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Hauptverfasser: Mattsson, Carolina E., Cellerini, Claudio, Ojer, Jaume, Starnini, Michele
Format: Preprint
Veröffentlicht: 2026
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2602.20713
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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