摘要翻译:
我们描述了一个基于Agent的虚拟(但可行的)信息交易业务的模拟。汽油价格信息交易者(GPIT)从司机那里购买大都市地区的实时汽油价格信息,并将这些信息转售给需要为车辆加油的司机。我们的模拟使用真实世界的地理数据、依赖于生活方式的驾驶模式和车辆模型来创建一个基于Agent的驾驶员模型。我们使用真实世界的天然气价格波动统计数据来创建天然气价格的时空分布场景。信息的价格是通过一个简单的谈判模型在个案基础上确定的。交易者和客户正在根据他们的历史利润调整他们的谈判策略。我们对新兴信息市场的一般性质感兴趣:可实现利润的数量及其在交易者和客户之间的分配、维持市场运作所需的商业策略(如促销交易)、需求的价格弹性以及定价策略对利润的影响。
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英文标题:
《Agent-based modeling of a price information trading business》
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作者:
Saad Ahmad Khan, Ladislau Boloni
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最新提交年份:
2013
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分类信息:
一级分类:Computer Science 计算机科学
二级分类:Artificial Intelligence
人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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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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英文摘要:
We describe an agent-based simulation of a fictional (but feasible) information trading business. The Gas Price Information Trader (GPIT) buys information about real-time gas prices in a metropolitan area from drivers and resells the information to drivers who need to refuel their vehicles. Our simulation uses real world geographic data, lifestyle-dependent driving patterns and vehicle models to create an agent-based model of the drivers. We use real world statistics of gas price fluctuation to create scenarios of temporal and spatial distribution of gas prices. The price of the information is determined on a case-by-case basis through a simple negotiation model. The trader and the customers are adapting their negotiation strategies based on their historical profits. We are interested in the general properties of the emerging information market: the amount of realizable profit and its distribution between the trader and customers, the business strategies necessary to keep the market operational (such as promotional deals), the price elasticity of demand and the impact of pricing strategies on the profit.
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PDF链接:
https://arxiv.org/pdf/1303.7445