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怪谁? Blame yourself (first)!
zuojun 2014-7-20 02:19
No sure under which situation, but I was told by a co-worker to blame myself (first) for any confusion. It takes some practice, but it really works. Here is the latest eample. An unpaid invoice caught my attention, which was issued more than a month ago. So, I decided to email out a reminder. Dear L, May I remind you ... Wait, a small voice told me, what IF she has paid? So, the email went out as follows. Dear L, Would you be kind enough to check the payment status of this invoice, since I have not recieved the payment. By saying I have not received the payment, I do not blame L for not making the payment. It so happened that L did make the payment, but I credited it to another client at the same institue (because I rounded up total word count to 6,500, a lesson learnt). So, try this next time, and you will make others happier by blaming yourself. ps. Actually, this thought came to me yesterday, when a new client blamed the translation company for not doing a good job, etc. I thought, wait a minute, why don't you blame yourself for xxx. pps. This really helps in the situation when you think the journal reviewers misunderstood you. Blame yourself even when it's not your fault!
个人分类: Thoughts of Mine|2491 次阅读|0 个评论
Lifestyle Design---Day 27
dymseu 2014-3-13 10:09
3/12/2014Wednesday 9:53:09 PM Lifestyle Design---Day 27 My lifein the United States Today’s MorningNourishment I enjoy: Rev.12:1 And a great sign was seen in heaven: a woman clothed with the sun,and the moon underneath her feet, and on her head a crown of twelve stars. 5And she brought forth a son, a man-child, who is to shepherd all the nations with an iron rod; and her child was caught up to God and to Histhrone. The wonderful, bright woman has no covering, shadow, or darkness. Everything is in the bright open air. This kind of church is a victorious one. The man-child is the stronger part of the people of God. Although God has many angels who will fight against Satan, the final victoryover the enemy will be gained not because of the angels but because of theman-child. God needs the manchild. The fourth aspect of the church as the testimony of Jesus is that it is God's farmto grow the divine crop. This crop is first the one hundred forty four thousand firstfruits, a small number, and then the harvest, the majority (14:1-5,14-16).This tells us that in the church life we all need to grow. Verse 4 shows theway to grow. This verse says concerning the firstfruits, These are they who have not been defiled with women, for they are virgins. These are they who follow the Lamb wherever He may go. In order to grow, we need to stay away from any kind of defilement. Daniel and his three friends were offered the best food by the royal palace in Babylon, but Daniel purposed in his heart notto defile himself by eating food that had been offered to idols. In this way,these young men kept themselves from being defiled (Dan. 1:5-6, 8)....Young people especially must be careful not to be defiled, and they must also follow Jesus wherever He goes....If the young people will do this and separate themselves to the Lord, they will grow every day, and they will be thefirstfruits produced by the church life. The condition for growing quickly is tofollow the Lamb . Wherever He goes, we follow Him, and by following Him we grow more quickly. Then we will be the firstfruits. (The Testimony of Jesus,pp. 106-107, 137-138) What should be improved today: Just off the SE exam… These two exams show Idid not go into depth toward learning… What new life hacks learnt today: Focus on your game It is very easy to get distracted and become envious of what other people are doing or achieving. Try not to compare yourlife with others. Everyone has been created unique by God with their own set ofskills talents. On the contrary, you should focus on refining and sharpeningtheir own tools. So what are you “Games”? Num. Date Books To Be Read In The Coming Days Progress 1 Saturday, March 01, 2014 Economix: How Our Economy Works (and Doesn't Work), in Words and Pictures Paperback by Michael Goodwin Currently reading it 2 Sunday, March 02, 2014 The Cartoon Guide to Calculus (Cartoon Guides) by Larry Gonick 3 Monday, March 03, 2014 The Cartoon Guide to Statistics by Larry Gonick 4 Tuesday, March 04, 2014 The Cartoon Guide to Physics by Larry Gonick 5 Wednesday, March 05, 2014 A Conversation, Book 1: English in Everyday Life, 4th Edition by Tina Kasloff Carver 6 Thursday, March 06, 2014 A Conversation Book 2: English in Everyday Life (Full Student Book) (Third Edition) by Tina Kasloff Carver 7 Friday, March 07, 2014 The Elements of Style, Fourth Edition by William Strunk Jr. (Author), E. B. White (Author), Roger Angell 8 Saturday, March 08, 2014 Writing Tools: 50 Essential Strategies for Every Writer by Roy Peter Clark 9 Sunday, March 09, 2014 The ONE Thing: The Surprisingly Simple Truth Behind Extraordinary Results Hardcover by Gary Keller 10 Monday, March 10, 2014 Talk Like TED: The 9 Public-Speaking Secrets of the World's Top Minds Carmine Gall 11 Tuesday, March 11, 2014 The 7 Habits of Highly Effective People: Powerful Lessons in Personal Change Paperback – Deluxe Edition 12 Wednesday, March 12, 2014 How to Win Friends Influence People Paperback by Dale Carnegie
个人分类: My Life in the United States|2140 次阅读|0 个评论
股海探秘(5)
热度 8 xying 2013-12-25 11:08
Minority Game 和 EI Farol 酒吧模型告诉我们在资讯均等的情况下,不存在着可以稳定胜出的纯策略。它的逆反定理是:只有不平衡信息才有可能。股市中能够胜出的,不是任何成功的技术和策略,功夫要下在如何去获得大多数人还没有的信息上。这给总想胜人一筹的炒股人指出努力的方向。你多聪明,多辛勤,知识多丰富,学了多少炒股秘籍,掌握多少公共信息,通通都不是关键。你必须在瞬息万变茫茫股海之中,及早发现众人还未知的信息才行。这不是有一份耕耘就能多一份收获的事,而是下到竞技场,搏击时你的速度、眼界、心智能否胜人的问题。 当我把这个博弈理论的结果告诉朋友们时,一位同学告诉我,这不是你原创的发现。 Fisher 早已知道这个道理,他挣得盆满钵溢,还写了一本书。 我赶紧到 Amazon 买书看, KennethFisher 的书名“ The Only Three Questions That Count: Investing by Knowing WhatOthers Don't ”。在 2007 年出版,被纽约时报列为最畅销书。他在前言中提出这个观点:“不论你觉得自己多富有智慧。假如认为更聪明,得到更好训练就能凭着公开的消息和资讯胜过他人,你就是个傻瓜!唯一能够在股市中胜出的根本是:知道他人所不知的东西。” 这观点与我的相近,他书的副标题就是:投资于独到之处。 与我从博弈论的角度论证不同,他是从经济学的市场有效性理论出发。他简单地说:所有的信息都已经反映在股价上。经济形势,财经消息,历史曲线,成千上万的人都在研究这些公共的知识推测将来。你能想到的,有效的市场早就把它折现在股价上了,轮不到你来捡便宜。 Fisher 是个出生投资世家的牛人,父亲纵横股市一甲子声名显赫。他自小在家得其亲灸,成年后创建著名的 Fisher Investments 任总裁, CEO ,为世界 16000 多位富豪管理超过 300 亿资产投资。在 Forbes 写了 22 年 Portfolio Strategy 专栏,在 Bloomberg Money 写了 7 年专栏,出版了 4 本投资方面的书,在学术界和财经界都声名昭著,他本人就在福布斯 400 个最富有的美国人之中。 Fisher 的 480 页全书正是基于这个观点,教你如何知人所不知。他提了三个问题:“哪些信以为真的东西,其实未必是对的?哪些鬼神莫测的东西,实际上是有章可循的?到底是什么,造成了思想的盲区?” 这些都属于开拓眼界思想方法的教导,书中罗列出许多传统股市技术教条作为反例一一驳倒。 Fisher 的观点来自市场的有效性,从宏观的角度看到市场稳定后的表现。他统管着几百亿的钱,规模巨大,稍有动作举世皆知,玩不得投机取巧的事,也握有许多资源,所以只能从“想人所不能想”之处入手。 我的结论来自微观的博弈角度,从新消息来临开始,在辩驳思考之中可以看到过渡的过程。虽然大的结论一样,但你认真思考了就能明白为什么形成这个结论,这就给散户指出了投机取巧的空间。还是用例子来说明吧。想像一下连续的随时可以进出的 EI Farol 酒吧问题,你类比地把在酒吧中享受当作股市中赢钱。宏观来看,不可预测性和无必胜纯策略的结论仍然成立。 Fisher 和我的观点的出发点都在这儿。 Fisher 的建议是从大家的误区入手,比如说大家相信周末酒吧一定挤,他经过调查发现没这回事,周末就招呼自己一班朋友去。既然是思想误区,大多数人一时半会改不了。 Fisher 的朋友们就可以一直按此办理爽下去。这是他的赢钱策略。 我的建议是除此之外,还可以利用散户轻快的特点,在市场走向稳定的过渡过程中,发现可以利用新的信息,来捡市场走向均衡时的赚钱机会。比如说你可以盯着 Fisher 的行踪,及时跟上。又如你发现酒吧是按顾客人数请女招待,就盯着她,发现在家,便可断定酒吧不挤。这类招数可以一直用到了多数人都知道了才不灵。与人分享有效的炒股新招,只要这群散户不足以影响股票的走向,这新招就可以一直玩下去。由此可知书上经典技术过去可能很强,现在弄得大家都知道就很难用了,反而少人得知的新招比较有戏。 散户及时地捕捉信息,在这过渡过程的短时间内占有不平衡资讯的优势。从新资讯到系统消化折现到股价都要有一段时间,时机转瞬就消失,靠得就是一个“快”字和准确的判断。你知道多少信息这不是关键,所有的信息无论是直接转播还是从技术分析来的,经过一段时间都会变为公共信息被反映在股价上,信息的优势在于你获取它并付诸于行动时,它还没被大多数人使用,还没折现在股价中。 在这个角度下,可以看出 Fisher 书中有些批判的偏颇之处,其实许多流行的招数和新招对散户都有可行之处,关键在于及时准确判断出这个信息在股价上折现程度的市场感觉上。 这个结论的反面:捕捉信息的后知后觉者要被先进者掏了口袋。你学了两本炒股大全下海搏杀,所有从传播和技术分析得来的信息正好已过头地反映在股价上了,兴冲冲地按图杀进,刚好垫了底。炒股的招数知道的人越多,你的反应的空间就越小,你就越可能是垫底的。全民炒股时钱好赚,是因为有许多比你还差的傻冒刚入场,一大群人都傻呼呼地往吹大的泡沫里扔钱。 最后,如果你掌握有一些别人所不具备额外的中长期信息,你就能够修改追踪市场平均的分散布局,或者选取合适类别的共同基金。由于占有了信息的优势,你可以较低的风险取得比市场要高的回报。精确的计算,散户玩不动也不必要,但着眼于信息优势来选股,选类股,选时机,进而修正分散的布局,却是人人可以玩或已经在玩的战略。 Minority Game 的研究还证明,如果系统的信息越丰富,系统的波动就越小。这也说明了欧美成熟市场比新兴国家股市波动小的原因。成熟的投资者知道,自己有把握控制的只是在冒险和保守倾向中取舍。 知道了这些,是不是真要面对投资博弈的苦恼,那就见仁见智了。喜欢掌控自己命运的人认为理财是终身的本领,只要还有点钱,就需要面对。即使交给专职管理,你也必须心中明白,不然碰到麦道夫,李曼兄弟那才叫做冤。我太太有个闺蜜连股票与债劵的区别都弄不清,也懒得弄清,极端信任她的理财咨询师,因此省了不少脑筋。能够这么放得下,真是她的幸福。看到卢万达躲进教堂最后遭遇屠杀的难民和灾难片里高声祈祷的信徒了吗?他们只因为心中有所依赖,就比我们少了许多恐惧。他们始终是幸福的,直至最后的一刹那。 知道股市的秘密,只能防止你犯傻,不意味着就能做好。致胜的关键在于信息优势,除此之外再无他法。信息优势要靠大量的时间和精力来换取,无时不刻悬心警惕。一旦卷入,人在不确定之中患得患失,心中的安宁便随之而去。这就是希望掌控自己命运所要付出的代价。 (涨停板) 【参考资料】 Wikipedia, Minority Game and EIFarol Bar Problem , http://en.wikipedia.org/wiki/El_Farol_Bar_problem W. Brian Arthur, InductiveReasoning and Bounded Rationality (The El Farol Problem), American EconomicReview, 84,406-411, 1994, http://www.iwp.jku.at/born/mpwfst/03/0306BA_InductiveReasoning_p.pdf Challet, D. and Yi-Cheng Zhang,1998, On the minority game: analytical and numerical studies , Physica A,256, 514-532. http://arxiv.org/abs/cond-mat/9805084 Ken Fisher , The OnlyThree Questions That Count: Investing by Knowing What Others Don't , 2008 http://www.amazon.com/exec/obidos/tg/detail/-/0470292679/ref=ord_cart_shr?_encoding=UTF8m=ATVPDKIKX0DERv=glance
个人分类: 闲侃|7235 次阅读|18 个评论
股海探秘(4)
热度 8 xying 2013-12-23 07:38
从 MinorityGame 的角度来看,股市不存在必胜的确定性策略。如此说来,这么多股民全是瞎忙,我的聪明才智,股海技艺也是白搭了?那分析师莫非卖的都是“希望”,让听众去收获“梦想”? 也不尽然。股市是自信能胜人一筹英雄的竞技场,是不甘于平庸,希望能从别人口袋里掏出钱来的娱乐场所。 冯·诺依曼为经济问题发表“博弈论”时,维纳便在《控制论》的序言中挖苦:“在冯·诺依曼看来世界上都是聪明人。实际上骗子多了就会有傻瓜,傻瓜多了一定会有骗子。” 股市是一个连续的博弈过程,信息流通统筹决策有着不同的时滞。这决定了走向稳定之前在长中短各波段都有空子可钻。快手的骗子可以吃迟钝的傻瓜。经济学家都说:在流动的均衡市场中没有 Arbitrage Opportunity ,即没有无风险的获利机会。但若是发现地上有捡了白赚的十块钱,这是理论上不可能的无风险获利机会,专家们看到时,一定会自己捡了这个没有风险的收入,从而消除了这样的机会,维持了理论的正确。有效的市场是被一些幸运者白捡了便宜后,才达到没有便宜可捡的均衡。 理论上不存在着一个能稳定正确地预测行情的模型,即使暂时有,市场也会很快消除它。如果你与他人掌握相同的信息,那是无法算出买卖的赢面。逆向的思考是,信息还没弄得人人皆知时,在市场消除了差异之前是你的赚钱机会。 唯一使你可能在这个博弈中可靠胜出的是不平衡资讯,让你可以在这波动中折腾。你如果先知先觉在其他人之前行动,你就有较大的概率赢出。这样的信息大约有几方面。 谁都知道有内部消息炒股包赚,但这来钱太容易太黑,给禁了。但你要是比别人多一点或早一点知道即使是公开的消息,只要这新鲜出炉的蛋糕还没被比你先到的人吃完,你就多一点概率知道买卖股票的赢面,这是其一。 既然人们是在贪婪和恐惧驱动下炒股,这大众心理就有一定的规律。股市很大一部份是由基金等机构来推动的,他们的份额很大,买卖有一定的目标价,也像大众行为一样,惯性巨大难以掉头。这都在曲线和数量上留下踪迹。阻力,支撑,趋势线就是这样形成,这就是技术分析的根本。人们知识,经验,敏锐,智力不同,使得并非人人都能及时有效地利用这方面的信息,这让技术分析的高手能多一点概率知道买卖股票的赢面,这是其二。 一个公司,其技术、管理、资金、市场影响着其盈利能力,并非人人都了解这些资讯,不一定都已经反映在股价上。这是基本面分析的理由,让你着眼于比较有前途的个股,这是其三。 宏观经济有其规律,政治财经影响供需,大市运行有着惯性,这些时滞和惯性,可以推测较长时间的走向,这是其四。 练好这消息、技术、评估、趋势四门功夫,就可能拥有不平衡的资讯,能够估出赢面来买卖股票。可以练单门,这里就有股王大鳄宗师级的人物,也可以玩综合,各钻各的空子,各村有各村的高招。功夫练到极致,超越罩在稳定理论之下甘于平凡的芸芸众生,吃香喝辣。 练这些是不是能挣钱?难说,也可能是你丢钱的原因。你是与同行较技,半拉子的还不如不会的。你能根据这些资讯,得出理所当然的策略来。同样拥有这些资讯更为狡猾的自然明白这些招数,就有针对性的反制策略,当大众克星少数派。且看相同资讯下两种策略如何交锋。 新闻之前常有谣言,听谣言可以得先机。你抢先,要是个假的呢?得,套上了。你犹豫着,等到被证实后,冲进去,正赶上捞足的人回潮,又被套上了。这招人人皆知,不然怎么有“ Buy the rumor, sell the news ”呢? 作技术分析,突破了,忙跟进,就见到玩反向的虚晃一枪拉回,你被掏了口袋挂在高位。股票下行破了支撑,触动止损,结果仅仅是个底切把弱手甩出,你叹息看着它一路走高,欲哭无泪。 谁都知道买好股,在季报时项项达标了,反而重挫。那是高手早已鼓浪推高,现在不过是将虚高的获利回吐。 趋势分析中的逆市布局更为常见了,总有高人在市场欣欣向荣时看出颓势,落入谷底时见到转机而从容布局。 反向策略依正向策略而生,专吃菜鸟傻瓜,多是技术到达高段,精通正向策略后才玩得动,功力不到未及伤人先伤自己。正向策略直截明了,光明正大,习玩者众。资讯到来,一经触发,汹涌而至,沛不可当。及至势竭,已经过头了。这时伺机在旁的反向策略发动,兴风作浪,才搅得股市如此的惊涛骇浪,扑朔迷离。 理论告诉你,有可能在这个博弈中可靠胜出的是不平衡资讯,而不是你的策略。在长中短各个波段中钻空子,时机转瞬就消失,这些资讯同样也会被他人获得,等到这个资讯被充分消化后,你的迟钝不仅没了优势,还成为你的劣势。同样的资讯,正反两方的策略都能玩,关键在于准确地判断。市场的感觉就是捕抓市场透出的资讯来掌握火候的能力。大家都不笨,就看你是先知者还是垫底的后觉者。在这里玩的都是从别人口袋里掏钱的同门,技高一筹的人挣钱,排在后头的输钱。你要是没这份能耐,不想当供钱的傻瓜,还是分散布局来得好,掷着骰子出招,骗子都傻眼。 ( 待续)
个人分类: 闲侃|7762 次阅读|15 个评论
股海探秘(3)
热度 10 xying 2013-12-20 08:56
侃到这里,有人不高兴了说:你这云遮雾绕,扳倒扶起,忽悠得我眼晕。我是出来打酱油的还要赶回去做饭,能不能给两句实诚能挣钱的? 好的。如果你是这么想,现在就可以回家了,随便买本书都说的差不多。但书上说的股市规律,像 P/E 值等等其实都是想当然,经不起统计验证的。这里是从博弈研究的角度来思考,讲什么是误区,探讨实用经验教条背后的原因。 有人认为股市是骗局,股民是贪婪的傻瓜。这不正确。市场成就了经济上的民主,股民是选民。股民对社会的贡献是让经济更有效率,他们是经济管理的积极参与者,和评判公司和经济政策的选举者。股市是投资者的交易场所,交易的是对股票背后公司拥有的份额。买股票的初衷是作为公司的股东,从公司盈余中获得回报。这时候计算股票价格和盈余之比的 P/E 值,是一种比较优劣的指标。随着更多深谋远虑人着眼于未来,在价值变化买卖中获利,股价更多的是反映将来盈余的可能性,对于还是赔本的高科技公司尤其如此,这对激励高科技发展起了促进作用。也造成 P/E 值不再能作为股票买卖的参考。 一件东西有人买才能体现出市场价值,我用一块破布缝条拉链,经过宣传说成是最新最酷的迷你裙,有人眼冒金光花了一千块买了,我有了这份钱,她有了价值相当的裙子,刨去成本这就产生了近一千块的财富。我生产出一万条,只要还有人按这价买,就增加了近一千万的价值,这裙子被炒到两千块,只要这裙子还没被消费掉,整个社会财富就增加到近两千万。有一天它不时髦没人买了,或者都消费掉不能再卖了,这份市场价值就一直下降到零。古董、股市、房地产的价值也是如此。股市是公司拥有额的交易市场,市值就是这些公司在人们心目中的价值。股市投资虽然有亏有盈,只要是经济在发展,这些价值在增加,其数学期望是正的,是这个虚拟经济的平均增长。当虚拟经济的增长快过实体经济时叫泡沫,泡沫破裂则股市重挫市值蒸发。大家都不看好,公司不值这么多钱了,社会的财富也就减少了。这是你要参与的世界图像。 在股市中交易的投资人必须明白,首先,这里不是你一个人的游戏。对社会而言,你在参与经济民主,对形势和公司业绩评估做选举;对个人而言,这是在贪婪和恐惧驱动下的博弈,你无法知道别人下一步是什么,这就注定了不确定性。你下单买卖时尽管信心满满,实际上无法确定,在无数人的驱动下将是走高还是走低。所以时刻在心的警句是:不要太过自信,你永远不可能确定明天,下星期,半年后股市是怎样的。 将买卖股票看着是一场博弈大家都认同,在专家评论和技术分析中已是大量充斥其形象用语。但这些多是描述性的事后分析,对于指导炒股用处不大。理论的应用大多是在有了支付矩阵后的计算。股市是巨大数量人们的博弈,虽然可以简化成一人对抗股市的双方博弈,但这失去了人际之间互动方面的内容,已经是滤去这方面竞争波动的系统,这对于只求平均回报的投资或许适用,但对股市中与他人博弈的胜出,并没有什么指导意义。 不要以为像研究自然科学一样,可以找出一般规律来按图炒股每场必胜。物理,化学,工程研究的是与上帝博弈,上帝是仁慈的,不和你计较,垂拱而治以不变应万变。你有一份耕耘就有一份收获,大道至简,可以让你捉摸个透。股市博弈的对手是人,人心难测。除了经济增长你该有的那份数学期望之外,波浪起伏,你赢的是别人口袋里的钱,别人也盯着你的口袋。