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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.20713 |
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| _version_ | 1866911464724365312 |
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| author | Mattsson, Carolina E. Cellerini, Claudio Ojer, Jaume Starnini, Michele |
| author_facet | Mattsson, Carolina E. Cellerini, Claudio Ojer, Jaume Starnini, Michele |
| contents | We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes. Crucially, the latter is driven by variance in the spending propensity of individuals. Calibrated with empirical data from a closed, digital currency community, the model also reproduces observed correlations between inflows and outflows. Our findings provide a path for understanding emergent properties of the circulation of money. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_20713 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Modeling financial transactions via random walks on temporal networks Mattsson, Carolina E. Cellerini, Claudio Ojer, Jaume Starnini, Michele Physics and Society We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes. Crucially, the latter is driven by variance in the spending propensity of individuals. Calibrated with empirical data from a closed, digital currency community, the model also reproduces observed correlations between inflows and outflows. Our findings provide a path for understanding emergent properties of the circulation of money. |
| title | Modeling financial transactions via random walks on temporal networks |
| topic | Physics and Society |
| url | https://arxiv.org/abs/2602.20713 |