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An Empirical Study on the trade strategy of TAIEX Options-An Example of each expiration month contract first day closing price until to the due settlementJou, Meng-Shuan 07 February 2006 (has links)
Abstract
TAIEX Options¡]TXO¡^has been listed and traded for four years , and sttlement account total 48 expiration month contracts , in order to verificate 24 kinds of trade strategies and 502 set of combination trade positions , which can make profit good , the author select 7 Call and 7 Put strick price , which have high trade volumes of each expiration month contract first day closing price , to calculate each one¡¦s profit-loss¡FIn addition , verificate 19292 sets of¡urandom combination positions¡vtest to examine the one of best¡C
We can compare and assess to count the best operation trade strategy and position by three propositions , accoding to market situation , The result of verification , the¡usell strangles¡vand ¡usell strddles¡vwere good to others , and selling in-the-money at first and second series Put also has more profit , and the parts of¡urandom combination positions¡vin 48 months , which can reach as high as 41 months profit¡C
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Three essays on game theory and computationNikram, Elham January 2016 (has links)
The results section of my thesis includes three chapters. The first two chapters are on theoretical game theory. In both chapters, by mathematical modelling and game theoretical tools, I am predicting the behaviour of the players in some real world issues. Hoteling-Downs model plays an important role in the modern political interpretations. The first chapter of this study investigates an extension of Hoteling-Downs model to have multi-dimensional strategy space and asymmetric candidates. Chapter 3 looks into the inspection game where the inspections are not the same in the series of sequential inspections. By modelling the game as a series of recursive zero-sum games I find the optimal strategy of the players in the equilibrium. The forth chapter investigates direct optimization methods for large scale problems. Using Matlab implementations of Genetic and Nelder-Mead algorithms, I compare the efficiency and accuracy of the most famous direct optimization methods for unconstraint optimization problems based on differing number of variables.
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Links oder rechts; das ist hier die FrageBerger, Roger, Hammer, Rupert 22 July 2014 (has links) (PDF)
Der Elfmeterschuss steht stellvertretend für eine ganze Kategorie sozialer Interaktionen - den Nullsummenspielen. Diese sind insofern von besonderem Interesse, als sich hier Akteure mit exakt gegenläufigen Interessen gegenüber stehen, die weder kommunizieren wollen noch können, dennoch interagieren und dabei eine stabile und
vorhersagbare Form von sozialer Ordnung entstehen lassen. Und dies obschon beide Akteure gerade kein Interesse an der Entstehung oder Aufrechterhaltung einer solchen Ordnung haben. Die Fragestellung des Artikels: Verhalten sich Bundesligaspieler (Schützen und Torhüter) beim Elfmeterschuss gemäß den Vorhersagen der Spieltheorie? Die Analyse wird folgendermaßen gegliedert. Im nächsten Abschnitt werden erst
die fußballerischen Grundlagen des Problems gelegt. Dann wird das Entscheidungsproblem spieltheoretisch analysiert und daraus ein entsprechendes LÄosungskonzept in Hypothesenform deduziert. Darauf folgt eine Darstellung des Stands der Forschung. Die empirische Überprüfung der Hypothesen mittels eines Datensatzes aus der ersten
Bundesliga erfolgt in Abschnitt 4. Im letzen Abschnitt werden die Ergebnisse diskutiert und dabei insbesondere die Fragen in den Vordergrund gerückt, welche theoretischen Implikationen sich aus der Analyse für den RC-Ansatz im allgemeinen und die Spieltheorie im speziellen ergeben und was daraus aus methodischer Sicht zur Überprüfung von spieltheoretischen Hypothesen geschlossen werden kann.
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拉丁美洲和加勒比地區之中國-台灣外交競爭:從零和博弈到非零和博弈遊戲 / China-Taiwan Diplomatic Competition in Latin America and the Caribbean Region: from Zero-sum to Non-zero Sum Game?包雅娜, Baudysova, Jana Unknown Date (has links)
China-Taiwan relations have been for decades a hot issue in East Asia as well as worldwide. The thesis researches on the China’s foreign policy toward Latin America and the Caribbean region in terms of competition with Taiwan for diplomatic recognition from the perspective of zero-sum and non zero-sum game. This study’s objective is to examine the impact of recently improved cross-Strait relations on the intensity of diplomatic competition for recognition in Latin America and the Caribbean between both sides of the Strait. Two following questions are going to be answered: Is a complete victory in diplomatic competition in Latin America and the Caribbean region a short-term goal for the PRC? How can China’s refusal of its diplomatic recognition by Paraguay be interpreted? First, literature review and theoretical framework is provided. Second, China’s and Taiwan’s policy towards Latin America and the Caribbean is researched. Third, cross- Strait rapproachement is depicted. Fourth, relations between the PRC and Taiwan after year 2005 are presented. Fifth, three case studies of Costa Rica, Panama, Paraguay are discussed. In the study I am going to look for evidence to prove that the rapprochement and the new cross-Strait diplomacy are good signs of non-zero sum game between Taiwan and China with a significant impact on diplomatic competition in Latin America and the Caribbean region. To fulfil the aim of this master thesis I am using secondary data. The scope of the paper in terms of the time period is from the establishment of the PRC but the bigger part of the paper is focused on the recent events.