有人赚多了就一定有人亏,不可能有超越平均的包赢策略。你聪明,别人更狡猾,你如获至宝看了两本股场教战,卷起袖子下海捞钱。老鸟八百年前早就翻烂了你的秘籍,下套等着送钱来的傻冒。牛顿笃信上帝,爱因斯坦说上帝不玩骰子,所以他们玩股票都不灵,输惨了,还是回去研究比较省心的物理。 一直到了近些年,理论研究有点新的东西可以更多地了解股市。“ Minority Game ”和“ EI Farol 酒吧”模型,针对的是许多人争夺有限资源的竞争问题。这和人们在股市中买卖着有限发行的股票情形一样。用它来思考股市,最有意思的结论是:在资讯均等的情况下,不存在着可以稳定胜出的纯策略。这个结论可以用反证法极其简单地来证明。 由此,对于不想与人争斗去求额外回报的投资者,这里的建议是:别花心思钻研技术了,不要计较一次一场的得失,着眼于整个市场长时间的平均收益,这是在博弈理论上纳什均衡时达到帕累托(Pareto)最优的目标,有稳定的最优策略。从 Minority Game 和 EI Farol 酒吧模型不难看到,这个最优策略只能是混合策略,也就是随机的,才可能是稳定的,并且是可以达到的。买一支股票的决策相当于一次去不去 EI Farol 酒吧的问题,按照概率决定是否拥有。着眼于市场的平均收益是按照一定的概率分布买市场中所有的股票。我们虽然知道了这个最优策略的存在性和性质,但它在理论上的计算太复杂在实践上难以做到,好在实现上不难通过按照一定的比例的样本来逼近。 怎么逼近?不同种类的证卷对市场环境变化的反应不同,按一定的比例同时买多支证卷,可以减少风险,这投资上的分散布局,英文叫“ Diversify ”,可以减少样本在不同局势下产生相对于均值的波动,这相当于在类股、国内外股、债卷、现金等等方面掷骰子。减少逼近的误差问题,就变成减少风险的分散布局的问题。 要逼近什么样理论上的分布?我们不知道将来市场的情况,但知道历史的数据。选择适当的比例分散布局来耦合历史数据,就有可能逼近整个市场长时间的平均。指数的 ETF 和证卷公司推荐的比例都是做了这个的研究。 如果你还有工资等经常性的收入,可以逐月投入,这叫“ Time Average ”,减少随着时间波动的误差,在这时间方面掷骰子。 高风险总是伴随着更高的平均回报。你可能不满足于根据历史数据的平均回报,想承受更大的风险来换取更高回报,或对时势有更多的洞察力,这在分布的比例上便有所不同。不同风险回报的取舍选择不同的证卷比例,这在证卷公司和共同基金上都有很多介绍,就不多说了。最简单实现这类投资,是买指数的 ETF 或不同风险的共同基金。但是 ETF 只是用少量的股票来跟踪指数,基金是靠人来管理的,这些费用的扣除使得你的收益要低于追求的平均,纸面上的声明并不一定意味着实际能够做到,方便都是有代价的,因此人们有能力时会考虑自己来实现这个分散布局。 这些混合策略不保证你一定能挣钱,它只取得你所跟踪市场的平均回报,当市场下行时,你也丢钱。它最大的好处是省心并能取得平均成绩。你所能做的投资决定,只是在风险和回报的矛盾中取舍。 这很简单也很平庸,没劲,是吗?是的。英雄经常是短命的。所谋者大,所博者巨,竭其所有奋不顾身,得手了称王称霸,一次失足饮恨终生,多少雄心壮志都付于东流。平庸的活得长久。投资与赌博相同的是:对手都是人,要赢钱有风险。投资与赌博不同的是:赌博所得数学期望是零,刨去庄家费用已是负数,进场图的是爽,付费消费。投资盈利的数学期望是社会财富的增长,是正值,图的是钱滚钱养家过日子,能不担惊受怕还能来钱自然是一种很好的选择。下面将看到,你在拥有不平衡资讯有可能比市场做得更好,这分散布局是个可以在上面作调整的基础。 (待续)
个人分类: 闲侃|7526 次阅读|29 个评论
股海探秘(2)
热度 12 xying 2013-12-18 08:14
绕远了,现在转回来。 说玩股票凭运气,咱们搞科学的不能说,尤其是学数学玩系统的人更不能这么说。你当教授的,在台上端了个架子,教那些满头雾水一脸迷糊的学生建立模型,优化控制。你总不能说股市这个系统鬼神莫测,不能建模寻优。这不科学呀!做研究教书的,就是动手不灵挣不来钱,告声惭愧认个输,也要落个明白不是? 查了文献,发现十几年前有一篇“ Minority Game ”的论文,说是一群人进行二择一的选举,规则是:少数的胜。这个模型可以用来描写人们竞争有限资源策略问题。在股市上,多的钱是掏别人的口袋,没有大家都挣大钱的道理,审时度势在大众行动潮前,先买进的和先抛出的才是大赢家,而这些人往往是少数。“ Minority Game ”脱胎于“ EI Farol 酒吧问题”,这酒吧问题更有直观性,详述如下。 1994 年斯坦福及圣塔菲学院教授 W. Brian Arthur 提出这个问题。说在圣塔菲小镇,没什么夜生活。每个周四居民常聚在一个叫 EI Farol 酒吧听音乐。因为酒吧的空间有限,如果少于 60% 的居民到哪里,去酒吧就比呆在家里快活。反之则太挤了,还不如不去。每个人独立自主,他们所了解只是过去的行情。 这显然是个决策优化问题。但明显不存在着一个能正确预测行情的模型,这不仅因为参与者人心莫测,还因为若是有了可以预测行情的模型,就有一个决定去否的确定性策略。大家都可能采用这个相同的纯策略,它成了大多数人的策略后,原来预测酒吧不挤的也变挤了,挤就变不挤了。这个矛盾证明了对这类问题,不可能有稳定的 正确预测行情的方法。 Brian 提出这个问题在于说明:有时候在经济学上演绎推理并不可行,反而依照自己的经验归纳出各自高招更为实在。玩味这个问题,你就能明白为什么股市上会有这么多互相矛盾的推测和各自风行的策略。你用了航天的技术煞费心思整出来的决策,并不一定比隔壁二傻拍着屁股作出决定来的高明。决定成败的并非单由你的决策,而还在于参与这大赌局中众人的选择。这样还真是鬼神莫测了! 你也许疑惑:既然这是博弈,那个得诺贝尔奖的,“ Beautiful mind ”的纳什不是证明了这博弈都存在最优策略,有所谓纳什( Nash )均衡点吗?对,这里确实有最优策略,而且是个唯一的纳什均衡。但这是一个混合策略,这个最好的策略就是以 60% 的概率随机选择去酒吧。就是说让你特制一个卜爻,往地上一扔有 60% 机会面朝上,你每次行前,假模假式地求神拜佛一番,扔下卜爻,面朝上就去,朝下时在家呆着。这样虽然不能保证你每次都很爽,但次数多了你的运气肯定不比其他人平均的差。 以前看报道统计的结果,说用飞镖随意选中的股票并不比基金经理的成绩差,以为是调侃基金的笑话,原来还真是有理论根据! 有人说:既然什么策略都各有道理,我就一根筋走到底,买了一个基金就是它,看云舒云卷,潮起潮落。这好比不管人多人少,我天天都去 EI Farol 酒吧的策略。 理论上这真不比许多用了复杂数学的策略差。你若有条坚强的神经,那就恭喜您了!熊市掉个百分二三十很常见, 2008 年很多基金都丢了百分五六十,个股更多。这里如果只是你的少量财产,或者你还有着长长的挣钱未来,那是可以八风吹不动,胜故欣然败亦喜,反正股市还会回来的。基金和股票,按统计平均也是这样,但你买的那个基金或股票是回不来的那个万一呢? 股市是由人们贪婪和恐惧所推动,你也是其中的一员。股市回报的期望是经济的增长,各种策略都有其合理性,理智的切入都能取得回报。但越高的风险有着越高的回报。这诱使人们不自觉地超越了心理底线。高估了自己的智慧和心理承受能力而沦为博弈中的傻瓜。华尔街有个前辈,呼风唤雨赚了个盆满钵溢,将零头两百万交给老婆说:“这是我们以后过日子的钱,无论我怎么说都不要再给我。” 老婆不解道:“你这么明白为何还要交代我。” 他说:“我如果向你要钱时就已经失去了理智,到时千万别听我的!” 最终在一次大崩盘中,他还急需一笔钱板本,向老婆发誓赌咒哄骗保证之后又将这最后的老本投入,全部化为乌有。 知识,技术,信息都不难。读几本书,能下功夫,肯花时间就可以了。难的是能克服情绪干扰始终保持冷静的心态,这不是人人任何时候都能做到的,而这又是最重要的。所有的股场教战都叮呤你要懂得止损, IBD 卖出规则第一条: Cut losses at no more than 7% to 8%, no questions asked !其目的是在天不从人愿时不至于伤筋动骨。不管多不甘心,愿赌服输,有资本才能接着玩不是? 都说情场失意赌场得意,富孀玩股票最好,是因为这时候手里有本钱,又全没了患得患失之心,大不了不过了。前些天看故事,说于凤至是理财天才在华尔街如何如何。其实那时候她正患乳腺癌在美治疗,张学良归了赵四小姐,正是心如止水,万念俱灰,最佳的投资心境。人到了这份上钱多钱少一个样,那是不能学也学不来的。 ( 待续)
个人分类: 闲侃|8074 次阅读|32 个评论
股海探秘(1)
热度 16 xying 2013-12-16 08:03
