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Generalized intransitive dice II: Partition constructions 广义不及物骰子II:分治结构
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-05-05 DOI: 10.3934/JDG.2021005
E. Akin, Julia Saccamano
A generalized $N$-sided die is a random variable $D$ on a sample space of $N$ equally likely outcomes taking values in the set of positive integers. We say of independent $N$ sided dice $D_i, D_j$ that $D_i$ beats $D_j$, written $D_i to D_j$, if $Prob(D_i > D_j) > frac{1}{2} $. A collection of dice ${ D_i : i = 1, dots, n }$ models a tournament on the set $[n] = { 1, 2, dots, n }$, i.e. a complete digraph with $n$ vertices, when $D_i to D_j$ if and only if $i to j$ in the tournament. By using $n$-fold partitions of the set $[Nn] $ with each set of size $N$ we can model an arbitrary tournament on $[n]$. A bound on the required size of $N$ is obtained by examples with $N = 3^{n-2}$.
广义$N$边模是$N$样本空间上的随机变量$D$,其结果取正整数集中的值的可能性相等。对于独立的$N$边骰子$D_i,D_j$,如果$Probe(D_i>D_j)>frac{1}{2}$,则$D_i$胜过$D_j$。骰子${D_i:i=1,dots,n }$的集合在集合$[n]={1,2,dotsn }$上建模锦标赛,即当锦标赛中$D_i到D_j$当且仅当$i到j$时,具有$n$顶点的完全有向图。通过使用集合$[Nn]$的$n$折叠分区和每个大小为$n$的集合,我们可以对$[n]$上的任意锦标赛进行建模。通过$N=3^{N-2}$的例子,得到了所需大小$N$的界。
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引用次数: 5
An application of minimal spanning trees and hierarchical trees to the study of Latin American exchange rates 最小生成树和层次树在拉丁美洲汇率研究中的应用
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-25 DOI: 10.3934/JDG.2019010
E. Limas
This paper analyzes a group of nine Latin American currencies with the aim of identifying clusters of exchange rates with similar co-movements. In this work the study of currency relationships is formulated as a network problem, where each currency is represented as a node and the relationship between each pair of currencies as a link. The paper combines two methods, Symbolic Time Series Analysis (STSA) and a clustering method based on the Minimal Spanning Tree (MST), from which we obtain a Hierarchical Tree (HT). Symbolic Time Series Analysis consists in the transformation of a given time series into a symbolic sequence with the aim of identifying patterns in the set of data. The Minimal Spanning Tree condenses the core information on the global structure of the network and its main advantage is that it greatly simplifies comparisons by dramatically reducing the number of elements that must be compared. We identify two main clusters in the currency network, as well as specific currencies that function as transmission channels between clusters. Using data regarding the degree of financial liberalization, as well as the distinction between inflation targeting (IT) and non-IT countries, the analysis suggests that the obtained taxonomy is economically relevant.
本文分析了一组由九种拉丁美洲货币组成的货币,目的是确定具有相似共同运动的汇率集群。在这项工作中,货币关系的研究被公式化为一个网络问题,其中每个货币被表示为一个节点,每对货币之间的关系被表示为链接。本文结合了符号时间序列分析(STSA)和基于最小生成树(MST)的聚类方法,得到了一个层次树(HT)。符号时间序列分析是将给定的时间序列转换为符号序列,目的是识别数据集中的模式。最小生成树浓缩了网络全局结构的核心信息,其主要优点是通过显著减少必须进行比较的元素数量,大大简化了比较。我们确定了货币网络中的两个主要集群,以及作为集群之间传输通道的特定货币。利用有关金融自由化程度的数据,以及通胀目标国家和非通胀目标国家之间的区别,分析表明,所获得的分类法在经济上是相关的。
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引用次数: 7
AN application of a dynamical model with ecological predator-prey approach to extensive livestock farming in uruguay: Economical assessment on forage deficiency 基于生态捕食-捕食方法的动力学模型在乌拉圭大规模畜牧业中的应用:饲料短缺的经济评估
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-25 DOI: 10.3934/JDG.2019009
F. Dieguez, H. Fort
Extensive livestock farmers have to manage climate risk. Therefore, there is a need to generate quantitative tools to evaluate the biophysical and economic impacts on extensive farming based on native grasslands. We present an ecological model based on the predator-prey approach, used to simulate the effect of forage deficiency on the farm's economic performance. Different scenarios of animal stocking rate and carrying capacity of grassland are considered to assess the impact of forage deficiency in spring. Results suggest a cubic response of Gross product per hectare as function of Gross margin, according Mott's theoretical model for meat production on grassland systems in response to stocking rate. The maximum value of this cubic response function strongly depends on the initial grass height and climate scenarios. The initial grass height is critical to maximize secondary productivity and farm economic results. Scenarios including grass reserves can buffer the deficiency on grass growth rates and pasture offer, as occurs in drought periods at the time when farmers try to make animals gain liveweight. Our analysis reinforces the usefulness of forage assignment adjustment by modulating stocking rate to improve liveweight gain and economic results under climate change conditions.
