Multifractal regime transition in a modified minority game model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Model of a game for improving integrated decisions in production management

This paper presents the results obtained with a business game whose model represents the decision making process related to two moments at an industrial company. The first refers to the project of the industrial plant, and the second to its management. The game model was conceived so the player's first decision would establish capacity and other parameters such as quantities of each product to produce, marketing expenses, research and development, quality, advertising, salaries, if purchases will be made in installments or in cash, if there will be credit sales and how many installments will be allowed and the number of workers in the assembly area. An experiment was conducted with employees of a Brazilian company. Data obtained indicate that the players have lack of contents, especially in finances. Although these results cannot be generalized, they confirm prior results with undergraduate and graduate students and they indicate the need for reinforcement in this undergraduate area. © 2012 Springer-Verlag.

Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

A Markov random field model for combining optimum-path forest classifiers using decision graphs and game strategy approach

The research on multiple classifiers systems includes the creation of an ensemble of classifiers and the proper combination of the decisions. In order to combine the decisions given by classifiers, methods related to fixed rules and decision templates are often used. Therefore, the influence and relationship between classifier decisions are often not considered in the combination schemes. In this paper we propose a framework to combine classifiers using a decision graph under a random field model and a game strategy approach to obtain the final decision. The results of combining Optimum-Path Forest (OPF) classifiers using the proposed model are reported, obtaining good performance in experiments using simulated and real data sets. The results encourage the combination of OPF ensembles and the framework to design multiple classifier systems. © 2011 Springer-Verlag.

Game theory in sugarcane crop residue and available energy optimization

This work proposes a mathematical model to aid variety selection and planting quantity of sugarcane in order to reduce crop residues, maximize energy generated by this residue, and satisfy all the supply of the mill. We propose Linear Programming with two objective. The conflict between these objectives allows the use of the Nonzero-sum Game Theory. (C) 2003 Elsevier B.V. Ltd. All rights reserved.

A cooperative game theory analysis for transmission loss allocation

This paper presents an analysis and discussion, based on cooperative game theory, for the allocation of the cost of losses to generators and demands in transmission systems. We construct a cooperative game theory model in which the players are represented by equivalent bilateral exchanges and we search for a unique loss allocation solution, the Core. Other solution concepts, such as the Shapley Value, the Bilateral Shapley Value and the Kernel are also explored. Our main objective is to illustrate why is not possible to find an optimal solution for allocating the cost of losses to the users of a network. Results and relevant conclusions are presented for a 4-bus system and a 14-bus system. (c) 2007 Elsevier B.V. All rights reserved.

A software development process model for gesture-based interface

Gesture-based applications have particularities, since users interact in a natural way, much as they interact in the non-digital world. Hence, new requirements are needed on the software design process. This paper shows a software development process model for these applications, including requirement specification, design, implementation, and testing procedures. The steps and activities of the proposed model were tested through a game case study, which is a puzzle game. The puzzle is completed when all pieces of a painting are correctly positioned by the drag and drop action of users hand gesture. It also shows the results obtained of applying a heuristic evaluation on this game. © 2012 IEEE.

Education for Energy Efficiency through an Educational Game

This paper presents an assessment of an educational game for teaching the efficient use of electricity. Developed with Adobe Flash (R), it is a virtual board game where participants choose a car that starts the path and reaches the same final goal, going through a number of track steps defined in terms of a dice that each player rolls in turn. The car moves if the participant is able to correctly answer a question that is randomly generated by the software. The objective of the game is to answer questions related to energy efficiency promoting a healthy and attractive learning process for participants on concepts related to energy efficiency such as: the rational use of energy, the basic concepts of forms of energy generation, among others. The main objective of this paper is to assess the impact of the application of this virtual game in the teaching and learning process of high school students. Therefore, the game was applied in the discipline of physics in a class of junior high public school in the state of Sao Paulo. Initially, the class that had 43 students was divided into 10 groups of 4 students, and 1 group of 3 students. Each student group competed with one another. The idea was that each of them should indicate a student who was the representative of this group until only 4 group leaders were selected for the finals. At this stage, each student could interact with a group of up to ten students that acted as advisers. The adopted assessment process is based on the model proposed by Savi [7]. Then, at the end of the game, the students answered a prepared questionnaire based on the model proposed by Savi. According to Savi, although there are significant studies that show the importance of educational games for the process of cognitive development and learning concepts of students, there are few papers that present forms of assessing the potential of these resources. Thus, the assessment criteria proposed by Savi are based on the model of training evaluation by Kirkpatrick [3], taken as a reference to measure the efficiency of processes of continuing education courses for professionals. The authors assert that the metric of the evaluation proposed to assess the game is based on the first level of the model proposed by Kirkpatrick.

Um modelo fuzzy-dea-game para estratégias de produção sob incerteza

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)