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2022-03-07
摘要翻译:
上一次金融和经济危机表明了金融市场上激进行为的长期失灵影响。然而,进化博弈论预测,在战略依赖的条件下,一定程度的攻击性行为仍然存在于给定的代理人群体中。然而,正如金融危机的后果所显示的那样,改变“游戏规则”是可取的,以防止任何激进行为的发生,从而防止市场崩溃的危险。本文从这方面入手。通过对文献中著名的Hawk-Dove博弈的量子方法的扩展,我们可以发现,依赖于纠缠,也可以出现经典进化博弈论所不能预测的、经济总量采用非进攻性量子策略的演化稳定策略。
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英文标题:
《Doves and hawks in economics revisited. An evolutionary quantum game
  theory-based analysis of financial crises》
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作者:
Matthias Hanauske, Jennifer Kunz, Steffen Bernius, and Wolfgang
  K\"onig
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最新提交年份:
2009
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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
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一级分类:Physics        物理学
二级分类:Physics and Society        物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Finance        数量金融学
二级分类:Trading and Market Microstructure        交易与市场微观结构
分类描述:Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构,流动性,交易和拍卖设计,自动化交易,基于代理的建模和做市
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一级分类:Physics        物理学
二级分类:Quantum Physics        量子物理学
分类描述:Description coming soon
描述即将到来
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英文摘要:
  The last financial and economic crisis demonstrated the dysfunctional long-term effects of aggressive behaviour in financial markets. Yet, evolutionary game theory predicts that under the condition of strategic dependence a certain degree of aggressive behaviour remains within a given population of agents. However, as the consequences of the financial crisis exhibit, it would be desirable to change the 'rules of the game' in a way that prevents the occurrence of any aggressive behaviour and thereby also the danger of market crashes. The paper picks up this aspect. Through the extension of the in literature well-known Hawk-Dove game by a quantum approach, we can show that dependent on entanglement, also evolutionary stable strategies can emerge, which are not predicted by classical evolutionary game theory and where the total economic population uses a non aggressive quantum strategy.
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PDF链接:
https://arxiv.org/pdf/0904.2113
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