On the Combination of Game-Theoretic Learning and Multi Model Adaptive Filters

This paper casts coordination of a team of robots within the framework of game theoretic learning algorithms. In particular a novel variant of fictitious play is proposed, by considering multi-model adaptive filters as a method to estimate other players’ strategies. The proposed algorithm can be used as a coordination mechanism between players when they should take decisions under uncertainty. Each player chooses an action after taking into account the actions of the other players and also the uncertainty. Uncertainty can occur either in terms of noisy observations or various types of other players. In addition, in contrast to other game-theoretic and heuristic algorithms for distributed optimisation, it is not necessary to find the optimal parameters a priori. Various parameter values can be used initially as inputs to different models. Therefore, the resulting decisions will be aggregate results of all the parameter values. Simulations are used to test the performance of the proposed methodology against other game-theoretic learning algorithms.</p

Psychopower and Ordinary Madness: Reticulated Dividuals in Cognitive Capitalism

Despite the seemingly neutral vantage of using nature for widely-distributed computational purposes, neither post-biological nor post-humanist teleology simply concludes with the real "end of nature" as entailed in the loss of the specific ontological status embedded in the identifier "natural." As evinced by the ecological crises of the Anthropocene—of which the 2019 Brazil Amazon rainforest fires are only the most recent—our epoch has transfixed the “natural order" and imposed entropic artificial integration, producing living species that become “anoetic,” made to serve as automated exosomatic residues, or digital flecks. I further develop Gilles Deleuze’s description of control societies to upturn Foucauldian biopower, replacing its spacio-temporal bounds with the exographic excesses in psycho-power; culling and further detailing Bernard Stiegler’s framework of transindividuation and hyper-control, I examine how becoming-subject is predictively facilitated within cognitive capitalism and what Alexander Galloway terms “deep digitality.” Despite the loss of material vestiges qua virtualization—which I seek to trace in an historical review of industrialization to postindustrialization—the drive-based and reticulated "internet of things" facilitates a closed loop from within the brain to the outside environment, such that the aperture of thought is mediated and compressed. The human brain, understood through its material constitution, is susceptible to total datafication’s laminated process of “becoming-mnemotechnical,” and, as neuroplasticity is now a valid description for deep-learning and neural nets, we are privy to the rebirth of the once-discounted metaphor of the “cybernetic brain.” Probing algorithmic governmentality while posing noetic dreaming as both technical and pharmacological, I seek to analyze how spirit is blithely confounded with machine-thinking’s gelatinous cognition, as prosthetic organ-adaptation becomes probabilistically molded, networked, and agentially inflected (rather than simply externalized)

Bayesian Networks for Asset Management and Financial Risk

This thesis explores the use of Bayesian networks to develop “views” for a Black-Litterman asset allocation model, and determines whether they can help in the creation of better investment portfolios. Views represent an investor’s expectations of the future performance of a company’s shares: an estimate of expected return, and a measure of the uncertainty of this estimate. This thesis aims to automate the creation of views and to pioneer intelligent portfolio construction as part of an algorithmic asset management process