Anomalous Diffusion in a Trading Model
| Autor: | Sidiq Mohamad Khidzir, Wan Ahmad Tajuddin Wan Abdullah, Swee-Ping Chia, Kurunathan Ratnavelu, Muhamad Rasat Muhamad |
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| Zdroj: | ResearcherID |
| Popis: | The result of the trading model by Chakrabarti et al. [1] is the wealth distribution with a mixed exponential and power law distribution. Based on the motivation of studying the dynamics behind the flow of money similar to work done by Brockmann [2, 3] we track the flow of money in this trading model to observe anomalous diffusion in the form of long waiting times and Levy Flights. |
| Databáze: | OpenAIRE |
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