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arXiv physics/0609069physics.soc-phcond-mat.stat-mechq-fin.GN
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单一商品价格波动的动态市场模型

Kinetic market models with single commodity having price fluctuations

Arnab Chatterjee, Bikas K. Chakrabarti

摘要:

我们在这里数值研究的行为的理想气体一样,只有一个非消费品的市场模型。我们研究货币、商品和总财富的稳态分布的行为,因为货币和商品的交易或交换的动态进行,商品价格的局部(在时间上)波动。这些分布在市场中研究具有均匀和随机储蓄因子的代理人。货币分布的自组织特征类似于没有商品(或有消费品)的情况,而商品分布则表现出指数衰减。财富分布表现出有趣的行为:均匀储蓄倾向的Gamma样分布,并具有相同的幂律尾部,作为货币分布,对于具有随机储蓄倾向的市场。

英文摘要:

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of trading or exchange of money and commodity proceeds, with local (in time) fluctuations in the price of the commodity. These distributions are studied in markets with agents having uniform and random saving factors. The self-organizing features in money distribution are similar to the cases without any commodity (or with consumable commodities), while the commodity distribution shows an exponential decay. The wealth distribution shows interesting behavior: Gamma like distribution for uniform saving propensity and has the same power-law tail, as that of the money distribution, for a market with agents having random saving propensity.

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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