自适应模型中收益函数和偏好分布的影响 人口

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摘要翻译：
自适应种群，如金融市场和分布式控制中的种群，可以用少数人博弈来建模。当Agent使用线性或二次支付函数来评估其策略时，我们考虑了它们的动态特性如何依赖于Agent对策略的初始偏好。我们发现，决策群体的波动性（波动率）取决于策略初始偏好分布的多样性。当多样性降低时，更多的Agent倾向于一起调整策略。在具有线性收益的系统中，这导致从消失的波动性到非消失的波动性的动态转变。对于低信号维数，不同信号的动态转换并不发生在相同的临界分集处。相反，当多样性减少时，就会发生一连串的动态转变。相反，在具有二次收益的系统中没有发现相变。取而代之的是，吸引的盆地边界将两组样本在智能体决策的空间中分开。在此边界内的初始态收敛到小的波动性，而在此边界外的初始态发散到大的波动性。而且，当偏好分布变得更加极化时，动力学变得更加不稳定。模拟结果与理论结果吻合较好。
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英文标题：
《Effects of payoff functions and preference distributions in an adaptive
  population》
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作者：
H. M. Yang, Y. S. Ting, and K. Y. Michael Wong
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最新提交年份：
2007
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  Adaptive populations such as those in financial markets and distributed control can be modeled by the Minority Game. We consider how their dynamics depends on the agents' initial preferences of strategies, when the agents use linear or quadratic payoff functions to evaluate their strategies. We find that the fluctuations of the population making certain decisions (the volatility) depends on the diversity of the distribution of the initial preferences of strategies. When the diversity decreases, more agents tend to adapt their strategies together. In systems with linear payoffs, this results in dynamical transitions from vanishing volatility to a non-vanishing one. For low signal dimensions, the dynamical transitions for the different signals do not take place at the same critical diversity. Rather, a cascade of dynamical transitions takes place when the diversity is reduced. In contrast, no phase transitions are found in systems with the quadratic payoffs. Instead, a basin boundary of attraction separates two groups of samples in the space of the agents' decisions. Initial states inside this boundary converge to small volatility, while those outside diverge to a large one. Furthermore, when the preference distribution becomes more polarized, the dynamics becomes more erratic. All the above results are supported by good agreement between simulations and theory.
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PDF链接：
https://arxiv.org/pdf/0706.3122

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关键词：distribution Quantitative Econophysics Fluctuations Applications 边界 preference 信号 波动性 diversity