大量饲养牲畜的农民必须管理气候风险。因此,有必要建立定量工具来评估以天然草地为基础的粗放农业对生物物理和经济的影响。我们提出了一个基于捕食者-猎物方法的生态模型,用于模拟饲料缺乏对农场经济绩效的影响。考虑了不同情景下草原动物载畜率和承载能力,评估了春季牧草缺乏的影响。结果表明,根据Mott的草地系统肉类生产对载畜率的响应理论模型,每公顷毛利率的三次响应是毛利率的函数。该三次响应函数的最大值在很大程度上取决于初始草高和气候情景。初始草高对最大限度地提高二次生产力和农场经济效益至关重要。包括草储备在内的方案可以缓冲草生长速度和牧草供应的不足,就像在干旱时期农民试图让动物增加活重时发生的那样。我们的分析强调了在气候变化条件下通过调节放养率来提高活重增加和经济效益的饲料分配调整的有效性。
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引用次数: 1
Labor mobility and industrial space in Argentina 阿根廷劳动力流动与产业空间
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-25 DOI: 10.3934/JDG.2019008
Sergio Andrés De Raco, Viktoriya Semeshenko
In this paper, we apply the skill-relatedness (SR) indicator measure for the analysis of labor flow dynamics in Argentina, and compare it with the original flows in order to differentiate the type of information that each of these techniques offers for characterizing the productive system based on the dynamics of private formal employment. On the other hand, given the size and complexity of the obtained networks, it is interesting to explore the biases introduced by different methods of network reduction in the derived structures as well as to characterize the obtained industrial spaces.
在本文中,我们将技能相关性(SR)指标用于分析阿根廷的劳动力流动动态,并将其与原始流动进行比较,以便区分每种技术提供的信息类型,以表征基于私人正式就业动态的生产系统。另一方面,考虑到所获得的网络的大小和复杂性,探索不同网络约简方法在衍生结构中引入的偏差以及表征所获得的工业空间是很有趣的。
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引用次数: 3
Economic evolution and uncertainty: Transitions and structural changes 经济演变与不确定性:转型与结构变化
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-25 DOI: 10.3934/JDG.2019011
Silvia London, F. Tohmé
Economic evolution is said to occur when economic structures change. That is, when the institutional and/or technological rules of the society are replaced by new ones. As with evolutionary phenomena in other fields it is rather impossible to predict such changes. In this paper we present a simple model of evolutionary changes caused by uncertainty about the possible future states of the economy. Agents faced with uncertainty behave in such a way as to either lead the economy to another state or adjust themselves to the newly known environment. In either case, the change involves the modification of one or more fundamental parameters of the economy. Such modification is what we call an evolutionary change. We prove an impossibility result, stating that there is no way of coordinating those adjustments as to make true any given forecast. Moreover, we show that uncertainty about the future is a real source of novelty.
据说,当经济结构发生变化时,就会发生经济进化。也就是说,当社会的制度和/或技术规则被新的规则所取代时。与其他领域的进化现象一样,预测这种变化是相当不可能的。在本文中,我们提出了一个简单的演化变化模型,该模型是由经济可能的未来状态的不确定性引起的。面对不确定性的行为主体要么将经济引向另一种状态,要么调整自己以适应新的已知环境。在任何一种情况下,这种变化都涉及对经济的一个或多个基本参数的修改。这种改变就是我们所说的进化变化。我们证明了一个不可能的结果,即没有办法协调这些调整来实现任何给定的预测。此外,我们还表明,未来的不确定性是新奇事物的真正来源。
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引用次数: 5
Structural change and economic dynamics: Rethinking from the complexity approach 结构变化与经济动态:从复杂性角度的再思考
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-25 DOI: 10.3934/JDG.2019007
Martha G. Alatriste-Contreras, J. Brida, M. P. Anyul
Economic systems have evolved through time thereby changing the structure that characterizes them. These changes respond to technological changes that transform economies into highly interconnected systems. The modifications in the norms that guide the behaviour of organizations and, therefore the functioning of the economy, are a first case of this transformation. The industrialization process, through the incorporation of increasing returns to scale in different sectors, and the introduction of service activities are other examples. Another form to represent structural change is the change of the values of the variables that characterize the state space of an economic system. This research article is an effort to put together and compare, from the complexity approach, different approaches for structural change and dynamics of economic systems. We start by briefly presenting the complexity approach in general and in economics. Then, we put forward three approaches highlighting structural change.