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Cybersecurity Modeling of Autonomous Systems: a Game-based ApproachJahan, Farha 11 July 2022 (has links)
No description available.
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Links oder rechts; das ist hier die Frage: eine spieltheoretische Analyse von Elfmeterschüssen mit BundesligadatenBerger, Roger, Hammer, Rupert January 2007 (has links)
Der Elfmeterschuss steht stellvertretend für eine ganze Kategorie sozialer Interaktionen - den Nullsummenspielen. Diese sind insofern von besonderem Interesse, als sich hier Akteure mit exakt gegenläufigen Interessen gegenüber stehen, die weder kommunizieren wollen noch können, dennoch interagieren und dabei eine stabile und
vorhersagbare Form von sozialer Ordnung entstehen lassen. Und dies obschon beide Akteure gerade kein Interesse an der Entstehung oder Aufrechterhaltung einer solchen Ordnung haben. Die Fragestellung des Artikels: Verhalten sich Bundesligaspieler (Schützen und Torhüter) beim Elfmeterschuss gemäß den Vorhersagen der Spieltheorie? Die Analyse wird folgendermaßen gegliedert. Im nächsten Abschnitt werden erst
die fußballerischen Grundlagen des Problems gelegt. Dann wird das Entscheidungsproblem spieltheoretisch analysiert und daraus ein entsprechendes LÄosungskonzept in Hypothesenform deduziert. Darauf folgt eine Darstellung des Stands der Forschung. Die empirische Überprüfung der Hypothesen mittels eines Datensatzes aus der ersten
Bundesliga erfolgt in Abschnitt 4. Im letzen Abschnitt werden die Ergebnisse diskutiert und dabei insbesondere die Fragen in den Vordergrund gerückt, welche theoretischen Implikationen sich aus der Analyse für den RC-Ansatz im allgemeinen und die Spieltheorie im speziellen ergeben und was daraus aus methodischer Sicht zur Überprüfung von spieltheoretischen Hypothesen geschlossen werden kann.
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Cash-to-cash-styrning : ett spelteoretiskt angreppssättMangs, Christian, Fernholm, Nicholas January 2015 (has links)
Objective: The objective is to examine if long terms of payment are created because of a perceived zero-sum game in the cash-to-cash cycles between companies. The study will also examine if dependence effects the dependent companies Cash-to-Cash-cycle because of long terms of payment. Scientific method: The study uses a qualitative and a quantitative method, where primary data is collected from semi-structured interviews. Additional primary data is collected from an unstructured interview with an expert in the field of which is examined. Additional data has been collected from the studied companies’ annual reports. Theoretical references: The primary theory has been Game theory, where the researchers have used this theory to analyze the behaviors of the companies. This theory has been reinforced by the theory Pareto efficiency to help analyze the strategy which gives the highest net-outcome. The theory Cash-to- Cash has also been a focal point in the study, which has been used in concert with Supply chain finance and Supply chain management. This has been done to be able to further analyze the behaviors of the companies and the cooperation in the “supply chain”. Result: The result shows that there seems to exist a perceived zero-sum game in the cash-to-cash cycles between companies. The consequence of this is that the companies in a dominant position use a strategy that prolongs payables outstanding and shortens accounts receivables. This in turn prolongs the cash-to- cash cycles for the dominant companies suppliers. Focus to improve the Cash-to-Cash-cycles for both companies is very small or non-existent. The authors want to emphasize that additional research is needed within this area, where other contributing factors can be effecting the company’s decisions. / Syfte: Studien syftar till att undersöka om ofördelaktiga betalningsvillkor skapas på grund av ett uppfattat nollsummespel inom Cash-to-Cash-cykler mellan företag. Studien syftar även till att undersöka om beroendeförhållanden påverkar beroende aktörers Cash-to-Cash-cykel på grund av ofördelaktiga betalningsvillkor. Metod: Studien använde en metodtriangulering, där primärdata samlades in via semistrukturerade intervjuer. Ytterligare primärdata samlades in via en ostrukturerad intervju med en expert inom området. Slutligen har data samlats in angående intervjuobjektens årsredovisning. Teoretisk referensram: Den primära teorin har varit Game theory, där forskarna använt teorin för att kunna analysera aktörernas beteenden. Denna teori har förstärkts av ytterligare teorier såsom Paretooptimalitet som hjälper att analysera utfall som ger högst möjlig nytta. Teorier angående Cash-to-Cash har även de varit centrala i arbetet som har kopplats till Supply chain management samt Supply chain finance för att ytterligare kunna analysera beteenden och data angående samarbeten i kedjor av aktörer. Resultat: Resultatet visar att det verkar finnas ett uppfattat nollsummespel inom cash-to-cash-cykeln mellan företagen. Detta leder till att aktörer med maktpositioner utgår från en strategi som innebär att förlänga betaltiderna för leverantörer, som då förlänger leverantörernas Cash-to-Cash-cykel. Fokus på att förbättra Cash-to-Cash-cyklerna mellan företagen är väldigt liten eller obefintlig. Författarna vill dock tydliggöra att ytterligare forskning kring ämnet behövs för att kunna säkerställa resultatet, då andra faktorer kan ha påverkat aktörernas beslut och beteenden.
