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arXiv physics/0607107physics.data-anphysics.soc-ph
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经济系统中的时滞信息流效应。ACP模型研究

Delayed information flow effect in economy systems. An ACP model study

Janusz Miskiewicz, Marcel Ausloos

摘要:

应用任何策略都需要对系统的过去状态有一定的了解。不幸的是,在经济的情况下,收集信息是一个困难、昂贵和耗时的过程。因此,系统的信息在某些明确定义的时间间隔的末端是已知的,例如:G.公司报告,通货膨胀数据,GDP等。它们描述了过去的(市场)状况。时间延迟是特定于市场分支的。它可以很短(例如,股票市场报价每分钟更新一次,这些信息可以立即获得),也可以很长,就像农业市场的几个月,根据上一次收获的结果做出决定。信息流延迟的分析可以基于经济系统空间演化的ACP模型。实体可以在正方形网格上移动,当相遇时,采取以下两个决定之一:合并或创建新实体。该决定是基于系统状态,这是已知的一些时间延迟。研究了系统反馈的影响。我们考虑的情况下,公司分布演化的异质领域。信息流的时间延迟意味着不同的最终状态,包括周期。

英文摘要:

Applying any strategy requires some knowledge about the past state of the system. Unfortunately in the case of economy collecting information is a difficult, expensive and time consuming process. Therefore the information about the system is known at the end of some well defined intervals, e. g. company reports, inflation data, GDP etc. They describe a (market) situation in the past. The time delay is specific to the market branch. It can be very short (e.g. stock market offer is updated every minute or so and this information is immediately available) or long, like months in the case of agricultural market, when the decisions are taken based on the results from the previous harvest. The analysis of the information flow delay can be based on the ACP model of spatial evolution of economic systems. The entities can move on a square lattice and when meeting take one of the two following decisions: merge or create a new entity. The decision is based on the system state, which is known with some time delay. The effect of system's feedback is investigated. We consider the case of company distribution evolution in a heterogenous field. The information flow time delay implies different final states, including cycles.

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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