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arXiv 2021年

作者： Bok, Jan Černý, Martin Computer Science Institute Faculty of Mathematics and Physics Charles University Prague Czech Republic Department of Applied Mathematics Faculty of Mathematics and Physics Charles University Prague Czech Republic

The model of incomplete cooperative games incorporates uncertainty into the classical model of cooperative games by considering a partial characteristic function. Thus the values for some of the coalitions are not known. The main focus of this paper is the class of 1-convex cooperative games under this framework. We are interested in two heavily intertwined questions. First, given an incomplete game, in which ways can we fill in the missing values to obtain a classical 1-convex game? Such complete games are called 1-convex extensions. For the class of minimal incomplete games (in which precisely the values of singletons and grand coalitions are known), we provide an answer in terms of a description of the set of 1-convex extensions. The description employs extreme points and extreme rays of the set. We also provide bounds on sets of 1-convex extensions for such games. Second, how to determine in a rational, fair, and efficient way the payoffs of players based only on the known values of coalitions? Based on the description of the set of 1-convex extensions, we introduce generalisations of three solution concepts (values) for complete games, namely the τ-value, the Shapley value and the nucleolus. We consider two variants where we compute the centre of gravity of either extreme games or of a combination of extreme games and extreme rays. We show that all of the generalised values coincide for minimal incomplete games which allows to introduce the average value. For this value, we provide three different axiomatisations based on axiomatic characterisations of the τ-value and the Shapley value for classical cooperative games. Finally, we turn our attention to incomplete games with defined upper vector, asking the same questions and this time arriving to different conclusions. This provides a benchmark to test our tools and knowledge of the average value. This part highlights the importance and also the difficulty of considering more general classes of incomplete games.

关键词： Game theory

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Cyclic cutwidth of the mesh 26th

Cyclic cutwidth of the mesh

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26th Conference on Current Trends in Theory and Practice of Informatics, SOFSEM 1999

作者： Schröder, Heiko Sýkora, Ondrej Vrfo, Imrich School of Applied Science Nanyang Technological University Nanyang Avenue 639798 Singapore Department of Computer Science Loughborough University Loughborough LeicestershireLE11 3TU United Kingdom Department of Informatics Institute for Mathematics Slovak Academy of Sciences P. O. Box 56 Bratislava840 00 Slovakia

ISBN: (纸本)354066694X

The cutwidth problem is to find a linear layout of a network so that the maximal number of cuts (cw) of a line separating consecutive vertices is minimized. A related and more natural problem is the cyclic cutwidth (ccw) when a circular layout is considered. The main question is to compare both measures cw and ccw for specific networks, whether adding an edge to a path and forming a cycle reduces the cutwidth essentially. We prove exact values for the cyclic cutwidths of the 2-dimensional ordinary and cylindrical meshes Pm× Pnand Pm× Cn, respectively. Especially, if m > n + 3, then ccw(Pm× Pn) = cw(Pm× Pn) = n + 1 and if n is even then ccw(Pn× Pn) = n - 1 and cw(pn× Pn) = n + 1 and if m≥ 2,n≥ 3, then ccw(Pm× Cn) = min{m + 1,n + 2}. © Springer-Verlag Berlin Heidelberg 1999.

关键词： computers

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IMPROVED EFFICIENCY OF MULTILEVEL MONTE CARLO FOR STOCHASTIC PDE THROUGH STRONG PAIRWISE COUPLING

arXiv

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arXiv 2021年

作者： Chada, Neil K. Hoel, Håkon Jasra, Ajay Zouraris, Georgios E. Applied Mathematics and Computational Science Program King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Mathematics for Uncertainty Quantification RWTH Aachen University Aachen Germany Department of Mathematics and Applied Mathematics Voutes Campus Crete HeraklionGR-700 13 Greece

Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-known that strong pairwise coupling of numerical solutions in the multilevel hierarchy is needed to obtain efficiency gains. In this work, we show that strong pairwise coupling indeed is also important when MLMC is applied to stochastic partial differential equations (SPDE) of reaction-diffusion type, as it can improve the rate of convergence and thus improve tractability. For the MLMC method with strong pairwise coupling that was developed and studied numerically on filtering problems in [Chernov et al., Numer. Math., 147 (2021), 71-125], we prove that the rate of computational efficiency is higher than for existing methods. We also provide numerical comparisons with alternative coupling ideas on linear and nonlinear SPDE to illustrate the importance of this *** Codes 65C05, 65N35, 60H35, 65C30 © 2021, CC BY.

关键词： Monte Carlo methods

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Sojourn times with finite time-horizon in finite semi-Markov processes

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applied Stochastic Models and Data Analysis 1993年第3期9卷 251-251页

作者： Csenki, A. Department of Computer Science and Applied Mathematics Aston University Aston Triangle Birmingham B4 7ET U.K.