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FÖRESTÄLLNINGAR OCH INTRESSEN : En fallstudie utifrån Advocacy Coalition Framework av en lokal policyprocess om expropriationBlomqvist, Fredrik January 2016 (has links)
This paper examines the viability of the Advocacy Coalition Framework(ACF) by applying it in a single case study. The aim is to advance the framework’s theoretical understanding of the policy process and its usefulness for analyzing local policy contexts. The case addressed is a long-spun policy conflict regarding the use of compulsory acquisition of real estate by a Swedish municipality for the sake of local business development. Analyzed data consisted of the municipality diary on the issue, correspondence between actors, public statements, official and internal documents and interviews with actors and non-actors. The ACF is a good starting point for understanding this local policy process, largely because of the great flexibility of its concepts. However, its basic assumptions on beliefs cannot fully explain observed events. Relating to this, the paper has five main findings. First, although beliefs play an important role in forming policy action, so does interests. Second, a conjunction of beliefs and self-interest is an important condition for some actors’ actions. Third, coalition formation is not dependent on similarity of beliefs but on similarity of policy objectives. Fourth, policy objectives are resultant of beliefs for some actors, of self-interest for others and for yet others the result of both. Therefore, actors in coalition act to achieve the same policy objectives but not necessarily for the same reasons. Fifth, one non-actor refrained from policy action in spite of strong policy core beliefs due to the policy process not being a zero sum game for this non-actor. This paper supports recent studies proposing the incorporation of interests into the ACF. For further development of the ACF the paper suggests further research to answer two generic questions: What is the relationship betweeninterests and beliefs? Are potential actors more likely to take policy action inzero sum game policy processes? For the ACF to cope with certain conditionsin local contexts the paper suggest further research into the question: Is the level of abstraction of policy issues key in understanding the involvement of legal and natural persons and their basis for policy action?
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Problèmes de switching optimal, équations différentielles stochastiques rétrogrades et équations différentielles partielles intégrales. / Multi-modes switching problem, backward stochastic differential equations and partial differential equationsZhao, Xuzhe 30 September 2014 (has links)
Cette thèse est composée de trois parties. Dans la première nous montrons l'existence et l'unicité de la solution continue et à croissance polynomiale, au sensviscosité, du système non linéaire de m équations variationnelles de type intégro-différentiel à obstacles unilatéraux interconnectés. Ce système est lié au problème du switching optimal stochastique lorsque le bruit est dirigé par un processus de Lévy. Un cas particulier du système correspond en effet à l’équation d’Hamilton-Jacobi-Bellman associé au problème du switching et la solution de ce système n’est rien d’autre que la fonction valeur du problème. Ensuite, nous étudions un système d’équations intégro-différentielles à obstacles bilatéraux interconnectés. Nous montrons l’existence et l’unicité des solutions continus à croissance polynomiale, au sens viscosité, des systèmes min-max et max-min. La démarche conjugue les systèmes d’EDSR réfléchies ainsi que la méthode de Perron. Dans la dernière partie nous montrons l’égalité des solutions des systèmes max-min et min-max d’EDP lorsque le bruit est uniquement de type diffusion. Nous montrons que si les coûts de switching sont assez réguliers alors ces solutions coïncident. De plus elles sont caractérisées comme fonction valeur du jeu de switching de somme nulle. / There are three main results in this thesis. The first is existence and uniqueness of the solution in viscosity sense for a system of nonlinear m variational integral-partial differential equations with interconnected obstacles. From the probabilistic point of view, this system is related to optimal stochastic switching problem when the noise is driven by a Lévy process. As a by-product we obtain that the value function of the switching problem is continuous and unique solution of its associated Hamilton-Jacobi-Bellman system of equations. Next, we study a general class of min-max and max-min nonlinear second-order integral-partial variational inequalities with interconnected bilateralobstacles, related to a multiple modes zero-sum switching game with jumps. Using Perron’s method and by the help of systems of penalized unilateral reflected backward SDEs with jumps, we construct a continuous with polynomial growth viscosity solution, and a comparison result yields the uniqueness of the solution. At last, we deal with the solutions of systems of PDEs with bilateral inter-connected obstacles of min-max and max-min types in the Brownian framework. These systems arise naturally in stochastic switching zero-sum game problems. We show that when the switching costs of one side are smooth, the solutions of the min-max and max-min systems coincide. Furthermore, this solution is identified as the value function of the zero-sum switching game.
