170 resultados para [JEL:C79] Mathematical and Quantitative Methods - Game Theory and Bargaining Theory - Other
Resumo:
This Working Paper was presented at the international workshop "Game Theory in International Relations at 50", organized and coordinated by Professor Jacint Jordana and Dr. Yannis Karagiannis at the Institut Barcelona d'Estudis Internacionals on May 22, 2009. The day-long Workshop was inspired by the desire to honour the ground-breaking work of Professor Thomas Schelling in 1959-1960, and to understand where the discipline International Relations lies today vis-à-vis game theory.
Resumo:
Treball de recerca realitzat per un alumne d'ensenyament secundari i guardonat amb un Premi CIRIT per fomentar l'esperit científic del Jovent l'any 2009. L'objectiu general del treball de recerca és estudiar la figura de Pitàgores, així com analitzar la seva filosofia i endinsar-se en les relacions que va establir entre la música i les matemàtiques. El treball consta de dues parts diferenciades, una teòrica i una pràctica. En la part teòrica s'estudien l'Escola Pitagòrica i les seves aportacions al camp musical. Es descriuen les experimentacions de Pitàgores amb el monocordi i es dóna explicació matemàtica a les escales musicals sorgides des de llavors, així com també es comenta la teoria de la música de les esferes. En la part pràctica, l'alumne empra tot el seu bagatge matemàtic i musical, adquirit al llarg de l'elaboració del cos teòric del treball per arribar a la construcció de dos tipus de monocordi.
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Felipe Pérez Martí, who was the Venezuelan Minister of Planning and Development in the government of Hugo Chávez, proposes an economic model that he calls the altruistic economy or fourth way, which leads cooperative game theory to its logical extremes postulating a pure communism. Here we sustain that, first, it is impossible in the model of Pérez Martí to marginally allocate non-primary goods to those most in need or who most value them, facing a problem of defective economic calculation, and second, in order to achieve equality, he would have to replace his atomic local planners by a central planner, who would be unable to overcome the problem of imperfect and and incomplete information.
Obtenció de nous anàlegs amb activitat brassinoesteroide mitjançant modelització molecular i síntesi
Resumo:
Els brassinoesteroides són productes naturals que actuen com a potents reguladors del creixement vegetal. Presenten aplicacions prometedores en l’agricultura degut a que, aplicats exògenament, augmenten la qualitat i la quantitat de les collites. Ara bé, el seu ús s’ha vist restringit degut a la seva costosa obtenció. Aquest fet ha motivat la recerca de nous compostos actius més assequibles. En aquest projecte es planteja el disseny i obtenció de nous anàlegs seguint diferents estratègies que impliquen tant l’ús de mètodes de modelització molecular com de síntesi orgànica. La primera d’aquestes estratègies consisteix en buscar compostos actius en bases de dades de compostos comercials a través de processos de Virtual Screening desenvolupats amb mètodes computacionals basats en Camps d’Interacció Molecular. Així, es van establir i interpretar models de Relacions Quantitatives Estructura-Activitat (QSAR) emprant descriptors independents de l’alineament (GRIND) i, amb col•laboració amb la Universitat de Perugia, aquest criteri de cerca es va ampliar amb l’aplicació de descriptors FLAP de nova generació. Una altra estratègia es va basar en intentar substituir l’esquelet esteroide dels brassinoesteroides per una estructura equivalent, fixant com a cadena lateral el grup (R)-hexahidromandelil. S’han aplicat dos criteris: mètodes computacionals basats en models QSAR establerts amb descriptors GRIND i també en la metodologia SHOP (scaffold hopping), i, per altra banda, anàlegs proposats racionalment a partir d’un estudi efectuat sobre disruptors endocrins no esteroïdals. Sobre les estructures trobades s’hi va unir la cadena lateral comercial esmentada per via sintètica, en la qual s’ha hagut de fer un èmfasi especial en grups protectors. En total, 49 estructures es proposen per a ser obtingudes sintèticament. També s’ha treballat en l’obtenció un agonista derivat de l’hipotètic antagonista KM-01. Totes les molècules candidates, ja siguin comercials o obtingudes sintèticament, estant sent avaluades en el test d’inclinació de la làmina d’arròs (RLIT).
