マイノリティゲームにおける資産分布の現実化  [in Japanese] Realistic Wealth Distribution in the Minority Game  [in Japanese]

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Author(s)

    • 徳岡 聖二 TOKUOKA SEIJI
    • 鳥取大学大学院工学研究科知能情報工学専攻 Department of Information and Knowledge Engineering, Graduate School of Engineering, Tottori University

Abstract

人工市場モデルとして,Minority Game(MG)を行うエージェント群を考える.MG はそのままでは資産分布がパレート指数の実測値に合わず,Gini 係数も現在の日本や各国の値とは異なっている.戸田・中村はMG を拡張し「投資」という要素を加えることで資産分布に不平等性を持たせようとした.しかし結果として実際の資産分布と比較すると不平等すぎるものとなっている.そこで,本研究では,新たに「税の徴収」という要素を加えることで,MG における資産分布をより現実の値へと近づけた.We consider an artificial market in which agents play the Minority Game (MG, hereafter). MG, in its original form, derives the wealth distribution almost flat. Accordingly the Pareto's index and Gini's coefficient do not match the observed values. Toda and Nakamura attempted to remedy this contradiction by introducing 'investing' activity to MG. Although their result successfully created inequality among agents, the derived value of Gini's coefficient seems too large compared to the currently reported statistics in Japan, and other countries. In this paper we added a new element of 'tax collection and re-distribution' to their model and performed simulation by varying tax-rates and investment-rates. The results are in good agreement to the real values.

We consider an artificial market in which agents play the Minority Game (MG, hereafter). MG, in its original form, derives the wealth distribution almost flat. Accordingly the Pareto's index and Gini's coefficient do not match the observed values. Toda and Nakamura attempted to remedy this contradiction by introducing 'investing' activity to MG. Although their result successfully created inequality among agents, the derived value of Gini's coefficient seems too large compared to the currently reported statistics in Japan, and other countries. In this paper we added a new element of 'tax collection and re-distribution' to their model and performed simulation by varying tax-rates and investment-rates. The results are in good agreement to the real values.

Journal

  • IPSJ journal

    IPSJ journal 47(5), 1443-1450, 2006-05-15

    Information Processing Society of Japan (IPSJ)

References:  9

Codes

  • NII Article ID (NAID)
    110004720707
  • NII NACSIS-CAT ID (NCID)
    AN00116647
  • Text Lang
    JPN
  • Article Type
    Journal Article
  • ISSN
    1882-7764
  • NDL Article ID
    7957240
  • NDL Source Classification
    ZM13(科学技術--科学技術一般--データ処理・計算機)
  • NDL Call No.
    Z14-741
  • Data Source
    CJP  NDL  NII-ELS  IPSJ 
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