From Minority Game to Black&Scholes Pricing

Abstract

In this paper, we study the continuum time dynamics of a stock in a market where agents behaviour is modelled by a Minority Game and a Grand Canonical Minority Game. The dynamics derived is a generalized geometric Brownian motion; from the Black&Scholes formula the calibration of both the Minority Game and the Grand Canonical Minority Game, by means of their characteristic parameters, is performed. We conclude that for both games the asymmetric phase with characteristic parameters close to critical ones is coherent with options implied volatility market.     

Statistical analysis of the evolutionary minority game with different capacities

In this paper we consider the evolutionary minority game with different capacities. With the increase of capacity level ρ₁, the probability γ_n of room1 with n agents changes from one normal distribution to two normal distributions and back to one normal distribution again. When room2 is the basic strategy, the probability of room1 with n agents is a small normal distribution. And when room1 is the basic strategy the probability of room1 with n agents is a large normal distribution. We calculate the integral of the normal distributions and explain the characters in the figures. For instance, the room with more capacity represents the interest of the majority and the room has more probability to win.     

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介绍了离子回旋波加热领域研究进展,具体分析了快波少子加热模式转换情况以及影响模式转换分量大小和位置的因素。通过控制波的频率及少子浓度,使得波能够顺利传播到托卡马克等离子体的离子混合共振与截止的区域附近,并转换为离子Bernstein波而被等离子体有效吸收,因而能够改善加热效果。     

nc-Si:H/c-Si硅异质结太阳电池中本征硅薄膜钝化层的优化

采用射频等离子体增强化学气相沉积(RF-PECVD)法在低温、低功率的条件下制备了一系列本征硅薄膜, 研究了硅烷浓度(C_S)对薄膜微结构、光电特性及表面钝化性能的影响. 将本征硅薄膜作为钝化层应用到氢化纳米晶硅/晶硅(nc-Si:H/c-Si)硅异质结(SHJ)太阳电池中, 研究了硅烷浓度和薄膜厚度对电池性能的影响. 实验发现: 随着硅烷浓度的降低, 本征硅薄膜的晶化率、氢含量、结构因子、光学带隙和光敏性等都在过渡区急剧变化; 本征硅薄膜的钝化性能由薄膜的氢含量及氢的成键方式决定. 靠近过渡区的薄膜具有较好的致密性和光敏性, 氢含量最高, 带隙态密度低, 且主要以SiH 形式成键, 对硅片表现出优异的钝化性能, 使电池的开路电压大幅提高. 但是, 当薄膜的厚度过小时, 会严重影响其钝化质量. 本实验中, 沉积本征硅薄膜的最优硅烷浓度为6% (摩尔分数), 且当薄膜厚度为~8 nm时, 所制备电池的性能最好. 实验最终获得了开路电压为672 mV, 短路电流密度为35.1 mA·cm^-2, 填充因子为0.73, 效率为17.3%的nc-Si:H/c-Si SHJ太阳电池     

翻转课堂教学模式在普通化学教学中的应用与评价

首次探讨了在普通化学民族班教学中应用"翻转课堂"的教学模式,并就教学效果进行了评估。翻转课堂教学模式充分调动了民族班学生的学习积极性和主动性,同时提高了教师的教学水平,取得了较好的教学效果。为在对母语为非汉语的学生开设的普通化学课程教学中逐步采用"翻转课堂"教学模式替代传统教学模式提供了成功的经验。     