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L’educació dels immigrants és un tema prioritari a les agendes polítiques de molts països de la OCDE. En molts casos, els governs s’han preocupat especialment de la seva integració al món del treball però creix l’interès en els seus resultats al sistema educatiu i en la revisió de les polítiques adreçades a respondre a les seves necessitats educatives i formatives. La majoria d’aquests estudis es situen a l’esfera de l’educació infantil, primària, secundaria i formació professional, per això resulta pràcticament impossible trobar estudis que analitzin el baix percentatge d’accés d’estudiants immigrants extracomunitaris a la universitat (al voltant de 3,3% en el cas de Catalunya); que contribueixin a entendre els factors que configuren les trajectòries d’èxit escolar i d’integració laboral dels estudiants immigrants que accedeixen i completen els estudis universitaris; que puguin donar pautes per desenvolupar polítiques educatives que millorin els resultats d’aprenentatge dels estudiants immigrants; i que puguin servir com a mirall i incentiu per a altres persones immigrants i, perquè no, també del país. Aquest projecte ha estudiat el conjunt d’elements que condicionen l’accés dels joves immigrants als estudis universitaris, i a l’estatus laboral que els hauria de possibilitar la seva formació universitària. L’estudi ha consistit en una metaanàlisi dels documents existents sobre el tema i en la realització de 8 narratives biogràfiques; quatre de persones cursant diferents estudis a les universitats catalanes i quatre que ja s’han incorporat al món del professional. Aquestes narratives venen acompanyades de 8 vídeos que exploren noves maneres de visibilització d’aquesta població i es transformen en una pràctica d’autoria. Aquest material visual pot servir com a recurs educatiu, en la mida que pugui ser un mirall i un incentiu per a altres persones immigrants i del país. Finalment, presenta un seguit de recomanacions per als responsables de les polítiques i dels centres educatius.
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The information provided by the alignment-independent GRid Independent Descriptors (GRIND) can be condensed by the application of principal component analysis, obtaining a small number of principal properties (GRIND-PP), which is more suitable for describing molecular similarity. The objective of the present study is to optimize diverse parameters involved in the obtention of the GRIND-PP and validate their suitability for applications, requiring a biologically relevant description of the molecular similarity. With this aim, GRIND-PP computed with a collection of diverse settings were used to carry out ligand-based virtual screening (LBVS) on standard conditions. The quality of the results obtained was remarkable and comparable with other LBVS methods, and their detailed statistical analysis allowed to identify the method settings more determinant for the quality of the results and their optimum. Remarkably, some of these optimum settings differ significantly from those used in previously published applications, revealing their unexplored potential. Their applicability in large compound database was also explored by comparing the equivalence of the results obtained using either computed or projected principal properties. In general, the results of the study confirm the suitability of the GRIND-PP for practical applications and provide useful hints about how they should be computed for obtaining optimum results.
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Utilizing the well-known Ultimatum Game, this note presents the following phenomenon. If we start with simple stimulus-response agents, learning through naive reinforcement, and then grant them some introspective capabilities, we get outcomes that are not closer but farther away from the fully introspective game-theoretic approach. The cause of this is the following: there is an asymmetry in the information that agents can deduce from their experience, and this leads to a bias in their learning process.
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Modern methods of compositional data analysis are not well known in biomedical research.Moreover, there appear to be few mathematical and statistical researchersworking on compositional biomedical problems. Like the earth and environmental sciences,biomedicine has many problems in which the relevant scienti c information isencoded in the relative abundance of key species or categories. I introduce three problemsin cancer research in which analysis of compositions plays an important role. Theproblems involve 1) the classi cation of serum proteomic pro les for early detection oflung cancer, 2) inference of the relative amounts of di erent tissue types in a diagnostictumor biopsy, and 3) the subcellular localization of the BRCA1 protein, and it'srole in breast cancer patient prognosis. For each of these problems I outline a partialsolution. However, none of these problems is \solved". I attempt to identify areas inwhich additional statistical development is needed with the hope of encouraging morecompositional data analysts to become involved in biomedical research
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In this paper we view bargaining and cooperation as an interaction superimposed on a strategic form game. A multistage bargaining procedure for N players, the proposer commitment procedure, is presented. It is inspired by Nash s two-player variable-threat model; a key feature is the commitment to threats. We establish links to classical cooperative game theory solutions, such as the Shapley value in the transferable utility case. However, we show that even in standard pure exchange economies the traditional coalitional function may not be adequate when utilities are not transferable.
