摘要翻译:
基于Agent的模型已经在经济物理学中证明了它们的力量和灵活性。然而,他们的主要挑战仍然是设计更逼真的模拟场景。经济的复杂性使得在这些模型中引入混沌数发生器作为模拟引擎的想法很有吸引力。基于混沌的数字发生器易于使用和高度可配置。这使得它们非常适合这个应用程序。
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英文标题:
《Application of Chaotic Number Generators in Econophysics》
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作者:
Carmen Pellicer-Lostao and Ricardo Lopez-Ruiz
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最新提交年份:
2011
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分类信息:
一级分类:Physics 物理学
二级分类:Chaotic Dynamics 混沌动力学
分类描述:Dynamical systems, chaos, quantum chaos, topological dynamics, cycle expansions, turbulence, propagation
动力系统,混沌,量子混沌,拓扑动力学,循环展开,湍流,传播
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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: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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英文摘要:
Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing chaotic number generators as simulation engines in these models. Chaos based number generators are easy to use and highly configurable. This makes them just perfect for this application.
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PDF链接:
https://arxiv.org/pdf/1110.4506