论文标题

具有异质储蓄倾向的经济市场的动力学建模

Kinetic modeling of economic markets with heterogeneous saving propensities

论文作者

Cui, Lijie, Lin, Chuandong

论文摘要

晶格气体自动机(LGA)是针对具有异质储蓄利益的代理商的封闭经济市场提出的。标准LGA中有两个步骤,即“传播” +“交易”。如果去除传播步骤​​并在所有试剂之间进行交易,则LGA将减少到更简化的动力学模型。此外,在交易阶段施加了两个交易规则。根据规则第一,交易量取决于一对贸易代理商的平均储蓄倾向。根据规则II,该交易所受两个交易者的储蓄倾向之间的随机参数约束。此外,在迭代过程中引入了两种抽样方法,以随机选择两种试剂。具体而言,采样I是替换的采样,并且更易于编程。采样II是无需替代的采样,并且具有更高的计算效率。通过使用两个交易规则和抽样方法模拟的固定财富分布之间存在一些差异。另外,通过典型的数值测试来验证生态物理学模型的准确性,鲁棒性和效率。与标准LGA相比,没有传播步骤的没有传播步骤的LGA具有更高的计算效率。此外,研究了将代理商在两组中节省倾向对财富分配的影响,还研究了代理比例的影响。为了定量衡量财富不平等,对所有代理和两组的Gini系数,加尔各答指数以及偏差程度进行了详细模拟和分析。这项工作有助于进一步分析和预测现实的经济市场财富分配的动态过程。

The lattice gas automaton (LGA) is proposed for a closed economic market of agents with heterogeneous saving interests. There are two procedures in the standard LGA, i.e., "propagation" + "transaction". If the propagation step is removed and the transaction is conducted among all agents, the LGA reduces to a more simplified kinetic model. In addition, two dealing rules are imposed on the transaction phase. Under Rule I, the trading volume depends on the average saving propensities of an arbitrary pair of agents in trade. Under Rule II, the exchange is governed by a stochastic parameter between the saving propensities of two traders. Besides, two sampling methods are introduced for the random selection of two agents in the iterative process. Specifically, Sampling I is the sampling with replacement and is easier to program. Sampling II is the sampling without replacement and owns a higher computing efficiency. There are slight differences between the stationary wealth distributions simulated by using the two transaction rules and sampling approaches. In addition, the accuracy, robustness and efficiency of the econophysics models are validated by typical numerical tests. The reduced LGA without the propagation step owns a higher computational efficiency than the standard LGA. Moreover, the impact of saving propensities of agents in two groups on the wealth distributions is studied, and the influence of proportions of agents is investigated as well. To quantitatively measure the wealth inequality, the Gini coefficients, Kolkata indices, and deviation degrees of all agents and two groups are simulated and analyzed in detail. This work is helpful to further analyze and predict the dynamic process of wealth distribution in the realistic economic market.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源