论文标题

财富交换模型中的最佳风险:从微观角度来看的代理动力学

Optimal risk in wealth exchange models: agent dynamics from a microscopic perspective

论文作者

Neñer, Julian, Laguna, María Fabiana

论文摘要

在这项工作中,我们研究了财富交换模型中经过交易的代理商执行的个人策略。我们分析了风险倾向在代理商行为中的作用,并找到一个关键的风险,使其具有高于该价值的代理商在系统达到平衡时总是会失去一切。此外,我们发现代理商的财富对于一系列风险价值范围是最大的,这些风险值取决于模型的特定特征,例如社会保护因素。我们的发现允许确定经济代理人成功的参数区域。

In this work we study the individual strategies carried out by agents undergoing transactions in wealth exchange models. We analyze the role of risk propensity in the behavior of the agents and find a critical risk, such that agents with risk above that value always end up losing everything when the system approaches equilibrium. Moreover, we find that the wealth of the agents is maximum for a range of risk values that depends on particular characteristics of the model, such as the social protection factor. Our findings allow to determine a region of parameters for which the strategies of the economic agents are successful.

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