire income interval including for upper income segment of population. Secondly, we apply Fermi-Dirac distribution to these data. We seek to explain possible correlations and analogies between economic systems and statistical thermodynamics systems. We try to explain their behavior and properties when we correlate physical variables with macroeconomic aggregates and indicators. Then we draw some analogies between parameters of the Fermi-Dirac distribution and macroeconomic variables. Thirdly, as complex systems are modeled using polynomial distributions, we apply polynomials to the annual sets of data and we find that it fits very well also the entire income interval. Fourthly, we develop a new methodology to approach dynamically the income, wealth, and expenditure distribution similarly with dynamical complex systems. This methodology was applied to different time intervals consisting of consecutive years up to 35 years. Finally, we develop a mathematical model based on a Hamiltonian that maximizes utility function applied to Ramsey model using Fermi-Dirac and polynomial utility functions. We find some theoretical connections with time preference theory. We apply these distributions to a large pool of data from countries with different levels of development, using different methods for calculation of income, wealth, and expenditure.
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中文摘要：
在本文中，我们从物理学中识别出几种分布，并研究它们对收入、财富和支出分布等现象的适用性。首先，我们将logistic分布应用于这些数据，发现它非常适合整个收入区间（包括高收入人群）的年度数据。其次，我们将费米-狄拉克分布应用于这些数据。我们试图解释经济系统和统计热力学系统之间可能存在的关联和类比。当我们将物理变量与宏观经济总量和指标相关联时，我们试图解释它们的行为和性质。然后，我们在费米-狄拉克分布参数和宏观经济变量之间进行了一些类比。第三，由于使用多项式分布对复杂系统进行建模，我们将多项式应用于年度数据集，我们发现它也非常适合整个收入区间。第四，我们开发了一种新的方法来动态地处理收入、财富和支出的分布，类似于动态复杂系统。该方法适用于连续年份至35年的不同时间间隔。最后，我们开发了一个基于哈密顿量的数学模型，该哈密顿量使用费米-狄拉克和多项式效用函数最大化应用于拉姆齐模型的效用函数。我们发现了与时间偏好理论的一些理论联系。我们将这些分布应用于来自不同发展水平国家的大量数据，使用不同的方法计算收入、财富和支出。
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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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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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