论文标题

在最小的金融市场经济模型中,电力法和对称性

Power Laws and Symmetries in a Minimal Model of Financial Market Economy

论文作者

Ziyin, Liu, Ito, Katsuya, Imajo, Kentaro, Minami, Kentaro

论文摘要

金融市场是封闭经济中参与者之间复杂的相互作用所产生的系统。我们根据实际经济的对称约束和最小要求,提出了金融市场经济的最低微观模型。我们在平均场政权中分析地解决了所提出的模型,这表明金融市场中各种普遍的诸如律法般的行为可能彼此取决于彼此,就像物理学中的关键指数一样。然后,我们讨论拟议模型中的参数,并表明我们的模型中的每个参数都与真实市场中的可测量数量有关,这使我们能够讨论几种社会和经济现象的原因。

A financial market is a system resulting from the complex interaction between participants in a closed economy. We propose a minimal microscopic model of the financial market economy based on the real economy's symmetry constraint and minimality requirement. We solve the proposed model analytically in the mean-field regime, which shows that various kinds of universal power-law-like behaviors in the financial market may depend on one another, just like the critical exponents in physics. We then discuss the parameters in the proposed model, and we show that each parameter in our model can be related to measurable quantities in the real market, which enables us to discuss the cause of a few kinds of social and economic phenomena.

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