经历过全民炒股,也在股海里扑腾了几十年。俺先谈谈心路历程。 中小学念书时,谈起地主资本家剥削穷人,只觉的坏的坏惨的惨。不过透过故事看到里面有两拨人:花钱雇人的牛,拿钱干活的憋屈。马克思也写了:资本,剥削,剩余价值。一大本没读的过来,就明白个钱能生钱,这不该是理想但符合现实。就想俺要有点钱,不雇长工不学半夜鸡叫,只当资本家,像恩格斯一样抽着雪茄写写书,不用盯人干活钱滚钱的就行了。 书唸多了就要有个理论高度。有了觉悟后对朋友说:拿工资是按算术级数攒钱,钱滚钱会几何级数地增长。小钱时利少,拼不过线性增长,但这两条曲线中间有个交汇点。过了这一点,玩钱的要比打工的来的值。时间就要花在滚钱上了。 说那话时还没那钱,待钱多时又觉得随便放哪儿,睡觉时也会涨,不是有基金经理吗?我又滚钱又攒工资的双管齐下多美。一直齐下到泡沫破裂,才明白有钱不一定当得了资本家,当了资本家也有跳楼的。 从此恶补知识,读了微观经济学宏观经济学,从股市入门看到股王之道。摊书满床,捏着曲线报表,细读财神大鳄,拿他传记当枕头。白天必看新闻,晚上细听分析。但见那些大师名嘴口沫横飞,言之凿凿,顺势逆势相抵,牛市熊市随心,却也能自圆其说。不免心中有点疑惑:要都这么明白,干嘛还费大劲在这叨叨?换我,直接杀到股市里捞钱偷着乐去了。 再说,要真能预测到明天,也不能这么满世界地嚷嚷,就不怕被人抢了个先?至多是酒足饭饱之后,摸着肚皮剔着牙齿,再吹吹侃侃才是常理呀。 但又一想,黑格尔还是萨特老先生说过:存在即合理。分析师这行,怕也有百年了吧。没音乐舞蹈那么娱乐人,怎么还有这么多人捧场?没那么多前仆后继的傻冒吧。不明白,郁闷! 理论搞不明白就先实践吧,不是”知难行易“吗?实践是检验真理的唯一标准嘛,什么都没有也可以摸着石头过河呀!于是先下水再说。跟了一年 Zack 以质量为先,定了几年 IBD 来顺势操作,估着宏观经济逆市布局,按着曲线图投机倒把。 摸着了石头没?这么说吧,顺风顺水时,招招都灵。逆风逆水时,买什么丢什么连债卷都丢。只有一个真理验证到了 : 时来顽铁生光,运去黄金减色! 2000 年时股市红火,连看门捡垃圾的都谈股市走向,投个千儿八百的,不几天凯旋归来,胸脯都能顶上天,见了大老板都不点头。我科学院的同学毛兄,博士,教授,高智商。对我说:我们也学过什么成什么,连火箭控制都玩的转,还能错过这个新经济?!翻了几本书,将基金改为个股,下海搏杀,立马见效。过些天洋洋得意地对我说:“过去结婚时简陋了,现在和老婆补拍了全套照片,买了钻戒礼品。如今花钱的原则是:可买可不买的,买!可吃可不吃的,吃!” 豪情满怀,真真让人羡慕!我老婆至今还埋怨我,股市轮回我们只落个纸面上的富贵,还是“曾经的”,要像毛兄那样,钻戒买了,燕窝松露也吃了,才值呀! 投身股市犹如挂帅出征领军作战,若是攻城拔寨所向披靡,自然是意气风发顾盼自雄,视封侯拜相为等闲事尔。要是押进大部身家,儿女学费,养老本钱,遭遇股市下落十之二三,那就像败军出征“生死向前去,哀哉两决绝”,绝不再是那般的潇洒能谈笑用兵。此时套牢犹如困坐愁城,浑身冰凉,心如汤煎。幸而得解,则欢欣鼓舞,贪念又起。一但重挫,状如三军奔溃,兵败如山倒。再要割肉弃军,则肝胆俱裂,心中滴血。西楚霸王百战百胜,一朝兵败困于亥下,乌江亭长劝他渡河,斩仓保本。后人杜牧也说:“胜败兵家事不期 , 包羞忍耻是男儿。江东子弟多才俊 , 卷土重来未可知。” 那是场外的人,没有身历其境不知个中滋味。八千子弟俱没于阵中好比是全副身家化为流水,此时回返见江东父老,情何以堪! 股海沉浮犹如历史长河际遇英雄人物。好景哪能常有,辉煌不能永在。凯撒大帝在其巅峰时遭遇刺杀犹如股市冲高轰然崩溃。几千年来留下的豪言也不过是:“ Veni Vidi Vici ” 。换成英文是:“ I came, I saw, I conquered ”。股民可以翻译成:“我赚过,我开心过,我享受过。” 人生快意不过如此! (待续)
个人分类: 闲侃|8333 次阅读|32 个评论
Tian Tian (Age 10): as if you were a parent
liwei999 2013-4-25 06:21
Date: November 20, 2006 Perhaps due to lack of sleep, as soon as she was waken up, Tanya started complaining non-stop for no reasons and criticized us of making things crappy. So I said, As if you were a parent to parent parents! She instantly replied, I can parent parents if I am Grand-parent Tanya always enjoys this type of word games. Yes, but you are not. Well, I MAY parent parents if I pretend to be Grand-parent. That's called pseudo-parenting What is pseudo-parenting? Pseudo-parenting is parenting when you fake a parent. You got me, Dad. she smiled. As a result, she stopped parenting.
个人分类: Little Stories of Tian Tian|2375 次阅读|0 个评论
Game Theory by Michael Maschler (Apr 30, 2013)
bigdataage 2013-3-10 11:34
Game Theory by Michael Maschler , Eilon Solan and Shmuel Zamir (Apr 30, 2013) Hardcover: 920 pages Publisher: Cambridge University Press (April 30, 2013) Language: English ISBN-10: 1107005485 学习博弈论,这本书很好。 有人这样评论: 'This is the book for which the world has been waiting for decades: a definitive, comprehensive account of the mathematical theory of games, by three of the world's biggest experts on the subject. Rigorous yet eminently readable, deep yet comprehensible, replete with a large variety of important real-world applications, it will remain the standard reference in game theory for a very long time.' http://www.amazon.com/Game-Theory-Michael-Maschler/dp/1107005485/ref=sr_1_6?s=booksie=UTF8qid=1362886059sr=1-6keywords=Game+Theory#
5191 次阅读|0 个评论
Life is a game $\neq$ 人生如戏
热度 1 penzheng 2012-11-26 19:19
我的人生观是:Life is a game,不是:人生如戏! 在我这里,Game是博弈的意思,而在Game中,Equilibrium是核心概念。 我宣称:在此后的若干时间里,我将讨论 Life 和 Game 的关系,以及life应该如何Game,敬请期待!
个人分类: 人生观|2778 次阅读|1 个评论
He is a game manager rather than a game playmaker!
myfang888 2012-10-22 02:18
After a big football against South Carolina on Saturday (October 20), Florida quarterback Jeff Driskel was highly praised because of his performance with the quote "He's had games in which he's been more of a game manager than a playmaker..." (Michael DiRocco, Driskel, Gators march on, October 20, 2012). As it is well-known, the quarterback on an American football team is the leader who is coordinating all plays. It is critical for the leader not to rely on his/her playmaking to succeed, rather it is critical to stimulate all potential of the team members and make sure that the team goal, to win, is always the highest priority! Individual statistics is a lesser concern and the overall team performance is!A great researcher should realize that as his/her career development, he/she should become not only a great researcher, but also a great leader and nurture the group he/she is leading. A game manager is not a personal playmaker, rather it is the leader who makes the team playmaking to win!