Let Y = { Y t :t ≥ 0} be a semi‐Markov process with finite state space S. Assume that Y is either irreducible and S is then partitioned into two classes A and B , or, that Y is absorbing and S is partitioned into A , B and C , where C is the set of all absorbing states of Y. Denote by T A, m ( t ) the m th sojourn time of Y in A during [0, t ]. T A, m ( t ) is thus defined as the duration in [0, t ] of the m th visit of Y to A if A is visited by Y during [0, t ] at least m times; T A, m ( t ) = 0 otherwise. We derive a recurrence relation for the vectors of double Laplace transforms g m **( T 1 , T 2 ) = { g m **( T 1 , T 2 ; S ): s S C }, m = 1,2,… which are defined by with T 1 , T 2 , Re( T 1 ), Re( T 2 ) > 0. This result is then applied to alternating renewal processes. Symbolic Laplace transform inversion with MAPLE is used to obtain the first two moments of T A, m ( t ). The assumed holding time distributions are exponential and Erlang respectively. This paper is a continuation of some of the author's recent work on the distribution theory of sojourn times in a subset of the finite state space of a (semi‐)Markov process where the time horizon t = + ∞. The practical importance of considering a finite time horizon for semi‐Markov reliability models has been discussed recently by Jack (1991), Jack and Dagpunar (1992), and Christer and Jack (1991).

关键词： Semi‐Markov process Sojourn time Partitioned state space Finite horizon Alternating renewal process computer algebra

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Blockchain analytics for intraday financial risk modeling

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Digital Finance 2019年第1-4期1卷 67-89页

作者： Dixon, Matthew F. Akcora, Cuneyt Gurcan Gel, Yulia R. Kantarcioglu, Murat Department of Applied Mathematics Illinois Institute of Technology 565 W. Adams St. Chicago 60646 IL United States Data Security and Privacy Lab University of Texas at Dallas Richardson United States Department of Mathematical Sciences University of Texas at Dallas Richardson United States Department of Computer Science and Statistics University of Manitoba Winnipeg Canada

Blockchain offers the opportunity to use the transaction graph for financial governance, yet properties of this graph are understudied. One key question in this direction is the extent to which the transaction graph can serve as an early-warning indicator for large financial losses. In this article, we demonstrate the impact of extreme transaction graph activity on the intraday volatility of the Bitcoin prices series. Specifically, we identify certain sub-graphs (‘chainlets’) that exhibit predictive influence on Bitcoin price and volatility and characterize the types of chainlets that signify extreme losses. Using bars ranging from 15 min up to a day, we fit GARCH models with and without the extreme chainlets and show that the former exhibit superior value-at-risk backtesting performance. © Springer Nature Switzerland AG 2019.

关键词： Blockchain C58 C63 Cryptocurrencies G18 GARCH Graph analysis Intraday financial risk

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Control of a post-combustion CO2 capture plant during process start-up and load variations

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IFAC-PapersOnLine 2015年第8期48卷 580-585页

作者： Jozsef Gaspar John Bagterp Jorgensen Philip Loldrup Fosbol Department of Chemical and Biochemical Engineering Technical University of Denmark Kgs. Lyngby Denmark Department of Applied Mathematics and Computer Science Technical University of Denmark Kgs. Lyngby Denmark

Dynamic and flexible operation of a carbon capture plant is important as thermal power plants must be operated very flexibly to accommodate large shares of intermittent energy sources such as wind and solar energy. To facilitate such operation, dynamic models for simulation, optimization and control system design are crucial. In this paper, we present a dynamic mathematical model for the absorption and desorption columns in a carbon capture plant. Moreover, we implement a decentralized proportional-integral (PI) based control scheme and we evaluate the performance of the control structure for various operational procedures, e.g. start-up, load changes, noise on the flue gas flow rate and composition. Note that the carbon capture plant is based on the solvent storage configuration. To the authors knowledge, this is the first paper addressing the issue of start-up operation and control of carbon capture. The study demonstrates that the implemented control structure keeps the carbon capture process at 90% CO 2 removal rate with a deviation up to 8% during load variations. In addition, it reveals that the control structure brings the process to the desired set point in approximately 10 min during process start-up.

关键词： Process Applications Energy Processes and Control Modeling and Identification

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Synthesising Evolutionarily Stable Normative Systems

arXiv

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arXiv 2017年

作者： Morales, Javier Wooldridge, Michael Rodriguez-Aguilar, Juan A. Ĺopez-Śanchez, Maite Department of Computer Science University of Oxford Oxford United Kingdom Campus de la UAB Bellaterra Spain Department of Applied Mathematics and Computer Science Universitat de Barcelona Barcelona Spain

Within the area of multi-Agent systems, normative systems are a widely used framework for the coordination of interdependent activities. A crucial problem associated with normative systems is that of synthesising norms that effectively accomplish a coordination task and whose compliance forms a rational choice for the agents within the system. In this work, we introduce a framework for the synthesis of normative systems that effectively coordinate a multi-Agent system and whose norms are likely to be adopted by rational agents. Our approach roots in evolutionary game theory. Our framework considers multiagent systems in which evolutionary forces lead successful norms to prosper and spread within the agent population, while unsuccessful norms are discarded. The outputs of this evolutionary norm synthesis process are normative systems whose compliance forms a rational choice for the agents. We empirically show the effectiveness of our approach through empirical evaluation in a simulated traffic domain. Copyright © 2017, The Authors. All rights reserved.

