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arXiv physics/0503105physics.soc-ph
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随机交易市场:缺点和现实的修改

Random trading market: Drawbacks and a realistic modification

Srutarshi Pradhan

摘要:

我们指出了随机交易市场模型的一些主要缺点,并提出了一个现实的修改,克服了这些缺点,通过“明智的交易”。我们在不同的情况下应用这样的交易政策:a)零储蓄因子的代理商b)恒定储蓄因子和c)随机储蓄因子-在所有情况下,更富有的代理商似乎遵循幂律,他们的财富(金钱)分布支持帕累托的观察。

英文摘要:

We point out some major drawbacks in random trading market models and propose a realistic modification which overcomes such drawbacks through `sensible trading'. We apply such trading policy in different situations: a) Agents with zero saving factor b) with constant saving factor and c) with random saving factor --in all the cases the richer agents seem to follow power laws in terms of their wealth (money) distribution which support Pareto's observation.

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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