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arXiv 1009.0972physics.soc-phnlin.AOq-fin.GN
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大型复杂经济系统不稳定吗?

Are large complex economic systems unstable ?

Sitabhra Sinha

摘要:

虽然古典经济学理论是建立在稳定均衡的基础上的,但现实经济系统似乎总是不平衡的。实际上,它们具有许多其他复杂系统的动力学特征,例如,生态食物网我们专注于经济网络的复杂性和它的稳定性之间的关系,相对于小扰动的动态变量与组成节点。固有的延迟和多重时间尺度表明,随着经济系统复杂性的增加,经济系统将更有可能表现出不稳定性,尽管通过技术发展,交易的速度已经增加了许多倍。类似于庞加莱关于太阳系是否稳定的工作中的非线性动力学的诞生,我们认为,经济学家在努力理解经济中出现不稳定性的机制时,也可能出现类似的理论发展。

英文摘要:

Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological food-webs. We focus on the relation between increasing complexity of the economic network and its stability with respect to small perturbations in the dynamical variables associated with the constituent nodes. Inherent delays and multiple time-scales suggest that economic systems will be more likely to exhibit instabilities as their complexity is increased even though the speed at which transactions are conducted has increased many-fold through technological developments. Analogous to the birth of nonlinear dynamics from Poincare's work on the question of whether the solar system is stable, we suggest that similar theoretical developments may arise from efforts by econophysicists to understand the mechanisms by which instabilities arise in the economy.

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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