基于计算机仿真的钢铁企业生产车间天车作业优化

采用计算机循环仿真的方法,通过不断循环转换初始仿真模型和改良模型,利用多层次模糊标准找到优化解,并运用Agent技术定义了生产车间的仿真物流对象、仿真事件和逻辑。最后结合攀枝花新钢钒股份有限公司连铸车间的实例,证明了计算机仿真方法能够优化生产车间物流天车作业。     

基于Agent技术的分布式入侵检测系统的探究

提出了一个基于Agent的分布式入侵检测系统模型框架,讨论了该系统的结构及其Agent机制;深入探究了Agent技术在分布式入侵检系统中的应用和存在的问题。最后预测了未来入侵检测系统的发展趋势。     

Towards a credit network based early warning indicator for crises

This paper presents an agent based model which underlines the importance of credit network and leverage dynamics in determining the resilience of the system, defining an early warning indicator for crises. The model reproduces macroeconomic dynamics emerging from the interactions of heterogeneous banks and firms in an endogenous credit network. Banks and firms are linked through multiple credit relations, which derive from individual target leverage choices: agents choose the more convenient leverage level, according to a basic reinforcement learning algorithm. Simulations are calibrated on balance sheet data of banks and firms quoted in the Japanese stock-exchange markets from 1980 to 2012.     

基于Agent的演化博弈下的合作行为研究

文章在演化博弈的视角下,利用重复囚徒困境博弈（IPD）对合作的演化进行分析。在平均场假设下,合作策略无法在竞争中生存。而在基于Agent的演化博弈中,合作策略有可能获得成功。其原因在于通过限制合作行为的范围,可以使合作者聚集成簇状,从而防止合作的红利被背叛者占有。通过理论推导与计算机仿真,文章证明了利他策略获得成功的条件是c/b/1/m,并对此结果做出了解释。     

基于多Agent的供应链风险管理

通过引入供应链风险的概念,探索供应链风险管理的意义,介绍了国内外企业和学术界的研究情况,同时在基于Agent相关理论基础上,将Agent的智能技术应用到供应链风险管理中,从而建立了基于多Agent系统的供应链风险管理模型（MABSCRM）。识别风险来源,衡量风险特征并实施控制,进而协调供应链内部各成员的关系,以期达到减少干扰。提高供应链整体运行效率。这个模型对供应链风险管理者在进行下一次的供应链运作将有很好的帮助。     

基于“代建制”基础上的个人集资建房运作模式

个人集资建房突破重重困难逐渐登上了历史舞台,但是仍面临许多困难和存在很多问题。主要针对这些问题和困难进行探索研究,提出了一种适合于这种开发方式的具体运作模式——基于"代建制"的运作模式;并对该模式的具体操作过程进行详细论述、评价,得出了该模式成功运作所带来的广泛的社会意义和经济意义。     

Agent based-stock flow consistent macroeconomics: Towards a benchmark model

The paper moves from a discussion of the challenges posed by the crisis to standard macroeconomics and the solutions adopted within the DSGE community. Although several recent improvements have enhanced the realism of standard models, we argue that major drawbacks still undermine their reliability. In particular, DSGE models still fail to recognize the complex adaptive nature of economic systems, and the implications of money endogeneity. The paper argues that a coherent and exhaustive representation of the inter-linkages between the real and financial sides of the economy should be a pivotal feature of every macroeconomic model and proposes a macroeconomic framework based on the combination of the Agent Based and Stock Flow Consistent approaches. The papers aims at contributing to the nascent AB-SFC literature under two fundamental respects: first, we develop a fully decentralized AB-SFC model with several innovative features, and we thoroughly validate it in order to check whether the model is a good candidate for policy analysis applications. Results suggest that the properties of the model match many empirical regularities, ranking among the best performers in the related literature, and that these properties are robust across different parameterizations. Second, the paper has also a methodological purpose in that we try to provide a set or rules and tools to build, calibrate, validate, and display AB-SFC models.     

BEHAVIOURAL COMPLEXITY

Abstract The paper compares and contrasts complexity economics and neoclassical economics. It proposes a framework for modelling complex systems and, accordingly, utilizes agent‐based simulation to examine consumption behaviour in a complex model and in a neoclassical model. Results suggest that complex behaviour leads to higher accumulation of wealth, better efficiency and greater stability. These results are consistent with the nature of complex systems whereby ‘the whole is greater than the sum’, and where unexpected system properties emerge from simple local interactions.     

A market model with medium/long-term effects due to an insider

In this article, we consider a modification of the Karatzas–Pikovsky model of insider trading. Specifically, we suppose that the insider agent influences the long/medium-term evolution of Black–Scholes type model through the drift of the stochastic differential equation. We say that the insider agent is using a portfolio leading to a partial equilibrium if the following three properties are satisfied: (a) the portfolio used by the insider leads to a stock price which is a semimartingale under his/her own filtration and his/her own filtration enlarged with the final price; (b) the portfolio used by the insider is optimal in the sense that it maximises the logarithmic utility for the insider when his/her filtration is fixed; and (c) the optimal logarithmic utility in (b) is finite. We give sufficient conditions for the existence of a partial equilibrium and show in some explicit models how to apply these general results.     

移动Agent及其在电子商务中的应用技术研究

移动Agent是将人工智能和网络技术结合起来，为解决复杂、动态、分布式智能应用提出的一种全新的计算方式，它的智能性、动态性和移动性特点为电子商务的智能资源发现和网上自动交易提供技术支持。本文着重论述了移动Agent技术的基本原理，并就移动Agent在电子商务中应用的若干关键技术进行讨论。