998 research outputs found
Relaxation in statistical many-agent economy models
We review some statistical many-agent models of economic and social systems
inspired by microscopic molecular models and discuss their stochastic
interpretation. We apply these models to wealth exchange in economics and study
how the relaxation process depends on the parameters of the system, in
particular on the saving propensities that define and diversify the agent
profiles.Comment: Revised final version. 6 pages, 5 figure
Feebly-interacting dark matter
We briefly review scenarios with feebly interacting particles (FIMPs) as dark
matter candidates. The discussion covers issues with dark matter production in
the early universe as well as signatures of FIMPs at the high energy and high
intensity frontier as well as in astroparticle and cosmology.Comment: 6 pages, 2 captioned figures. Review article for EPJ ST Special
Issue: Frontier 23: Elementary particle physics, dark matter and
astroparticle physic
Correlation between Risk Aversion and Wealth distribution
Different models of capital exchange among economic agents have been proposed
recently trying to explain the emergence of Pareto's wealth power law
distribution. One important factor to be considered is the existence of risk
aversion. In this paper we study a model where agents posses different levels
of risk aversion, going from uniform to a random distribution. In all cases the
risk aversion level for a given agent is constant during the simulation. While
for a uniform and constant risk aversion the system self-organizes in a
distribution that goes from an unfair ``one takes all'' distribution to a
Gaussian one, a random risk aversion can produce distributions going from
exponential to log-normal and power-law. Besides, interesting correlations
between wealth and risk aversion are found.Comment: 8 pages, 7 figures, submitted to Physica A, Proceedings of the VIII
LAWNP, Salvador, Brazil, 200
On a kinetic model for a simple market economy
In this paper, we consider a simple kinetic model of economy involving both
exchanges between agents and speculative trading. We show that the kinetic
model admits non trivial quasi-stationary states with power law tails of Pareto
type. In order to do this we consider a suitable asymptotic limit of the model
yielding a Fokker-Planck equation for the distribution of wealth among
individuals. For this equation the stationary state can be easily derived and
shows a Pareto power law tail. Numerical results confirm the previous analysis
Influence of saving propensity on the power-law tall of the wealth distribution
Some general features of statistical multi-agent economic models are reviewed, with particular attention to the dependence of the equilibrium wealth distribution on the agentsâ saving propensities. It is shown that in a finite system of agents with a continuous saving propensity distribution a power-law tail with Pareto exponent α=1 can appear also when agents do not have saving propensities distributed over the whole interval between zero and one. Rather, a power-law can be observed in a finite interval of wealth, whose lower and upper ends are shown to be determined by the lower and upper cutoffs, respectively, of the saving propensity distribution. It is pointed out that a cutoff of the power-law tail can arise also through a different mechanism, when the number of agents is small enough. Numerical simulations have been carried out by implementing a procedure for assigning saving propensities homogeneously, which results in a smoother wealth distributions and correspondingly wider power-law intervals than other procedures based on random algorithms
Kinetic models for optimal control of wealth inequalities
We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time horizon approximation, or model predictive control, of the corresponding control problem for the microscopic agents' dynamic and results in an alternative theoretical approach to the taxation and redistribution policy at a global level. It is shown that in general the control is able to modify the Pareto index of the stationary solution of the corresponding Boltzmann kinetic equation, and that this modification can be exactly quantified. Connections between previous Fokker-Planck based models and taxation-redistribution policies and the present approach are also discussed
Kinetic exchange opinion model: solution in the single parameter map limit
We study a recently proposed kinetic exchange opinion model (Lallouache et.
al., Phys. Rev E 82:056112, 2010) in the limit of a single parameter map.
Although it does not include the essentially complex behavior of the multiagent
version, it provides us with the insight regarding the choice of order
parameter for the system as well as some of its other dynamical properties. We
also study the generalized two- parameter version of the model, and provide the
exact phase diagram. The universal behavior along this phase boundary in terms
of the suitably defined order parameter is seen.Comment: 14 pages, 9 figure
Arsenic exposure and outcomes of antimonial treatment in visceral leishmaniasis patients in bihar, India:a retrospective cohort study
Funding: This work was supported by a Clinical PhD Fellowship to MRP (090665) and a Principal Research Fellowship to AHF (079838) from the Wellcome Trust (http://www.wellcome.ac.uk). The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.Peer reviewedPublisher PD
Adversarial Infidelity Learning for Model Interpretation
Model interpretation is essential in data mining and knowledge discovery. It
can help understand the intrinsic model working mechanism and check if the
model has undesired characteristics. A popular way of performing model
interpretation is Instance-wise Feature Selection (IFS), which provides an
importance score of each feature representing the data samples to explain how
the model generates the specific output. In this paper, we propose a
Model-agnostic Effective Efficient Direct (MEED) IFS framework for model
interpretation, mitigating concerns about sanity, combinatorial shortcuts,
model identifiability, and information transmission. Also, we focus on the
following setting: using selected features to directly predict the output of
the given model, which serves as a primary evaluation metric for
model-interpretation methods. Apart from the features, we involve the output of
the given model as an additional input to learn an explainer based on more
accurate information. To learn the explainer, besides fidelity, we propose an
Adversarial Infidelity Learning (AIL) mechanism to boost the explanation
learning by screening relatively unimportant features. Through theoretical and
experimental analysis, we show that our AIL mechanism can help learn the
desired conditional distribution between selected features and targets.
Moreover, we extend our framework by integrating efficient interpretation
methods as proper priors to provide a warm start. Comprehensive empirical
evaluation results are provided by quantitative metrics and human evaluation to
demonstrate the effectiveness and superiority of our proposed method. Our code
is publicly available online at https://github.com/langlrsw/MEED.Comment: 26th ACM SIGKDD Conference on Knowledge Discovery and Data Mining
(KDD '20), August 23--27, 2020, Virtual Event, US
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