楼主: 大多数88
205 0

[量化金融] 英国支出的统计物理分析 [推广有奖]

  • 0关注
  • 3粉丝

会员

学术权威

68%

还不是VIP/贵宾

-

威望
10
论坛币
10 个
通用积分
62.7298
学术水平
0 点
热心指数
4 点
信用等级
0 点
经验
23514 点
帖子
3880
精华
0
在线时间
0 小时
注册时间
2022-2-24
最后登录
2022-4-15

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
英文标题:
《A statistical physics analysis of expenditure in the UK》
---
作者:
Elvis Oltean, Fedor Kusmartsev
---
最新提交年份:
2016
---
英文摘要:
  Most papers which explored so far macroeconomic variables took into account income and wealth. Equally important as the previous macroeconomic variables is the expenditure or consumption, which shows the amount of goods and services that a person or a household purchased. Using statistical distributions from Physics, such as Fermi-Dirac and polynomial distributions, we try to fit the data regarding the expenditure distribution divided in deciles of population according to their income (gross and disposable expenditure are taken into account). Using coefficient of determination as theoretical tool in order to assess the degree of success for these distributions, we find that both distributions are really robust in describing the expenditure distribution, regardless the data set or the methodology used to calculate the expenditure values for the deciles of income. This is the first paper to our knowledge which tackles expenditure, especially using a method to describe expenditure such as lower limit on expenditure. This is also relevant since it allows the approach of macroeconomic systems using more variables characterizing their activity, can help in the investigation of living standards and inequality, and points to more theoretical explorations which can be very useful for the Economics and business practice.
---
中文摘要:
迄今为止,大多数探讨宏观经济变量的论文都考虑了收入和财富。与之前的宏观经济变量同样重要的是支出或消费,它显示了一个人或一个家庭购买的商品和服务的数量。利用物理学中的统计分布,如费米-狄拉克分布和多项式分布,我们试图拟合按收入(总支出和可支配支出)划分为十分之一人口的支出分布数据。使用确定系数作为理论工具来评估这些分布的成功程度,我们发现,无论用于计算收入十分之一的支出值的数据集或方法如何,这两种分布在描述支出分布方面都非常稳健。据我们所知,这是第一篇涉及支出的论文,尤其是使用一种方法来描述支出,如支出下限。这也是相关的,因为它允许宏观经济系统使用更多的变量表征其活动,有助于调查生活水平和不平等,并指出更多的理论探索,这对经济学和商业实践非常有用。
---
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
--
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。
--

---
PDF下载:
-->
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:统计物理 distribution Quantitative Explorations Applications

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加JingGuanBbs
拉您进交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-4-25 17:06