In real financial markets there are two kinds of traders： one is fundamentalist, and the other is a trend-follower. The mix-game model is proposed to mimic such phenomena. In a mix-game model there are two groups of ...In real financial markets there are two kinds of traders： one is fundamentalist, and the other is a trend-follower. The mix-game model is proposed to mimic such phenomena. In a mix-game model there are two groups of agents： Group 1 plays the majority game and Group 2 plays the minority game. In this paper, we investigate such a case that some traders in real financial markets could change their investment behaviours by assigning the evolutionary abilities to agents： if the winning rates of agents are smaller than a threshold, they will join the other group; and agents will repeat such an evolution at certain time intervals. Through the simulations, we obtain the following findings： （i） the volatilities of systems increase with the increase of the number of agents in Group 1 and the times of behavioural changes of all agents; （ii） the performances of agents in both groups and the stabilities of systems become better if all agents take more time to observe their new investment behaviours; （iii） there are two-phase zones of market and non-market and two-phase zones of evolution and non-evolution; （iv） parameter configurations located within the cross areas between the zones of markets and the zones of evolution are suited for simulating the financial markets.展开更多
We investigate a simple evolutionary game model in one dimension. It is found that the system exhibits a discontinuous phase transition from a defection state to a cooperation state when the b payoff of a defector exp...We investigate a simple evolutionary game model in one dimension. It is found that the system exhibits a discontinuous phase transition from a defection state to a cooperation state when the b payoff of a defector exploiting a cooperator is small. Furthermore, if b is large enough, then the system exhibits two continuous phase transitions between two absorbing states and a coexistence state of cooperation and defection, respectively. The tri-critical point is roughly estimated. Moreover, it is found that the critical behavior of the continuous phase transition with an absorbing state is in the directed percolation universality class.展开更多
A new chaos game representation of protein sequences based on the detailed hydrophobic-hydrophilic （HP） model has been proposed by Yu et al （Physica A 337（2004） 171）. A CGR-walk model is proposed based on the ne...A new chaos game representation of protein sequences based on the detailed hydrophobic-hydrophilic （HP） model has been proposed by Yu et al （Physica A 337（2004） 171）. A CGR-walk model is proposed based on the new CGR coordinates for the protein sequences from complete genomes in the present paper. The new CCR coordinates based on the detailed HP model are converted into a time series, and a long-memory ARFIMA（p, d, q） model is introduced into the protein sequence analysis. This model is applied to simulating real CCR-walk sequence data of twelve protein sequences. Remarkably long-range correlations are uncovered in the data and the results obtained from these models are reasonably consistent with those available from the ARFIMA（p, d, q） model.展开更多
Caching and virtualization have been considered as the promising techniques in 5G Networks. In 5G networks with virtualization, the caching resources deployed by infrastructure providers (InPs) can be abstracted into ...Caching and virtualization have been considered as the promising techniques in 5G Networks. In 5G networks with virtualization, the caching resources deployed by infrastructure providers (InPs) can be abstracted into isolated slices and transparently shared by mobile virtual network operators (MVNOs). In this case, one of the most important issues is how the MVNOs to share the caching resource. To solve this issue, different from previous works, a hierarchical caching architecture that core network and radio access network (RAN) have the caching capability in 5G networks with virtualization is first considered in this paper. Then, we study the problem of hierarchical caching resource sharing for MVNOs, and a competitive game to maximize their expectation revenue based on the oligopoly market model is formulated. As it is a hard problem to find the optimal solution in the hierarchical caching resource sharing problem, we decompose the optimization problem into two independent caching resource sharing problems in RAN and core network, respectively. Then the local optimal solutions are solved and the global Nash equilibrium solution is achieved. Finally, simulation results are illustrated to demonstrate the performance of the proposed scheme.展开更多
基金Project supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry of China
文摘In real financial markets there are two kinds of traders： one is fundamentalist, and the other is a trend-follower. The mix-game model is proposed to mimic such phenomena. In a mix-game model there are two groups of agents： Group 1 plays the majority game and Group 2 plays the minority game. In this paper, we investigate such a case that some traders in real financial markets could change their investment behaviours by assigning the evolutionary abilities to agents： if the winning rates of agents are smaller than a threshold, they will join the other group; and agents will repeat such an evolution at certain time intervals. Through the simulations, we obtain the following findings： （i） the volatilities of systems increase with the increase of the number of agents in Group 1 and the times of behavioural changes of all agents; （ii） the performances of agents in both groups and the stabilities of systems become better if all agents take more time to observe their new investment behaviours; （iii） there are two-phase zones of market and non-market and two-phase zones of evolution and non-evolution; （iv） parameter configurations located within the cross areas between the zones of markets and the zones of evolution are suited for simulating the financial markets.
基金Project supported by the National Natural Science Foundation of China (Grand No. 10575055)K. C. Wong Magna Fund in Ningbo University
文摘We investigate a simple evolutionary game model in one dimension. It is found that the system exhibits a discontinuous phase transition from a defection state to a cooperation state when the b payoff of a defector exploiting a cooperator is small. Furthermore, if b is large enough, then the system exhibits two continuous phase transitions between two absorbing states and a coexistence state of cooperation and defection, respectively. The tri-critical point is roughly estimated. Moreover, it is found that the critical behavior of the continuous phase transition with an absorbing state is in the directed percolation universality class.
基金Project supported by the National Natural Science Foundation of China (Grant No 60575038)the Natural Science Foundation of Jiangnan University, China (Grant No 20070365)the Program for Innovative Research Team of Jiangnan University, China
文摘A new chaos game representation of protein sequences based on the detailed hydrophobic-hydrophilic （HP） model has been proposed by Yu et al （Physica A 337（2004） 171）. A CGR-walk model is proposed based on the new CGR coordinates for the protein sequences from complete genomes in the present paper. The new CCR coordinates based on the detailed HP model are converted into a time series, and a long-memory ARFIMA（p, d, q） model is introduced into the protein sequence analysis. This model is applied to simulating real CCR-walk sequence data of twelve protein sequences. Remarkably long-range correlations are uncovered in the data and the results obtained from these models are reasonably consistent with those available from the ARFIMA（p, d, q） model.
基金support by the Major National Science and Technology Projects (No. 2018ZX03001019-003, 2018ZX03001014-003)
文摘Caching and virtualization have been considered as the promising techniques in 5G Networks. In 5G networks with virtualization, the caching resources deployed by infrastructure providers (InPs) can be abstracted into isolated slices and transparently shared by mobile virtual network operators (MVNOs). In this case, one of the most important issues is how the MVNOs to share the caching resource. To solve this issue, different from previous works, a hierarchical caching architecture that core network and radio access network (RAN) have the caching capability in 5G networks with virtualization is first considered in this paper. Then, we study the problem of hierarchical caching resource sharing for MVNOs, and a competitive game to maximize their expectation revenue based on the oligopoly market model is formulated. As it is a hard problem to find the optimal solution in the hierarchical caching resource sharing problem, we decompose the optimization problem into two independent caching resource sharing problems in RAN and core network, respectively. Then the local optimal solutions are solved and the global Nash equilibrium solution is achieved. Finally, simulation results are illustrated to demonstrate the performance of the proposed scheme.
