Agent-Based Model Approach to Complex Phenomena in Real Economy(Real Economy,Econophysics-Physical Approach to Social and Economic Phenomena-)
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概要
- 論文の詳細を見る
An agent-based model for firms' dynamics is developed. The model consists of firm agents with identical characteristic parameters and a bank agent. Dynamics of those agents are described by their balance sheets. Each firm tries to maximize its expected profit with possible risks in market. Infinite growth of a firm directed by the "profit maximization" principle is suppressed by a concept of "going concern". Possibility of bankruptcy of firms is also introduced by incorporating a retardation effect of information on firms' decision. The firms, mutually interacting through the monopolistic bank, become heterogeneous in the course of temporal evolution. Statistical properties of firms' dynamics obtained by simulations based on the model are discussed in light of observations in the real economy.
- 理論物理学刊行会の論文
- 2009-05-22
著者
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Fujiwara Yoshi
Nict Atr Cis Applied Network Science Lab.
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Fujiwara Yoshi
Nict/atr Cis Applied Network Science Lab.
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Ikeda Yuichi
Hitachi Research Institute
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Souma Wataru
Nict Atr Cis Applied Network Science Lab.
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Aoyama Hideaki
Kyoto University
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AOYAMA Hideaki
Physics Department, Kyoto University
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IYETOMI Hiroshi
Department of Physics, Niigata University
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Iyetomi Hiroshi
Department Of Physics Niigata University
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Aoyama Hideaki
Physics Department Kyoto University
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Ikeda Yuichi
Institute Of Industrial Science University Of Tokyo
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AOYAMA Hideaki
Graduate School of Sciences, Kyoto University
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SOUMA Wataru
College of Science and Technology, Nihon University
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Fujiwara Yoshi
University of Hyogo
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SOUMA Wataru
NiCT ATR CIS, Applied Network Science Lab.
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Fujiwara Yoshi
NiCT ATR
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