个人分类: 学术研究|2506 次阅读|0 个评论
My current knowledge/ideas in evolutionary cancer research
dxd 2012-10-20 17:28
It just sounds natural that a bunch of somatic cells in a multi-cellular body can be viewed as a population while evolutionary/ecological theories can be used to look into the population dynamics of these cells, and it sounds tempting that theoretical works my find their application in cancer research and possibly better treatment strategies. The first conceivable scenario is that we can measure the fitness of each individual (cancerous or peripheral) cell, given its life-history strategy is well defined, and then trace how this fitness may change when the micro-environment is changed due to cancer progression and/or effects of adopted therapy. Once it is understood how to selectively suppress the fitness of the most malignant cells and avoid relapse of evil survivors, better strategies of treatment will be designed accordingly (Robert Gatenby). Actually people have already gone beyond the above scenario, asking deeper questions, e.g. how cancer have evolved and been avoided in the history of metazoan life forms? Now it isn't a novel idea that cancer cells are just betrayers in a cooperative multi-cellular body, seeking their own opportunities to maximize offspring cells, rather than contributing to the whole metazoan individual and waiting for itself to be replicated in the next generation of the whole body. Cancer cells can be viewed as an atavistic phenomenon in an evolutionary perspective based on the knowledge that multiple cellular organisms originated from single-cellular organisms. But the tricky question is, how multi-cellular organisms could emerge successfully in the first place? This refers to the question that how a multiple cellular body win battles against betrayers who always emerge from inside to seek a “free life”. So the question is transformed into a classical economic/ecologic question, where the focus is the maintenance of cooperation in a competitive population or community. To be cautious, we may not say a “body”, or a population of cells, as one part of the players of this battle. One alternative subject may be the germ-line cells as the monopolist betrayer, in contrast to other cell lineages who all become its slaves (Paul Rainey). Or from the genetic (selfish gene, refer to Richard Dawkins) viewpoint, the genome is the sole bearer of strategies in the battle between its different carriers. One apparent observation is that multi-cellular organisms like human have never 'evolved' a perfect mechanism to prevent cancer through the whole life span. Logically, they don't have to achieve this goal, as long as it can keep its integrity until successful (or optimal times of) reproduction. My guess is that both cooperation and betrayal are locally optimal/stable strategies for a cell. Figure 1. A diagram of cooperation and betrayal as locally stable strategies. A conceptual barrier exists to help prevent betrayers from emerging within a multi-cellular body. On one hand, it is easy to understand that being cancerous or malignant is locally stable, as they always have more offspring within a time interval than their neighbor competitors. This is the major concern in using population dynamics models to help design better protocols of chemotherapy. On the other hand, being cooperative should also be a locally stable strategy for any single somatic cells. Its only my guess and I haven't read this from other researchers so far. If being cooperative is not locally stable, then it is hard to imagine how multi-cellular organisms can emerge and thrive in the first place, unless we accept it possible to teach a hen to swim by throwing it into water a million times. So it is understandable that we can draw a diagram as in Figure 1, where there are two locally stable strategies for a cell and there is a barrier between them, which help multi-cellular bodies maintain their integrity and resist emergence of betrayers to some extent. The message given by the barrier is, "if you are not a really evil betrayer, you'd better be a cooperator." It is noted that here we are considering fitness only at the inter-cellular level, where the fitness at the whole body/population level is not explicitly involved, but implicitly considered. So one interesting question is if there is indeed such a barrier, and if so, how it is embodied in terms of biochemistry and molecular cellular biology (possibly also in genetics and epigenetics). If we find where this barrier is, then we will know how to utilize this barrier to help reduce the betrayer cells in the patient. My future work is based on this simple hypothesis, but my scheme framework is a bit more complex, as conflict between mitochondrial and nuclear genomes is also considered in order to comprehensively understand life-history traits of a cell. This was already introduced in an earlier post, and I will keep it updated in future posts. p.s. Some similarity is seen between game theory models and dynamical systems models, as they are essentially the same thing but with different emphases. Normally game theory works with game players at the same level, or usually it doesn't clarify if players are at the same or different levels (with different sets of candidate strategies). Specifically the ESS theory works with a population of symmetric players based on replicate dynamics. On the contrary, the dynamical systems theory works with all players (nodes) at different levels, each with a distinct set of candidate strategies to interact with one another ( via connections), while there is usually only one individual player at each level (each node includes a single player ). Both theories work you out "stable states" or more broadly "attractors" including cyclic and strange attractors, which provide the groundwork from where you can explore more complex dynamics. I wish these will finally help us harness the behavior of cell systems and tumour tissues.
个人分类: thoughts|4616 次阅读|0 个评论
[转载]合作还是竞争?——微生物的生存策略
jwmao 2012-5-29 05:08
以下中文介绍来自科学网: http://news.sciencenet.cn/htmlnews/2009/4/218075.html 合作行为(cooperative behavior)是进化论中一个令人困惑的问题,它给种群内其它成员带来好处,但却会损害个体利益。生物学家对此迷惑不解——如果是最适者生存,那么有益于种群内所有成员的行为的基因就不该长期存在,合作行为应该灭绝。 美国麻省理工学院(MIT)科学家近日利用博弈论,解释了酵母规避这一问题的方法。研究显示,如果一个个体能够从合作行为中获取哪怕是微小的利益,那么即使周围的个体均不合作,它也能够生存下去。相关论文4月6日在线发表于《自然》(Nature)。 http://www.nature.com/nature/journal/v459/n7244/abs/nature07921.html 研究人员设计了一种实验装置,让酵母进行蔗糖代谢。蔗糖并非酵母的首选食物源,但在没有葡萄糖的情况下,它也会进行蔗糖代谢。不过,它们必须分泌一种蔗糖转化酶,帮助将蔗糖分解成单糖以便吸收。 问题在于,大量分解后的单糖也可被周围的其它酵母细胞利用。这种情况下,分泌转化酶的酵母称作合作者,不分泌、只消耗单糖的酵母称作欺诈者。 如果所有的单糖只是四下扩散,分泌转化酶的酵母没有优先使用权的话,那么更好的选择永远都是成为欺诈者,合作者将会灭绝。 研究实际发现,分泌转化酶的酵母对于它们制造的单糖拥有大约1%的优先使用权。这一获益超过了帮助别人所需的代价,使得它们能够成功地与欺诈者进行竞争。 此外,不论开始的酵母种群数量是多少,最后都会达到一种平衡状态,合作者和欺诈者同时存在。这类似于博弈论中的“铲雪博弈”——你和同伴开一辆车被雪堆挡住去路,每个人都可以选择下车铲雪或原位不动。一个人不铲雪,那么另一个人必须铲雪。 表面上看来,你最好的选择是待在温暖的车里,同伴去铲雪。但有时最坏的情况会发生,即你和同伴均不去铲雪,结果你们永远回不了家。因而,最好的策略是永远选择你对手策略的反面。 论文第一作者、MIT物理系的Jeff Gore表示,之前研究已经显示,在野生状态下,酵母携带的转化酶基因拷贝数存在不同。这种野外的遗传多样性,可能与实验室中观察到的合作者和欺诈者的长期共存相类似。(科学网 梅进/编译)
