在复杂网络上价格形成的动态
Andrea Civilini1,2, Vito Latora1,2,3
1School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom.
PNAS nexus
|February 3, 2025
概括
本研究介绍了基于网络的价格形成经济模型. 它揭示了市场结构和买方信息如何影响价格动态和竞争力.
科学领域:
- 经济学 经济学 经济学
- 网络科学 网络科学
- 计算社会科学 计算社会科学
背景情况:
- 经济模型传统上忽视了市场网络结构.
- 现实世界的市场涉及复杂的空间和抽象网络.
研究的目的:
- 在复杂的网络上开发价格形成的动态模型.
- 分析网络拓和买方信息如何影响市场动态.
- 量化竞争力的强度,并确定最佳的卖家位置.
主要方法:
- 一个动态的模型,买家作为随机步行者和卖家调整价格.
- 在具有不同拓和买方信息水平的网络上模拟价格形成.
- 开发一种基于卖方回报的新型节点中心性测量方法.
主要成果:
- 模型显示基于网络结构和买方信息的固定价格或价格周期的趋同.
- 展示了市场结构如何动态地影响竞争.
- 使用城市街道网络数据识别有利可图的卖家位置.
结论:
- 网络结构对于理解价格形成和市场竞争至关重要.
- 该模型为量化竞争和优化卖家配置提供了一个框架.
- 新的中心性测量提供了对经济节点重要性的见解.
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