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In this paper the extended model of Minority game (MG), incorporating variable number of agents and therefore called Grand Canonical, is used for prediction. We proved that the best MG-based predictor is constituted by a tremendously degenerated syst em, when only one agent is involved. The prediction is the most efficient if the agent is equipped with all strategies from the Full Strategy Space. Each of these filters is evaluated and, in each step, the best one is chosen. Despite the casual simplicity of the method its usefulness is invaluable in many cases including real problems. The significant power of the method lies in its ability to fast adaptation if lambda-GCMG modification is used. The success rate of prediction is sensitive to the properly set memory length. We considered the feasibility of prediction for the Minority and Majority games. These two games are driven by different dynamics when self-generated time series are considered. Both dynamics tend to be the same when a feedback effect is removed and an exogenous signal is applied.
We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be represented as a Mar kov process with substantially reduced number of states with explicitly computable probabilities. For any payoff, the finiteness of the number of states is proved. Interesting features of an extensive random variable, called aggregated demand, viz. its strong inhomogeneity and presence of patterns in time, can be easily interpreted. Using Markov theory and quenched disorder approach, we can explain important macroscopic characteristics of the game: behavior of variance per capita and predictability of the aggregated demand. We prove that in case of linear payoff many attractors in the state space are possible.
263 - Wojciech Wislicki 2011
Prospective presentation is given for the experimental program of the KLOE-2 Collaboration, to be performed using the DA$Phi$NE $e^+e^-$ collider upgraded in luminosity. Data with the total luminosity of 25 fb$^{-1}$ are aimed to be collected in 3 ye ars. Major modifications of the accelerator and the spectrometer are described. The KLOE-2 physics program contains: CKM unitarity and lepton universality tests, $gammagamma$ physics, search for quantum decoherence and testing CPT conservation, low-energy QCD, rare kaon decays, physics of $eta$ and $eta^prime$, structure of low-mass scalars, contribution of vacuum polarization to $(g-2)_{mu}$, possible search for WIMP dark matter. In this paper only selected physics subjects are reported.
The KLOE-2 detector is a powerful tool to study the temporal evolution of quantum entangled pairs of kaons. The accuracy of such studies may in principle be limited by the interaction of neutral kaons with thermal photons present inside the detector. Therefore, it is crucial to estimate the probability of this effect and its influence on the interference patterns. In this paper we introduce the phenomenology of the interaction of photons with neutral kaons and present and discuss the obtained quantitative results.
We present a comprehensive study of utility function of the minority game in its efficient regime. We develop an effective description of state of the game. For the payoff function $g(x)=sgn (x)$ we explicitly represent the game as the Markov process and prove the finitness of number of states. We also demonstrate boundedness of the utility function. Using these facts we can explain all interesting observable features of the aggregated demand: appearance of strong fluctuations, their periodicity and existence of prefered levels. For another payoff, $g(x)=x$, the number of states is still finite and utility remains bounded but the number of states cannot be reduced and probabilities of states are not calculated. However, using properties of the utility and analysing the game in terms of de Bruijn graphs, we can also explain distinct peaks of demand and their frequencies.
Generalization of the minority game to more than one market is considered. At each time step every agent chooses one of its strategies and acts on the market related to this strategy. If the payoff function allows for strong fluctuation of utility th en market occupancies become inhomogeneous with preference given to this market where the fluctuation occured first. There exists a critical size of agent population above which agents on bigger market behave collectively. In this regime there always exists a history of decisions for which all agents on a bigger market react identically.
We present mathematical details of derivation of the critical exponents for the free energy and magnetization in the vicinity of the Gaussian fixed point of renormalization. We treat the problem in general terms and do not refer to particular models of interaction energy. We discuss the case of arbitrary dispersion of the fixed point.
152 - Wojciech Wislicki 2007
We outline design and lines of development of autonomous tools for the computing Grid management, monitoring and optimization. The management is proposed to be based on the notion of utility. Grid optimization is considered to be application-oriented . A generic Grid simulator is proposed as an optimization tool for Grid structure and functionality.
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