arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1008.0758nlin.CDcs.CEq-fin.TR
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市场动力学的混沌方法

A Chaotic Approach to Market Dynamics

Carmen Pellicer-Lostao, Ricardo Lopez-Ruiz

摘要:

经济需要新的模型,能够理解和预测市场的演变。在这方面,经济物理学提供了市场作为复杂系统的模型,如气体模型,能够预测在现实经济中观察到的货币分布。然而,这个模型揭示了一些技术故障来解释幂律(帕累托)分布,在高收入的个人中观察到。本文在类气体模型中引入了非线性动力学。结果表明,混沌气体模型可以再现现实经济中观察到的两种货币分布(指数和帕累托)。此外,它能够控制它们之间的过渡。这可能会让我们对全球社会中产生不公平的货币分配的微观原因有一些了解。最终,混沌模型揭示了非对称情景的内在不稳定性,即财富在市场中出现下沉,并注定导致完全的不平等。

英文摘要:

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics is offering models of markets as complex systems, such as the gas-like model, able to predict money distributions observed in real economies. However, this model reveals some technical hitches to explain the power law (Pareto) distribution, observed in individuals with high incomes. Here, non linear dynamics is introduced in the gas-like model. The results obtained demonstrate that a chaotic gas-like model can reproduce the two money distributions observed in real economies (Exponential and Pareto). Moreover, it is able to control the transition between them. This may give some insight of the micro-level causes that originate unfair distributions of money in a global society. Ultimately, the chaotic model makes obvious the inherent instability of asymmetric scenarios, where sinks of wealth appear in the market and doom it to complete inequality.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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