氢化非晶硅叠层薄膜对单晶硅表面钝化研究

采用等离子体增强化学气相沉积法生长的单层本征氢化非晶硅薄膜对单晶硅片进行钝化,结果表明增加氢稀释比有利于减少薄膜中的缺陷,增强钝化效果,过量的氢稀释比会导致非晶硅在硅片表面的外延晶化生长,降低钝化效果。退火导致非晶硅晶化程度增加,降低了钝化效果,同时退火提升了薄膜的质量,改变了H键合方式,增强了钝化效果。因此,单层氢化非晶硅只有在合适的氢稀释比和退火温度才可以获得最佳钝化效果。为了提高非晶硅薄膜对硅片的钝化效果,采用具有高低氢稀释比的叠层本征非晶硅薄膜对硅片进行钝化。因此将高氢稀释比沉积的非晶硅薄膜叠层生长于低氢稀释比的薄膜之上,避免非晶硅在硅片表面的外延生长。在退火过程中,高氢稀释比薄膜中的氢扩散到低氢稀释比薄膜中,有效地钝化了非晶硅中和单晶硅表面的悬挂键,改善了非晶硅/硅片的界面质量,叠层钝化后硅片的少子寿命为7.36 ms,隐含开路电压为732 mV。     

The minority’s success under majority rule

In this paper, we focus on the effect of a network’s structure on the process of opinion formation. Emphasis is placed on the minority’s opinion evolution in a community structured network, where the majority rule is applied to govern the evolution. A model is developed for theoretical analysis using the mean field method. In this model, the connections are dense in the community, but sparse outside. A bifurcation diagram can thus be constructed, which is also verified through experimental study. The phase transition in the evolution is also investigated. In addition, a further investigation shows that a larger group size would bring more advantage to the minority.     

Effective history length of the minority game

It is known that the memory is relevant in the symmetric phase of the minority game. In our previous work we have successfully explained the quasi-periodic behavior of the game in the symmetric phase with the help of the probability theory. Based on this explanation, we are able to determine how the history length affects the variance of the system in this paper. By using some particular types of fake history such as periodic type and random type, we determine how efficient the history length has been used in the standard game. Furthermore, the analysis on the effective history length strongly supports the result we proposed previously that there are three distinct phases in the minority game.     

高纯区熔单晶硅高增益光晶体管的研究

区熔单晶硅与直拉单晶硅以及其他半导体材料相比杂质含量少,少子寿命长,所以以区熔单晶硅为衬底制作的光晶体管在弱的光信号下仍然有高的增益,适宜于弱光探测.报道了以区熔单晶硅为衬底的光晶体管的实验结果.为了保持区熔高纯单晶硅内的少子寿命,背面淀积了一层掺磷多晶硅作为外吸杂层.已经测量得到对于实验中发射极直径为2mm的光晶体管在波长为0.83 μm的入射光照射下,光功率低至0.16 nW时,光晶体管的增益仍然高达4400.     

The value of less connected agents in Boolean networks

In multiagent systems, agents often face binary decisions where one seeks to take either the minority or the majority side. Examples are minority and congestion games in general, i.e., situations that require coordination among the agents in order to depict efficient decisions. In minority games such as the El Farol Bar Problem, previous works have shown that agents may reach appropriate levels of coordination, mostly by looking at the history of past decisions. Not many works consider any kind of structure of the social network, i.e., how agents are connected. Moreover, when structure is indeed considered, it assumes some kind of random network with a given, fixed connectivity degree. The present paper departs from the conventional approach in some ways. First, it considers more realistic network topologies, based on preferential attachments. This is especially useful in social networks. Second, the formalism of random Boolean networks is used to help agents to make decisions given their attachments (for example acquaintances). This is coupled with a reinforcement learning mechanism that allows agents to select strategies that are locally and globally efficient. Third, we use agent-based modeling and simulation, a microscopic approach, which allows us to draw conclusions about individuals and/or classes of individuals. Finally, for the sake of illustration we use two different scenarios, namely the El Farol Bar Problem and a binary route choice scenario. With this approach we target systems that adapt dynamically to changes in the environment, including other adaptive decision-makers. Our results using preferential attachments and random Boolean networks are threefold. First we show that an efficient equilibrium can be achieved, provided agents do experimentation. Second, microscopic analysis show that influential agents tend to consider few inputs in their Boolean functions. Third, we have also conducted measurements related to network clustering and centrality that help to see how agents are organized.