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以特徵向量法解條件分配相容性問題 / Solving compatibility issues of conditional distributions by eigenvector approach顧仲航, Ku, Chung Hang Unknown Date (has links)
給定兩個隨機變數的條件機率矩陣A和B,相容性問題的主要課題包
含:(一)如何判斷他們是否相容?若相容,則如何檢驗聯合分配的唯一性
或找出所有的聯合分配;(二)若不相容,則如何訂定測量不相容程度的方
法並找出最近似聯合分配。目前的文獻資料有幾種解決問題的途徑,例
如Arnold and Press (1989)的比值矩陣法、Song et al. (2010)的不可約
化對角塊狀矩陣法及Arnold et al. (2002)的數學規劃法等,經由這些方法
的啟發,本文發展出創新的特徵向量法來處理前述的相容性課題。
當A和B相容時,我們觀察到邊際分配分別是AB′和B′A對應特徵值1的
特徵向量。因此,在以邊際分配檢驗相容性時,特徵向量法僅需檢驗滿足
特徵向量條件的邊際分配,大幅度減少了檢驗的工作量。利用線性代數中
的Perron定理和不可約化對角塊狀矩陣的概念,特徵向量法可圓滿處理相
容性問題(一)的部份。
當A和B不相容時,特徵向量法也可衍生出一個測量不相容程度的簡單
方法。由於不同的測量方法可得到不同的最近似聯合分配,為了比較其優
劣,本文中提出了以條件分配的偏差加上邊際分配的偏差作為評量最近似
聯合分配的標準。特徵向量法除了可推導出最近似聯合分配的公式解外,
經過例子的驗證,在此評量標準下特徵向量法也獲得比其他測量法更佳的
最近似聯合分配。由是,特徵向量法也可用在處理相容性問題(二)的部份。
最後,將特徵向量法實際應用在兩人零和有限賽局問題上。作業研究的
解法是將雙方採取何種策略視為獨立,但是我們認為雙方可利用償付值表
所提供的資訊作為決策的依據,並將雙方的策略寫成兩個條件機率矩陣,
則賽局問題被轉換為相容性問題。我們可用廣義相容的概念對賽局的解進
行分析,並在各種測度下討論賽局的解及雙方的最佳策略。 / Given two conditional probability matrices A and B of two random
variables, the issues of the compatibility include: (a) how to determine
whether they are compatible? If compatible, how to check the uniqueness
of the joint distribution or find all possible joint distributions; (b)
if incompatible, how to measure how far they are from compatibility
and find the most nearly compatible joint distribution. There are
several approaches to solve these problems, such as the ratio matrix
method(Arnold and Press, 1989), the IBD matrix method(Song et
al., 2010) and the mathematical programming method(Arnold et al.,
2002). Inspired by these methods, the thesis develops the eigenvector
approach to deal with the compatibility issues.
When A and B are compatible, it is observed that the marginal distributions
are eigenvectors of AB′ and B′A corresponding to 1, respectively.
While checking compatibility by the marginal distributions, the
eigenvector approach only checks the marginal distributions which are
eigenvectors of AB′ and B′A. It significantly reduces the workload.
By using Perron theorem and the concept of the IBD matrix, the part
(a) of compatibility issues can be dealt with the eigenvector approach.
When A and B are incompatible, a simple way to measure the degree
of incompatibility can be derived from the eigenvector approach.
In order to compare the most nearly compatible joint distributions
given by different measures, the thesis proposes the deviation of the
conditional distributions plus the deviation of the marginal distributions
as the most nearly compatible joint distribution assessment standard.
The eigenvector approach not only derives formula for the most
nearly compatible distribution, but also provides better joint distribution
than those given by the other measures through the validations
under this standard. The part (b) of compatibility issues can also be
dealt with the eigenvector approach.
Finally, the eigenvector approach is used in solving game problems.
In operations research, strategies adopted by both players are assumed
to be independent. However, this independent assumption may not
be appropriate, since both players can make decisions through the
information provided by the payoffs for the game. Let strategies of
both players form two conditional probability matrices, then the game
problems can be converted into compatibility issues. We can use the
concept of generalized compatibility to analyze game solutions and
discuss the best strategies for both players in a variety of measurements.
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