23 resultados para game model


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This work models the competitive behaviour of individuals who maximize their own utility managing their network of connections with other individuals. Utility is taken as a synonym of reputation in this model. Each agent has to decide between two variables: the quality of connections and the number of connections. Hence, the reputation of an individual is a function of the number and the quality of connections within the network. On the other hand, individuals incur in a cost when they improve their network of contacts. The initial value of the quality and number of connections of each individual is distributed according to an initial (given) distribution. The competition occurs over continuous time and among a continuum of agents. A mean field game approach is adopted to solve the model, leading to an optimal trajectory for the number and quality of connections for each individual.

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Tese de doutoramento em Ciências da Educação

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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

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Dissertation submitted to the Faculty of Sciences and Technology of New University of Lisbon for obtaining the degree of Master in Environmental Management Systems

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática

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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova da Lisboa para obtenção do grau de Mestre em Engenharia e Gestão Industrial (MEGI)

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Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

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Journal of Business, Vol. 78 Issue 3, p1049-1072

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MSc. Dissertation presented at Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa to obtain the Master degree in Electrical and Computer Engineering

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33rd IAHR Congress: Water Engineering for a Sustainable Environment

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Electrotécnica, Especialidade de Sistemas Digitais, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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Critical Issues in Environmental Taxation: International and Comparative Perspectives: Volume VI, 699-715