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The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.
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Re-licensing requirements for professionals that move across borders arewidespread. In this paper, we measure the returns to an occupationallicense using novel data on Soviet trained physicians that immigrated toIsrael. An immigrant re-training assignment rule used by the IsraelMinistry of Health provides an exogenous source of variation inre-licensing outcomes. Instrumental variables and quantile treatmenteffects estimates of the returns to an occupational license indicate excesswages due to occupational entry restrictions and negative selectioninto licensing status. We develop a model of optimal license acquisitionwhich suggests that the wages of high-skilled immigrant physicians in thenonphysician sector outweigh the lower direct costs that these immigrantsface in acquiring a medical license. Licensing thus leads to lower averagequality of service. However, the positive earnings effect of entry restrictionsfar outweighs the lower practitioner quality earnings effect that licensinginduces.
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It is common in econometric applications that several hypothesis tests arecarried out at the same time. The problem then becomes how to decide whichhypotheses to reject, accounting for the multitude of tests. In this paper,we suggest a stepwise multiple testing procedure which asymptoticallycontrols the familywise error rate at a desired level. Compared to relatedsingle-step methods, our procedure is more powerful in the sense that itoften will reject more false hypotheses. In addition, we advocate the useof studentization when it is feasible. Unlike some stepwise methods, ourmethod implicitly captures the joint dependence structure of the teststatistics, which results in increased ability to detect alternativehypotheses. We prove our method asymptotically controls the familywise errorrate under minimal assumptions. We present our methodology in the context ofcomparing several strategies to a common benchmark and deciding whichstrategies actually beat the benchmark. However, our ideas can easily beextended and/or modied to other contexts, such as making inference for theindividual regression coecients in a multiple regression framework. Somesimulation studies show the improvements of our methods over previous proposals. We also provide an application to a set of real data.
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In this paper we propose a subsampling estimator for the distribution ofstatistics diverging at either known rates when the underlying timeseries in strictly stationary abd strong mixing. Based on our results weprovide a detailed discussion how to estimate extreme order statisticswith dependent data and present two applications to assessing financialmarket risk. Our method performs well in estimating Value at Risk andprovides a superior alternative to Hill's estimator in operationalizingSafety First portofolio selection.
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We introduce a variation of the proof for weak approximations that issuitable for studying the densities of stochastic processes which areevaluations of the flow generated by a stochastic differential equation on a random variable that maybe anticipating. Our main assumption is that the process and the initial random variable have to be smooth in the Malliavin sense. Furthermore if the inverse of the Malliavin covariance matrix associated with the process under consideration is sufficiently integrable then approximations fordensities and distributions can also be achieved. We apply theseideas to the case of stochastic differential equations with boundaryconditions and the composition of two diffusions.
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The educational system in Spain is undergoing a reorganization. At present, high-school graduates who want to enroll at a public university must take a set of examinations Pruebas de Aptitud para el Acceso a la Universidad (PAAU). A "new formula" (components, weights, type of exam,...) for university admission is been discussed. The present paper summarizes part of the research done by the author in her PhD. The context for this thesis is the evaluation of large-scale and complex systems of assessment. The main objectives were: to achieve a deep knowledge of the entire university admissions process in Spain, to discover the main sources of uncertainty and topromote empirical research in a continual improvement of the entire process. Focusing in the suitable statistical models and strategies which allow to high-light the imperfections of the system and reduce them, the paper develops, among other approaches, some applications of multilevel modeling.