现金流熵
Cash Flow Entropy
摘要:
在本文中,我们的目标是找到一个衡量经济体中代理人之间的现金流的多样性。我们认为,现金流可以与在给定的现金流中找到一个货币单位的概率。然后,我们使用信息熵作为多样性的自然度量。这导致了一个分层的不平等措施,其中包括著名的泰尔指数作为特殊情况,和对代理熵差的约束,即,现金流入熵和现金流出熵之间的差异。最后一个结果特别有趣,因为它正式证明了一个经济体必须同时包含现金流聚合和现金流多样化两个因素。
英文摘要:
In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information entropy as a natural measure of diversity. This leads to a hirarchical inequality measure, which includes the well-known Theil index as a special case, and a constraint on agent entropy differentials, i.e., the difference between cash inflow and outflow entropies. The last result is particularly intriguing as it formalises the fact that an economy must contain both, cash flow aggregating and cash flow diversifying agents.
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。