2061 次阅读|0 个评论
博弈 vs 网络
jiangdm 2012-2-19 18:25
博弈 vs 网络
Contents 1 Ad Hoc 网络中基于惩罚机制的激励合作转发模型 2 一种基于博弈论模型的Ad-hoc网络功率控制算法 3 Ad Hoc 网络中基于惩罚机制的激励合作转发模型 王博 黄传河 杨文忠 但峰 徐利亚 计算机研究与发展 Journal o f Computer Research and Development, 2011 摘要 由于Ad hoc 网络中的节点受到自身处理能力、存储空间和电池能量等各种资源的限制, 节点为了节省自身的宝贵资源经常会表现出自私性, 因此激励自私节点之间合作转发成为Ad hoc 网络重要的研究内容. 为此, 结合重复博弈理论的思想, 首先建立邻居节点之间的单阶段博弈模型, 得到对应的支付策略, 并对该模型进行延伸, 建立了无限重复博弈模型来增强自私节点的合作行为, 提出了3 种激励自私节点的惩罚策略, 分析了各自激励合作转发的条件. 对自私节点的通用惩罚机制进行重点分析. 最后通过仿真实验对该机制进行验证, 并给出了在激励合作博弈中自私节点效用值的演化过程. 仿真结果表明: 该机制能够有效地激励节点合作转发的积极性, 提高网络的吞吐量, 延长网络的生存时间, 以及增加网络的总预期收益. 关键词 􀀁 激励合作; 重复博弈; 惩罚机制; 预期收益; 纳什均衡 0 Ad-hoc 网络: 合作转发工作方式 自私行为 Ad-hoc网络中研究热点: 保障网络的可用性及其网路的性能 solutions: 基于信誉和价格2类 -- 基于信誉的方法: CONFIDANT机制, CORE机制 -- 基于价格的方法: Ad-hoc-VCG 协议 - 数据转发过程看作一个二级密封价格拍卖活动 the work of this paper: 采用重复博弈理论来对相邻节点的合作转发情况进行建模, 提出相应的惩罚机制对自私节点进行激励, 对合作节点进行奖励, 使得网络最终达到一种全局合作状态, 从而提高网络的性能. 1 重复博弈预备知识 2 重复激励合作模型 2.1 单阶段博弈模型 一个二维支付矩阵如图1 所示: 2.2 无限重复合作转发模型 无限重复合作转发博弈模型: my Q: reinforce learning? 2.3 模型扩展分析 3 惩罚机制策略 3.1 一步惩罚策略 3.2 严厉惩罚策略 3.3 通用惩罚策略 4 通用惩罚合作机制 具体的过程如图3 所示: 5 仿真与分析 5.1 仿真环境 NS2仿真平台 AODV协议 仿真环境与场景定义如下: 5.2 性能对比参数 5.3 仿真结果 6 总结与展望 author's work: -- 基于重复博弈理论的分析基础上, 对Ad-hoc网络中相邻节点的合作转发过程建立无限重复合作转发博弈模型 -- 结合该模型提出了激励节点之间合作的积极性条件, 并给出了一种通用惩罚机制,给出了该惩罚机制的实现框架 -- 通过仿真实验对提出的机制进行验证, 并与经典的AODV 协议进行性能对比, 证明了该机制的正确性和有效性. AdHoc网络中基于惩罚机制的激励合作转发模型.pdf 一种基于博弈论模型的Ad-hoc网络功率控制算法 孙强 李腊元 陈年生 计算机学报 2009 Jan 摘要 在Ad-hoc网络中,采用控制数据报文向相邻节点的发射功率的方法来提高能量的使用效率是一种常用的方法,但是采用功率控制也会对网络连通性、延迟和容量带了负面影响.文中对Ad-hoc网络中能量控制机制进行了讨论,给出了Ad-hoc网络基于非合作博弈的功率控制问题模型.提出了一种以满足网络连通性、容量最大化、网络半径最小为目标的分布式非合作功率控制博弈算法,并给出了对该算法纳什均衡的存在性和唯一性的证明.实验表明该算法具有较好的综合性能. 关键词 Ad-hoc 网络;功率控制;容量;博弈;纳什均衡 1 引言 功率控制 Ad-hoc网络 Ad-hoc网络功率控制: 如何在节点能量受限、信道存在衰减、信道共享等条件下,利用有限的网络信息,通过调整节点的发射功率,使网络满足连通性、容量最大化、网络半径最小的目标. (NP-hard) 功率控制问题的数学模型可以描述为: the organization of this paper: 1) 第2 节给出系统模型和相关假设; 2) 第3节给出功率控制的非合作博弈模型及其纳什均衡存在性和唯一性证明; 3) 第4节给出非合作Ad-hoc网络功率控制博弈优化算法描述及其跨层结构模型; 4) 第5节给出算法的仿真结果; 5) 第6节对全文进行总结. 2 系统模型 信道模型表示 3 功率控制模型 Ad-hoc网络中节点功率控制问题 - 非合作博弈问题 网络中每个节点根据收益函数确定使自己收益最大的策略: 收益函数定义: 代价函数通常定义为用户发射功率的增函数 代价函数: -- 线性成本函数 -- 非线性成本函数 本文采用如下形式的成本函数: 4 非合作Ad-hoc网络功率控制博弈优化算法 author's work: 针对信道容量、网络半径和节点发射功率优化的分布式非合作功率控制博弈算法(Distributed Non-cooperative Game Algorithm to Power Control, DNGAPC)及其实现 4.1 功率控制算法 4.2 算法跨层设计模型 算法实现框图如图1所示 功率控制模块: -- SNR计算模块 -- 干扰计算模块 -- 功率控制模块 5 仿真结果 仿真试验参数如表2所示 6 小结 一种基于博弈论模型的Ad Hoc网络功率控制算法.pdf 科普和数学博文目录 应行仁 http://blog.sciencenet.cn/blog-826653-689727.html
个人分类: OR & Optimize|1 次阅读|0 个评论
A game between an individual and a population: rationale
热度 1 dxd 2012-2-15 19:30
这是本系列的第二篇 (首发于本人 英文博客 ),对上一篇提出的想法作了更细致一点的介绍,并引出后面的话题。下一篇才是最重要的,先在此预告一下~ 2012年4月23日追记:昆明动物所王瑞武老师基于榕小蜂的一系列研究,已经包含了这个思路。参见这两篇论文Wang et al. 2009 ( doi:10.1371/journal.pone.0007802 ), Wang et al. 2011 ( doi: 10.1098/​rsif.2011.0063 )。 看来我还得思考得再远一些,才能写出点东西。 At the first glance, the idea proposed in the last post may seem nothing new if we only consider the residents as the only players of the game. However, we are considering not only the residents but also the government as the opposite player. The overall game here can thus be classified as an Asymmetric Two-players' Game which is played Repeatedly. However, at least one of the two players is actually a population, in which each individual makes choices NOT based on the population benefit, but their own individual benefits. When a single government and its strategy is fixed, the scenario is exactly the same as the traditional multiple players' Prisoners' Dilemma or the Boxed Pigs' Game, where the Tragedy of the Commons is expected to be the outcome under certain assumptions. Now let's look at what happens if there are a plural of governments who are in competition with one another in accumulating their own wealth. The governments who choose the 'conscience' strategy may have a disadvantage at the beginning if only a small part of its residents would resist, because it will lose more money to its residents than other governments who choose to be 'selfish'. However, when generations of the residents passed under such a government, leaving only the obedient residents left because the resistant ones are eliminated naturally, the government will be paying nothing to the residents simply because nobody will claim their money back. In contrast, under a 'selfish' government, the obidient residents will be eliminated after a plural of generations with all the left residents becoming resistent, as the result the government will finally lose the money to its residents's pockets. Finally we see that the selfish governments lose the game and the non-selfish governments win. Notice here that the time span of a generation of the residents must be shorter than that of the governments, which is the prerequisite of the outcome here. This process was introduced briefly in my last post, and in this paragraph with more details. This government-resident model looks perfectly applicable to the interaction between cells and the mitochondia inside them. The mitochondria are the 'residents' living within a cell, the rest part of which is their 'government'. The money is embodied in ATPs, which are allocated between the mitochondria and the rest part (hereafter I will just use 'the cell' for the rest part of it). This allocation, which is actually through a biochemical mechanism, can be seen as the game being played between the mitochondrial genome and the nuclear genome during the macro-scale history of evolution. We know that indeed mitochondria replicate faster than the cell containing them get divided, which is the key prerequisite of the gaming process talked in the above paragraph. Also we know that mitochondria don't 'migrate' between cells in the natural world, which keeps the gaming process simpler than the realistic political issues. Bearing these in mind, we can then go on to talk about how nuclear and mitochondrial genomes (and/or 'epi-genomes') play games in ATPs allocation, and what outcomes are achieved under various conditions (healthy and pathological). To be continued.
个人分类: thoughts|4432 次阅读|2 个评论
About stochastic interactions
wangbaokui660 2011-11-11 17:02
After reading some papers about stochastic interactions, recently, I found that there may be exist a method for containing the process of evolutionary game theory(EGT) on complex networks. Arne Traulsen should be the first one talking about this stochastic interactions, which is in well-mixed finite population with PDG. His idea paves a new way of the research about EGT. Then, Chen applied it on lattice network with Von Neumman neighborhood. He found theoptimal interval of interaction probability p. But none have applied this idea in coevolution. Can I put them together and find out the coupling better results?
