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中国物理学会期刊

经纪人模仿在演化少数者博弈模型中引入的自组织分离效应

CSTR: 32037.14.aps.51.2667

The self-organized segregation effect of evolutionary minority game with imitation

CSTR: 32037.14.aps.51.2667
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  • 引入真实金融市场中普遍存在的模仿机理,提出并研究了一种新的演化少数者博弈模型.在该模型中,所有的经纪人排列成满足一维周期性条件的链并有一个共同的策略.每个经纪人有一个概率p值,作决定时以概率p选择策略预测的取胜方,以概率1-p作出相反的决定,同时经纪人可以模仿财富高于自己的最近邻邻居的p值.数值模拟结果显示,通过演化使得经纪人组成的系统自组织分离成由极端行为表征的相反人群.模仿引起的演化可以明显提高系统的协作.

     

    A variant of the evolutionary minority game is proposed. Agents' strategies given by probabilities p can be changed by imitation. Numerical results show that the agents evolve into a state in which they selfsegregate into opposite groups characterized by extreme behaviours. The evolution by imitation can considerably enhance the system's coordination.

     

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