Proceedings of the Fuzzy System Symposium
25th Fuzzy System Symposium
Session ID : 3D2-01
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Analysis of Firm Size Growth Rate Distributions Generated by Multiplicative Stochastic Process
Shouji FujimotoMasashi Tomoyose*Atushi Ishikawa
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Abstract
Two types of the growth rate distributions are observed in the analyses of economic data. The growth rate distributions such as profits can be approximated by linear functions on a log–log scale. The growth rate distributions such as sales are difficult to approximate by linear functions because the distributions with a curvature have fat tails. These two types of the distributions have been derived by numerical simulations. By a multiplicative stochastic process, profits types variables have been generated. By superposing the variables not to be negative, sales type variables have been generated.
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© 2009 Japan Society for Fuzzy Theory and Intelligent Informatics
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