2019 次阅读|0 个评论
ski jackets
zhangzhanga 2011-10-20 12:37
The second season of players in the game design is original, design for still is the original program life exists, also endowed with programs for players develop industry the development road of the ability. Fashion channel Moncler Doudoune launched the national life version of "magic day", it is to stress to the temperament of the metropolis and quality, and this attempt in the national TV was the first in. Fashionable element and the form of reality show, only at Moncler Men Jackets the Shanghai international metropolis will make good effect, also only in Shanghai to have so of fashion culture soil, and eastern TV "international, fashion, frontier" the individual personality of high ones, and to some extent have "not copy the sex Moncler Men ". In addition, more Chinese and foreign many fashion designers and authority of the stars, and to join the national TV channels for the players more will influence with the show has a professional clothing brand company and the Moncler Women idea in the industry, made a great opportunity to provide. Organizers said that on the screen is too much singing draft competition, like the homogeneity magic day of cutting such a professional reality show should be able to make more of the dislocation competition in the space. Graduates with job unspoken rule ? years passed, turn green in a hurry we have become graduates, in a year more than a year of deadly, we have to cover war will be full of Moncler Women Jackets air feels explosion head to straighten out, take off the canvas shoes, change babyish is full of metal sequins and small hole hole jeans, temporarily abandoned a small card wow Iraq t-shirts...... But what happened Moncler Kids next, we are looking for work: what is the dress? To graduate from girls and boys, couldn't help ten million times to ask. The senior entrust: do not "clothes over the world" best go ahead, in big 2 big three can pay attention to is the job in what the seniors do; Second in line with the practical and economical principles, pull on students go out together, not only can purchase application supplies reference, still can exchange each other, if the shape is little temperament, many things you can only chipped a, especially bag and some colour makeup cosmetics. -YuanQiuYan female graduate of this public interview, a head of a foot of grooming easy to ignore.
个人分类: Moncler|17 次阅读|0 个评论
[转载]PLA:Optimal convergence in naming game with geography-based
Fangjinqin 2011-2-21 12:32
110221-文章LWLCW-PLA11.pdf www.elsevier.com/locate/pla Optimal convergence in naming game with geography-based negotiation on small-world networks Run-Ran Liu a,∗, Wen-Xu Wangb, Ying-Cheng Lai b,c, Guanrong Chen d, Bing-Hong Wang a,e a Department of Modern Physics and Nonlinear Science Center, University of Science and Technology of China, Hefei Anhui 230026, China b School of Electrical, Computer and Energy Engineering, Arizona State University, Tempe, AZ 85287, USA c Department of Physics, Arizona State University, Tempe, AZ 85287, USA d Department of Electronic Engineering, City University of Hong Kong, Hong Kong SAR, China e Research Center for Complex System Science, University of Shanghai for Science and Technology and Shanghai Academy of System Science, Shanghai 200093, China a r t i c l e i n f o a b s t r a c t Article history: Received 15 September 2010 Received in revised form 21 November 2010 Accepted 5 December 2010 Available online 7 December 2010 Communicated by R. Wu Keywords: Naming game Convergence Small-world networks Geographical distance We propose a negotiation strategy to address the effect of geography on the dynamics of naming games over small-world networks. Communication and negotiation frequencies between two agents are determined by their geographical distance in terms of a parameter characterizing the correlation between interaction strength and the distance. A finding is that there exists an optimal parameter value leading to fastest convergence to global consensus on naming. Numerical computations and a theoretical analysis are provided to substantiate our findings. 2010 Elsevier B.V. All rights reserved.
个人分类: 学术文章|2626 次阅读|0 个评论
k近邻作用导致的对向行人流自组织
majian 2010-1-24 11:00
一篇physica a的文章 k -Nearest-Neighbor interaction induced self-organized pedestrian counter flow Jian Ma, Weiguo Song, Jun Zhang, Siuming Lo, Guangxuana Liao http://www.sciencedirect.com/science?_ob=ArticleURL_udi=B6TVG-4Y5GXXN-8_user=10_coverDate=05%2F15%2F2010_rdoc=1_fmt=high_orig=search_sort=d_docanchor=view=c_searchStrId=1270927733_rerunOrigin=google_acct=C000050221_version=1_urlVersion=0_userid=10md5=68e4439550aedeccf3aeb86a8b05c749 已经接收的工作(doi:10.1016/j.physa.2010.01.014 )。受PNAS上对鸟群的野外观测研究影响,我们考虑对向行人流中固定个数的行人对目标行人方向选择的影响,结果表明这种相互作用的模式是对向行人流中自发产生行人带的诱因。 Abstract A recent field study confirmed that animal crowd behavior is dominated by the interaction from the k -Nearest-Neighbors rather than all the neighbors in a given metric distance. For the reason that systems with local interaction perform similar self-organized phenomena, we in this paper build two models, i.e.,a metric distance based model and a k -Nearest-Neighbor ( k NN) counterflow model, based on a simple discrete cellular automaton model entitled the basic model, to investigate the fundamental interaction ruling pedestrian counter flow. Pedestrians move in a long channel and as a result are divided into left moving pedestrians and right moving pedestrians. These pedestrians interact with each other in different forms in different models. In the metric distance based model, ones direction of chosen behavior is influenced by all those who are in a small metric distance and come from the opposite direction; while in the k NN counterflow model, ones direction of chosen behavior is influenced by the distribution of a fixed number of the k -Nearest neighbors coming from the opposite direction. The self-organized lane formation is captured and factors affecting the number of lanes formed in the channel are investigated. Results imply that with varying density, the lane formation pattern is almost the same in the k NN counterflow model while it is not in the case of metric distance based model. This means that the k NN interaction plays a more fundamental role in the emergence of collective pedestrian phenomena. Then the k NN counterflow model is further validated by comparing the lane formation pattern and the fundamental diagram with real pedestrian counter flow. Reasons for the lane formation and improvement of flow rate are discussed. The relations among mean velocity, occupancy and total entrance density of the model are also studied. The results indicate that the k NN interaction provides a more efficient traffic condition, and is able to quantify features such as segregation and phase transition at high density of pedestrian traffic. 全文下载: paper_full.zip
个人分类: 技术|4490 次阅读|4 个评论
[旧文再发]南非的私人动物保护区
entomology 2009-4-19 21:17
私人动物保护区 entomology 发表于 2005-7-8 19:34:00 私人动物保护区 Game Reserve 2005.07.08 好像前面都在说南非的缺点,所以这次说说南非的优点。一句话,南非不适合居住,但适合旅游。南非是旅游者的天堂。 前段时间CCTV报道说,国内很多跟风的野生动物园无法经营下去,发生了许多虐待动物的事情。有个画面比较恐怖,饥肠辘辘的狼就在路上,园主拼命劝说游客高价买只活鸡作为那些狼的食物。有的动物园还发生了猛兽因为饥饿咬死游客的事情。 皮之不存,毛将焉附。物种保护,不能只保护生物个体,应该同时保护它们的生境。南非的私人野生动物园与国内这些冒牌者的最大区别是,南非是保护与盈利并重,野生动物自由地生活在它们的土地上。国内则一味地强调利润,野生动物则远离适宜的生境,与普通动物园的区别在于是否有笼子或者说笼子大小罢了;更有甚者,连基本的食物都无法保障,野生只是幌子而已。在南非的私人保护区里面,动物们并不需要人们的喂食,游客只能坐在车里面或者呆在路上,运气好的话可以看到长颈鹿,大象,犀牛,斑马,鸵鸟等等;但私人保护区一般面积很大,所以经常无法看到所有种类的动物,有时候只能远观。保护区会派人跟踪,但绝不会特地去赶它们出来给你看,也不允许你随便接近它们。野外看动物,和在动物园里看,感觉很不一样。看长颈鹿悠闲地采食树叶,有些风吹草低现牛羊的况味。野外看动物,不仅看动物,也看它们的生存环境,也看它们的生活,是全方面的了解。 p.s. 原文没有图片,现在补充一些野生动物的链接,是我的雅虎相册上的,希望大家喜欢。 犀牛 非洲象 非洲狒狒 非洲狮 斑马
个人分类: 扯闲皮儿 Babble Chat|3766 次阅读|0 个评论

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