经济体系随着时间的推移而演变,从而改变了它们的特征结构。这些变化是对技术变革的回应,技术变革将经济转变为高度互联的系统。指导组织行为、进而指导经济运行的规范的改变,是这种转变的第一个例子。工业化进程,通过在不同部门增加规模回报,以及引入服务活动是另一个例子。另一种表示结构变化的形式是表征经济系统状态空间的变量值的变化。本文从复杂性的角度出发,对经济系统结构变化和动力学的不同研究方法进行了梳理和比较。我们首先简要介绍一般和经济学中的复杂性方法。在此基础上,提出了以结构性变革为重点的三条路径。
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引用次数: 5
Establishing limits to agriculture and afforestation: A GIS based multi-objective approach to prevent algal blooms in a coastal lagoon 确定农业和植树造林的界限:一种基于GIS的多目标方法来防止沿海泻湖中的藻类水华
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-25 DOI: 10.3934/JDG.2019012
L. Rodríguez-gallego, Antonella Barletta Carolina Cabrera, C. Kruk, M. Nin, Antonio Mauttone
Biodiversity conservation and ecosystem services provision can compete with other land uses due to its incompatibility with many productive activities. The need for multifunctional landscapes that simultaneously provide food security, maintenance of ecological functions and fulfill welfare requirements is evident. Multi-objective optimization procedures can select between different land uses in each parcel of the territory, simultaneously satisfying contrasting objectives. Each solution (a map) represents a spatial configuration of land uses, generating spatial alternatives and offering flexibility to conduct discussions among social actors. In order to prevent eutrophication we developed a methodological approach for planning land-use transformations in productive territories, considering ecological processes from the beginning. A two-objective approach was used to allocate different land uses in the most suitable sites (objective one) that simultaneously minimize nutrients exportation (objective two). The land uses allocation was Pareto optimal and was conducted by integer linear programming. According to the relative importance given to each objective, two types of land use allocation were obtained, one dominated by agriculture but where a threshold of phosphorus load was exceeded, and another one where conservation and livestock ranching on natural grasslands prevailed and the phosphorus load decreased dramatically. This spatially explicit tool helps decision makers to design multifunctional landscapes for sustainable development and promote social discussions.
由于生物多样性保护和提供生态系统服务与许多生产活动不相容,因此可能与其他土地用途竞争。对同时提供粮食安全、维持生态功能和满足福利要求的多功能景观的需求是显而易见的。多目标优化程序可以在每个地块的不同土地用途之间进行选择,同时满足对比目标。每个解决方案(一张地图)代表了土地利用的空间配置,产生了空间替代方案,并为社会行动者之间的讨论提供了灵活性。为了防止富营养化,我们开发了一种从一开始就考虑生态过程的方法来规划生产地区的土地利用转变。采用双目标方法在最合适的地点(目标一)分配不同的土地用途,同时最大限度地减少营养物质的出口(目标二)。土地利用分配采用整数线性规划进行帕累托最优。根据各目标的相对重要性,得到两种类型的土地利用配置,一种是以农业为主,但磷负荷超过阈值,另一种是以自然草地为主的保护和畜牧业,磷负荷急剧下降。这种空间明确的工具有助于决策者设计多功能景观,促进可持续发展,促进社会讨论。
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引用次数: 3
Free mobility of capital and Labor force in a two-country model: The dynamic game for growth 两国模式下资本和劳动力的自由流动:增长的动态博弈
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-04-24 DOI: 10.3934/JDG.2019013
E. Accinelli, E. Carrera, Laura Policardo, Osvaldo Salas
In this paper, we consider a two-country and two-sector economy, where firms can choose to be innovative or not innovative, and workers to be skilled or unskilled. Using a dynamic game, we argue that exploiting the comparative advantages a country has in producing goods that use the most abundant factor of production, free mobility of capital and labor is beneficial for economic growth. However, if a country has a comparative advantage in a sector that uses intensely unskilled labor (which is the case of several underdeveloped economies), a poverty trap may arise. For this reason we argue that national Governments must ensure the technological development to improve competitiveness and therefore a social optimal use of the comparative advantages.
