This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First, the performance of individual firms on a real transaction network was simulated. The simulation quantitatively reproduced the cumulative probability distribution of revenue, material cost, capital, and labor. Then, the response of the firms to a given exogenous shock, defined as a sudden change of gross domestic product, is discussed. The longer tail in cumulative probability and skewed distribution of growth rate are observed for a high growth scenario.
Endo- vs. Exo-genous shocks and relaxation rates in book and music "sales"
在本文中,我们分析了音乐和图书销售的外部场和买方羊群效应的反应。我们区分了内源性和外源性冲击。本文重点介绍了一些案例研究,其数据来源于亚马逊网站的排名。我们表明,等效系统的合奏定量响应类似的方式类似的“外部冲击”,指示道路的普遍性特征。与Sornette等人[Phys. Rev. Lett. {93},228701(2004)],他似乎发现了幂律行为,特别是在长时间内,-一个法律解释的流行病活动,我们观察到,松弛过程也可以看作是一个指数饱和的渐近状态,本身不同于冲击前的状态。通过研究111冲击,在书籍或记录的合奏,我们表明,外源性和内源性冲击的歧视,他们的短时间的行为:松弛时间似乎是两倍短的内源性冲击比外源性的。我们通过一个简单的热力学模型与耗散力解释的发现。
Resilient-to-Fragile Transition and Excess Volatility in Supply Chain Networks
Sorbonne Université(索邦大学);Macrocosm, Inc.(宏景公司);Centre Borelli, ENS Paris-Saclay, Univ. Paris-Saclay(巴黎萨克雷高等师范学校巴黎萨克雷大学博尔利中心);Institute for New Economic Thinking at the Oxford Martin School, University of Oxford(牛津大学马丁学院新经济学研究所);Utrecht University(乌得勒支大学);Capital Fund Management(资本基金管理);X-CFM Chair of EconophysiX, Ecole polytechnique(巴黎综合理工学院X-CFM经济物理学讲席);Académie des Sciences(科学院)