关键词： Multi agent systems

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Towards an SPL-based monitoring middleware strategy for cloud computing applications

Towards an SPL-based monitoring middleware strategy for clou...

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10th International Workshop on Middleware for Grids, Clouds and e-science, MGC 2012 - Co-located with ACM/IFIP/USENIX 13th International Middleware Conference

作者： Almeida, André Cavalcante, Everton Batista, Thais Lopes, Frederico Delicato, Flavia C. Pires, Paulo F. Alves, Gustavo Cacho, Nélio Federal Institute of Education Science and Technology of Rio Grande Do Norte Parnamirim Brazil Department of Informatics and Applied Mathematics Federal University of Rio Grande Do Norte Natal Brazil School of Science and Technology Federal University of Rio Grande Do Norte Natal Brazil Department of Computer Science Federal University of Rio de Janeiro Rio de Janeiro Brazil

ISBN: (纸本)9781450316088

Cloud-based applications are composed of services offered by distinct third-party cloud providers. The selection of the proper cloud services that fit the application needs is based on cloud-related information, i.e. properties of the services such as price, availability, response time, among others. Typically, applications rely on a middleware that abstracts away the burden of direct dealing with underlying mechanisms for service selection and communication with the cloud providers. In this context, in a previous work we already discussed the benefits of using the software product lines (SPL) paradigm for representing alternative cloud services and their properties, which is suitable for the process of choosing the proper services to compose the application. As most cloud-related information are dynamic and may change any time during the application execution, the continuous monitoring of such information is essential to ensure that the deployed application is composed of cloud services that adhere to the application requirements. In this paper we present an SPL-based monitoring middleware strategy to continuously monitoring the dynamic properties of cloud services used by an application. © 2012 ACM.

关键词： Monitoring

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Bitcoin price prediction based on financial data, technical indicators, and news headlines sentiment analysis using CNN and GRU deep learning algorithms

Bitcoin price prediction based on financial data, technical ...

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Distributed Computing and High Performance Computing (DCHPC), International Conference on

作者： Masoud Arjmand Saman Kazeminia Hedieh Sajedi Department of Computer Engineering Kish International Campus University of Tehran Kish Iran Department of Computer Vision and Data Science NHL Stenden University of Applied Science Leeuwarden Netherlands Department of Mathematics Statistics and Computer Science University of Tehran Tehran Iran

Bitcoin is the leading cryptocurrency with the highest market value among digital currencies. Therefore, predicting the value of Bitcoin can help to understand the entire cryptocurrency market. However, Bitcoin has had a lot of price fluctuations since its inception. In this paper, we are going to forecast the price of Bitcoin using news headline analysis, technical analysis indicators, and historical financial data. The news headlines used in this article are scraped from the Cointelegraph news website, which contains 3988 news headlines related to Bitcoin between 2/7/2020 and 3/8/2021. A transformer pre-trained model on cryptocurrency-related texts called CryptoBERT, which is a BERT-based sentiment analysis model, has been used to analyze the textual data. Also, a novel hybrid 2DCNN-GRU deep learning model has been used to predict the price. To adjust the parameters of this model, a parameter tuning method based on orthogonal arrays called the Taguchi method has been employed. Finally, to examine the proposed model’s efficiency, the obtained results have been compared with other deep learning models from the literature review that used text data to predict bitcoin prices. The results show that this model outperformed other models in terms of MAE criterion, while in the other three criteria, namely MSE, RMSE and MAPE, it still demonstrated good results.

关键词：

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Stability of nuclei in peripheral collisions in the JAERI quantum molecular dynamics model

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Physical Review C 2009年第1期79卷 014614-014614页

作者： Davide Mancusi Koji Niita Tomoyuki Maruyama Lembit Sihver Nuclear Engineering Applied Physics Chalmers University of Technology Gothenburg Sweden and Department of Mathematics Computer Science and Physics Roanoke College Salem Virginia USA

The JAERI quantum molecular dynamics (JQMD) model has been successfully used for a long time now to describe many different aspects of nuclear reactions in a unified way. In some cases, however, the JQMD model cannot produce consistent results: First, it lacks a fully relativistically covariant approach to the problem of molecular dynamics; second, the quantum-mechanical ground state of nuclei cannot be faithfully reproduced in a semiclassical framework. Therefore, we introduce R-JQMD, an improved version of JQMD that also features a new ground-state initialization algorithm for nuclei. We compare the structure of the two codes and discuss whether R-JQMD can be adjusted to improve JQMD's agreement with measured heavy-ion fragmentation cross sections.

关键词： HEAVY-ION COLLISIONS PRODUCTION CROSS-SECTIONS MONTE-CARLO CALCULATION COVARIANT DESCRIPTION HAMILTONIAN-DYNAMICS FRAGMENT PRODUCTION HADRONIC MATTER FRAMEWORK EQUATION PARTICLE

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