摘要翻译:
我们提出了一个经济动力学的随机映射模型。在过去的十年里,经济物理学文献中对经济学的一系列观察进行了调查,一个主要的例子是收入和财富不平等的普遍特征。另一个研究领域是社会中意见的形成。所提出的模型试图产生正偏态分布和幂律分布,正如在收入和财富的实际数据中观察到的那样。同时,它也显示了一个社会的观点(观点形成)的一个非平凡的相变。许多物理模型也产生了类似的结果。尤其是,动力学交换模型在这方面尤其成功。因此,我们比较了这两种方法的结果,并讨论了该模型的一些新特点和缺点。
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英文标题:
《An almost linear stochastic map related to the particle system models of
social sciences》
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作者:
Anindya S. Chakrabarti
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最新提交年份:
2011
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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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英文摘要:
We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of income and wealth. Another area of inquiry is the formation of opinion in a society. The proposed model attempts to produce positively skewed distributions and the power law distributions as has been observed in the real data of income and wealth. Also, it shows a non-trivial phase transition in the opinion of a society (opinion formation). A number of physical models also generates similar results. In particular, the kinetic exchange models have been especially successful in this regard. Therefore, we compare the results obtained from these two approaches and discuss a number of new features and drawbacks of this model.
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PDF链接:
https://arxiv.org/pdf/1101.3617