英文标题：
《The Affine Wealth Model: An agent-based model of asset exchange that
allows for negative-wealth agents and its empirical validation》
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作者：
Jie Li, Bruce M. Boghosian, Chengli Li
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最新提交年份：
2018
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英文摘要：
We present a stochastic, agent-based, binary-transaction Asset-Exchange Model (AEM) for wealth distribution that allows for agents with negative wealth. This model retains certain features of prior AEMs such as redistribution and wealth-attained advantage, but it also allows for shifts as well as scalings of the agent density function. We derive the Fokker-Planck equation describing its time evolution and we describe its numerical solution, including a methodology for solving the inverse problem of finding the model parameters that best match empirical data. Using this methodology, we compare the steady-state solutions of the Fokker-Planck equation with data from the United States Survey of Consumer Finances over a time period of 27 years. In doing so, we demonstrate agreement with empirical data of an average error less than 0.16\\% over this time period. We present the model parameters for the US wealth distribution data as a function of time under the assumption that the distribution responds to their variation adiabatically. We argue that the time series of model parameters thus obtained provides a valuable new diagnostic tool for analyzing wealth inequality.
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中文摘要：
我们提出了一个随机的，基于代理的，二元交易资产交换模型（AEM）的财富分配，允许代理负财富。该模型保留了之前AEMs的某些特征，例如再分配和财富获得优势，但它也允许代理密度函数的变化和缩放。我们推导了描述其时间演化的福克-普朗克方程，并描述了其数值解，包括一种求解反问题的方法，即找到与经验数据最匹配的模型参数。使用这种方法，我们将福克-普朗克方程的稳态解与美国消费者金融调查27年的数据进行了比较。在此过程中，我们证明了与经验数据的一致性，在此期间的平均误差小于0.16%。我们提出了美国财富分布数据的模型参数作为时间的函数，假设分布对其变化做出绝热响应。我们认为，由此获得的模型参数时间序列为分析财富不平等提供了一个有价值的新诊断工具。
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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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