《A Language for Large-Scale Collaboration in Economics: A Streamlined
Computational Representation of Financial Models》
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作者:
Jorge Faleiro
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最新提交年份:
2018
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英文摘要:
This paper introduces Sigma, a domain-specific computational representation for collaboration in large-scale for the field of economics. A computational representation is not a programming language or a software platform. A computational representation is a domain-specific representation system based on three specific elements: facets, contributions, and constraints of data. Facets are definable aspects that make up a subject or an object. Contributions are shareable and formal evidence, carrying specific properties, and produced as a result of a crowd-based scientific investigation. Constraints of data are restrictions defining domain-specific rules of association between entities and relationships. A computational representation serves as a layer of abstraction that is required in order to define domain-specific concepts in computers, in a way these concepts can be shared in a crowd for the purposes of a controlled scientific investigation in large-scale by crowds. Facets, contributions, and constraints of data are defined for any domain of knowledge by the application of a generic set of inputs, procedural steps, and products called a representational process. The application of this generic process to our domain of knowledge, the field of economics, produces Sigma. Sigma is described in this paper in terms of its three elements: facets (streaming, reactives, distribution, and simulation), contributions (financial models, processors, and endpoints), and constraints of data (configuration, execution, and simulation meta-model). Each element of the generic representational process and the Sigma computational representation is described and formalized in details.
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中文摘要:
本文介绍了Sigma,一种面向经济学领域的大规模协作的领域特定计算表示。计算表示不是编程语言或软件平台。计算表示是基于三个特定元素的领域特定表示系统:面、贡献和数据约束。面是构成主体或对象的可定义方面。贡献是可共享的正式证据,具有特定属性,是基于人群的科学调查的结果。数据约束是定义实体和关系之间特定于域的关联规则的约束。计算表示作为定义计算机中特定领域概念所需的抽象层,这些概念可以在人群中共享,以便人群进行大规模受控科学调查。通过应用一组通用的输入、程序步骤和产品(称为表示过程),为任何知识领域定义数据的方面、贡献和约束。将这个通用过程应用到我们的知识领域,即经济学领域,就会产生西格玛。本文从三个方面描述了西格玛:方面(流、反应、分布和模拟)、贡献(财务模型、处理器和端点)和数据约束(配置、执行和模拟元模型)。详细描述和形式化了通用表示过程和Sigma计算表示的每个元素。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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A_Language_for_Large-Scale_Collaboration_in_Economics:_A_Streamlined_Computation.pdf
(1.64 MB)


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