摘要翻译:
作为其他系统预期行为的函数的系统的行为被证明是高度非线性的,并且敏感地依赖于精确的参数,而其他系统本身的行为也是预期的,但也是稳态的,并由随着时间变化的可能环境集合的分层顺序决定。对于本文中定义的系统行为的度量集合,不能计算平均值和其他类型的集合,这些度量集合以这种方式是“指数复合体”。这包括许多系统,例如社会行为,在这些系统中,对其他个体行为的预期起着核心作用。经济行为者的偏好预期是这样讨论的。对这类系统进行了广义复变函数分析,给出了状态变化方程的形式描述。以对市场利率的反应为例。在此背景下分析了经济学中的连续性假设。讨论了经济学中对通货膨胀的预期反应。介绍了在生产理论中的应用。
---
英文标题:
《Anticipatory Systems, Preferences, Averages: Inflation, Uncertain
Phenomena, Management》
---
作者:
Leonid A. Shapiro
---
最新提交年份:
2013
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--
一级分类:Physics 物理学
二级分类:Adaptation and Self-Organizing Systems 自适应和自组织系统
分类描述:Adaptation, self-organizing systems, statistical physics, fluctuating systems, stochastic processes, interacting particle systems, machine learning
自适应,自组织系统,统计物理,波动系统,随机过程,相互作用粒子系统,机器学习
--
---
英文摘要:
Behavior of systems that are functions of anticipated behavior of other systems, whose own behavior is also anticipatory but homeostatic and determined by hierarchical ordering, which changes over time, of sets of possible environments that are not co-possible, is proven to be highly non-linear and sensitively dependent on precise parameters. Averages and other kinds of aggregates cannot be calculated for sets of measurements of behavior of systems, defined in this essay, that are "index complex" in this way. This includes many systems, for instance, social behavior, where anticipation of behavior of other individuals plays a central role. Anticipation of preferences of economic actors are discussed in this way. Analysis by way of generalized functions of complex variables is done for these kinds of systems, and equations of change of state are formally described. Behavior that comprises of responses to market interest rates is taken for example. Continuity assumptions in economics analyzed in this context. Anticipatory responses to inflation in economics are discussed. Applications to theory of production are presented.
---
PDF链接:
https://arxiv.org/pdf/1301.4207