在本文中,我们考虑一个两国两部门经济,企业可以选择创新或不创新,工人可以选择熟练或不熟练。本文运用动态博弈理论,论证了利用一国在生产使用最丰富的生产要素、资本和劳动力自由流动的商品方面的比较优势,有利于经济增长。但是,如果一个国家在使用高度非熟练劳动力的部门具有比较优势(几个不发达经济体就是这种情况),就可能出现贫困陷阱。因此,我们认为,各国政府必须确保技术发展,以提高竞争力,从而使社会最优地利用比较优势。
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引用次数: 3
On the pricing of Asian options with geometric average of American type with stochastic interest rate: A stochastic optimal control approach 随机利率下美式几何平均亚洲期权的定价:一种随机最优控制方法
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-01-28 DOI: 10.3934/jdg.2019004
M. T. V. Martínez-Palacios, A. Hernández-del-Valle, Ambrosio Ortiz-Ramírez
In this work, through stochastic optimal control in continuous time the optimal decision making in consumption and investment is modeled by a rational economic agent, representative of an economy, who is a consumer and an investor adverse to risk; this in a finite time horizon of stochastic length. The assumptions of the model are: a consumption function of HARA type, a representative company that has a stochastic production process, the agent invests in a stock and an American-style Asian put option with floating strike equal to the geometric average subscribed on the stock, both modeled by controlled Markovian processes; as well as the investment of a principal in a bank account. The model is solved with dynamic programming in continuous time, particularly the Hamilton-Jacobi-Bellman PDE is obtained, and a function in separable variables is proposed as a solution to set the optimal trajectories of consumption and investment. In the solution analysis is determined: in equilibrium, the process of short interest rate that is driven by a square root process with reversion to the mean; and through a system of differential equations of risk premiums, a PDE is deduced equivalent to the Black-Scholes-Merton but to value an American-style Asian put option.
本文通过连续时间的随机最优控制,建立了消费和投资的最优决策模型,该模型由一个理性的经济主体,代表一个经济体,他是一个消费者和一个对风险不利的投资者;这是在随机长度的有限时间范围内。模型的假设是:一个HARA型的消费函数,一个具有随机生产过程的代表性公司,代理人投资一只股票和一份浮动执行权等于该股票认购的几何平均的美式亚洲看跌期权,均采用受控马尔可夫过程建模;以及银行账户本金的投资。用连续时间动态规划方法求解了该模型,得到了Hamilton-Jacobi-Bellman PDE,并提出了一个可分离变量函数作为设定消费和投资最优轨迹的解。在解分析中确定:在均衡状态下,短期利率的过程是由一个回归均值的平方根过程驱动的;通过一个风险溢价的微分方程系统,PDE被推断为相当于Black-Scholes-Merton,但对美式亚洲看跌期权进行估值。
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引用次数: 0
Generalized intransitive dice: Mimicking an arbitrary tournament 广义不可传递骰子:模仿任意比赛
IF 0.9 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2019-01-28 DOI: 10.3934/jdg.2020030
E. Akin
A generalized $N$-sided die is a random variable $D$ on a sample space of $N$ equally likely outcomes taking values in the set of positive integers. We say of independent $N$ sided dice $D_i, D_j$ that $D_i$ beats $D_j$, written $D_i to D_j$, if $Prob(D_i > D_j) > frac{1}{2} $. Examples are known of intransitive $6$-sided dice, i.e. $D_1 to D_2 to D_3$ but $D_3 to D_1$. A tournament of size $n$ is a choice of direction $i to j$ for each edge of the complete graph on $n$ vertices. We show that if $R$ is tournament on the set ${ 1, dots, n }$, then for sufficiently large $N$ there exist sets of independent $N$-sided dice ${ D_1, dots, D_n }$ such that $D_i to D_j$ if and only if $i to j$ in $R$.
广义$N$边模是$N$样本空间上的随机变量$D$,其结果取正整数集中的值的可能性相等。对于独立的$N$边骰子$D_i,D_j$,如果$Probe(D_i>D_j)>frac{1}{2}$,则$D_i$胜过$D_j$。不及物$6$边骰子的例子是已知的,即$D_1到D_2到D_3$,但$D_3到D_1$。大小为$n$的锦标赛是对$n$顶点上的完整图的每条边的方向$i到j$的选择。我们证明了如果$R$是集合${1,dots,n}$上的锦标赛,那么对于足够大的$n$,存在独立的$n$sided骰子${D_1,ddots,D_n}$的集合,使得$D_ito D_j$当且仅当$R$中的$ito j$。
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引用次数: 8
期刊
Journal of Dynamics and Games
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