3,222 research outputs found
Dynamics of Internal Models in Game Players
A new approach for the study of social games and communications is proposed.
Games are simulated between cognitive players who build the opponent's internal
model and decide their next strategy from predictions based on the model. In
this paper, internal models are constructed by the recurrent neural network
(RNN), and the iterated prisoner's dilemma game is performed. The RNN allows us
to express the internal model in a geometrical shape. The complicated
transients of actions are observed before the stable mutually defecting
equilibrium is reached. During the transients, the model shape also becomes
complicated and often experiences chaotic changes. These new chaotic dynamics
of internal models reflect the dynamical and high-dimensional rugged landscape
of the internal model space.Comment: 19 pages, 6 figure
Decentralized interaction and co-adaptation in the repeated prisoner's dilemma
The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest rates following a robust estimation procedure and the market price of interest rate risk is estimated as implied from the historical term structure data. That is, instead of imposing a priori restrictions on the model, data are allowed to speak for themselves, and at the same time the model retains a parsimonious structure and the computational tractability. The model is implemented using historical Canadian interest rate term structure data. The parametric models with closed form solutions for bond and bond option prices, namely the Vasicek (1977) and CIR (1985) models, are also estimated for comparison purpose. The empirical results not only provide strong evidence that the traditional spot interest rate models and market prices of interest rate risk are severely misspecified but also suggest that different model specifications have significant impact on term structure dynamics and prices of interest rate derivative securities.
Deciding Quantifier-Free Presburger Formulas Using Parameterized Solution Bounds
Given a formula in quantifier-free Presburger arithmetic, if it has a
satisfying solution, there is one whose size, measured in bits, is polynomially
bounded in the size of the formula. In this paper, we consider a special class
of quantifier-free Presburger formulas in which most linear constraints are
difference (separation) constraints, and the non-difference constraints are
sparse. This class has been observed to commonly occur in software
verification. We derive a new solution bound in terms of parameters
characterizing the sparseness of linear constraints and the number of
non-difference constraints, in addition to traditional measures of formula
size. In particular, we show that the number of bits needed per integer
variable is linear in the number of non-difference constraints and logarithmic
in the number and size of non-zero coefficients in them, but is otherwise
independent of the total number of linear constraints in the formula. The
derived bound can be used in a decision procedure based on instantiating
integer variables over a finite domain and translating the input
quantifier-free Presburger formula to an equi-satisfiable Boolean formula,
which is then checked using a Boolean satisfiability solver. In addition to our
main theoretical result, we discuss several optimizations for deriving tighter
bounds in practice. Empirical evidence indicates that our decision procedure
can greatly outperform other decision procedures.Comment: 26 page
Building a Nest by an Automaton
A robot modeled as a deterministic finite automaton has to build a structure from material available to it. The robot navigates in the infinite oriented grid Z x Z. Some cells of the grid are full (contain a brick) and others are empty. The subgraph of the grid induced by full cells, called the field, is initially connected. The (Manhattan) distance between the farthest cells of the field is called its span. The robot starts at a full cell. It can carry at most one brick at a time. At each step it can pick a brick from a full cell, move to an adjacent cell and drop a brick at an empty cell. The aim of the robot is to construct the most compact possible structure composed of all bricks, i.e., a nest. That is, the robot has to move all bricks in such a way that the span of the resulting field be the smallest.
Our main result is the design of a deterministic finite automaton that accomplishes this task and subsequently stops, for every initially connected field, in time O(sz), where s is the span of the initial field and z is the number of bricks. We show that this complexity is optimal
Green Accounting in Romania - a Vision to European Integration
The paper debates solutions, points of view and a commune language for Green Accounting. The main purposes of our research are the following: 1.Define the object of Green Accounting 2.Scope 3.Theory and specific practices 4.Disclosure and financial analysis 5.Romanian experience in Green Accounting. How to define Green Accounting? Is Green Accounting a part of Environmental Accounting? How to ensure the balance between business interests and envinronmental protection? Are environmental goals based on Total Quality Management? How to design for Environment? This are some questions proposed to be discused in this paper.
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