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1. Introduction A strategic conflict is a situation in which two or more decision-makers are to make a decision that affects issues they have different preferences about (Fang et al. 1993). Conflicts are one of the most characteristic attributes of human societies. Various forms of strategic conflict exist all around us, in areas such as environmental management, international rela-tions, economic competition, and relationships among individuals. Conflicts are studied in a wide range of disci…  相似文献   

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The paper proposes a new approach -- The decomposition-based vector autoregressive (DVAR) model to scrutinize the predictability of the UK stock market. Empirical studies performed on the monthly British FTSE100 index over 1984-2012 confirm that the DVAR model does provide informative forecasts for both in-sample and out-of-sample forecasts. Trading strategies based on the DVAR forecasts can Significantly beat the simple buy-and-hold, which demonstrates the valuable information provided by technical analysis in the UK stock market.  相似文献   

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1. Introduction Recent advances in Information and Communication Technologies (ICT) have occurred in a number of areas includinginformation quality (Chutimaskul and Wangpipatwong 2004), strategy (Sha, Hung and Lin 2004) organization (Crowne 2004), technological change (Mitchell 2004), and utility1. Introduction Recent advances in Information and Communication Technologies (ICT) have occurred in a number of areas includinginformation quality (Chutimaskul and Wangpipatwong 2004), strateg…  相似文献   

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Formal systems engineering approaches to modeling misperceptions and attitudes are employed within the framework of the graph model for conflict resolution to systematically study the War of 1812 between the United States of America and Great Britain in order to provide enhanced insights into the causes of the war. More specifically, relational definitions for preferences, movements and stability concepts are defined for describing the attitudes and associated behavior of decision makers involved in a conflict. To capture misperceptions of decision makers in the War of 1812, attitudes are studied within the structure of a hypergame. Combining attitudes and misperceptions within the paradigm of the graph model furnishes the flexible analytical tool which demonstrates that misunderstanding of attitudes by Great Britain and the United States may have contributed to the outbreak of this nasty war.  相似文献   

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重复囚徒困境博弈中社会合作的仿真   总被引:4,自引:0,他引:4  
利用Multi-Agent仿真方法建立了一个人工社会,研究了两种个体行为模式下社会合作的演化。在人工社会中有多个智能自适应主体,主体之间进行重复囚徒困境博弈,并采用模仿学习算法改进策略。在基本模型中没有个体的历史行为信息,系统自发演化;在信誉模型中,主体的历史行为累积为信誉,在交互前主体根据对方的信誉临时调整策略。仿真结果显示:系统的演化复杂多样,均有合作的突现和崩溃。对两模型的合作指标比较表明,根据信誉调整策略的行为模式对促进合作无显著效果。  相似文献   

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