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Review on Evolution of Cooperation in Social Dilemma Games
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QUAN Ji, ZHOU Yawen, WANG Xianjia
Complex Systems and Complexity Science. 2020, 17 (1): 1-14.
DOI: 10.13306/j.1672-3813.2020.01.001
The conditions for the spontaneous emergence of cooperation under the complex human behavior model have become the focus of many disciplines. Exploring the conditions for cooperation has both important scientific significance and theoretical value for understanding the institutional arrangements in human society. The social dilemma games provide a theoretical prototype for studying cooperation issues between multiple individuals. As a dynamic analysis method that can describe individuals′ learning and strategy adjustment processes, evolutionary game theory has been one of the most effective frameworks for studying the evolution of cooperation. This review article systematically summarizes the research progress of using the evolutionary game method to study the issues of group cooperation in social dilemma games. Specifically, the following topics are included: research progress of (1) social dilemma game models, evolutionary game theory and equilibrium analysis methods, (2) social dilemma games and the evolution of cooperation under reward/punishment mechanism and reputation mechanism, (3) social dilemma games and the evolution of cooperation with separation strategy and extortion strategy, and (4) social dilemma games and the evolution of cooperation under the network reciprocity. Finally, prospects for further research issues in this area are presented.
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Long Memory of Extreme Returns in Chinese Stock Market
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YUAN Ying, ZHANG Tonghui, ZHUANG Xintian
Complex Systems and Complexity Science. 2020, 17 (1): 21-29.
DOI: 10.13306/j.1672-3813.2020.01.003
Different from the previous studies on the long memory and effectiveness of stock market returns and volatility, this paper focuses on the extreme fluctuation behavior of financial markets. Taking the most representative index of Chinese stock market, Shanghai stock index, as the sample, the financial market is divided into different time windows according to a certain period, and the extreme returns in each time window are formed into a time series. Taking extreme return series as the empirical research object, this paper studies the long memory of extreme return in Shanghai stock market by using multiple statistical methods such as rescaling range analysis and Detrended fluctuation analysis. The results show that both extreme return series and extreme volatility series have obvious long memory characteristics. The long memory characteristics of the extreme series is obviously stronger than that of the original full sample return series itself, which shows that there is a certain dependence between the extreme fluctuation behavior of the market, and the extreme fluctuation behavior of the market is measurable to a certain extent. In addition, the correlation between the maximum series and its corresponding volatility series, between the minimum series and its corresponding volatility series, and between the maximum series and the minimum series are further analyzed. The results show that the different extreme series show their own unique and different intensity interdependence.
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Empirical Analysis of the User Reputation in User′s Object Bipartite Networks
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LIU Xiaolu, JIA Shuwei
Complex Systems and Complexity Science. 2020, 17 (1): 37-44.
DOI: 10.13306/j.1672-3813.2020.01.005
User reputation measures user′s ability of rating accurate assessments of various objects,and is of great significance for ensuring the healthy development of social economy and people's livelihood.This paper empirically analyzed the user′s reputationin the MovieLens data setfrom two aspects of user′s activity and rating memory. Grouping by the user′s degree, the results showed that the user′s reputation increases with the user′s degree. When the data set was divided into 36 quarters according to the time, it was also found that the user′s reputation presents rising trend with the increase of the user′s degree. Moreover, the data set was divided into 9 years according to time, the results showed that the user's persistence rate is gradually reduced year by year. Furthermore, it presented a metric to measure the memory of user reputation. The results showed that the Kendall coefficients of user′s reputation ranking in 5 years are higher than those of user′s degree, indicating that the user′s reputation presents more memory than user′s activity. In addition, it proposed a null model to be compared with the empirical results. The results showed that the relationship between user′s reputation and degree as well as the memory of user reputation on the empirical data are significantly different from those of the null model.
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Research on Chaos and Control of Closed-Loop Supply Chain under Three Channel Recovery Modes
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DONG Hai, XU Demin
Complex Systems and Complexity Science. 2020, 17 (1): 55-61.
DOI: 10.13306/j.1672-3813.2020.01.007
Aiming at the three-level closed-loop supply chain system composed of manufacturers, recyclers and consumers, chaos control theory is used to solve the chaotic control problem of closed-loop supply chains under three channel recovery modes. Firstly, the uncertainty of consumer's demand for remanufactured products is considered, over a period of time, data on the number of consumer resourcepurchases of remanufactured products are collected. The method of K-S test proves that the data obeys the uniform distribution, and further constructs the discrete dynamic model based on the decision variable. Secondly, using MATLAB software to simulate numerical simulation, study the recovery price sensitivity coefficient and the recovery price competition coefficient as fixed values, the manufacturer and the two recyclers draw a fork map, the largest Lyapunov index map, the initial value sensitive analysis map, and the system's chaotic characteristics and primary value sensitivity analysis. Finally, the chaotic system is controlled by means of state feedback control and parameter adjustment. The results show that this method can effectively improve or eliminate chaotic state, optimize decision-making behavior and improve the profit of decision makers.
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Study of Recursive Least Square Adaptive Algorithm for Weighted Stochastic Pooling Networks
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HAN Bo, LIU Jia, GENG Jinhua, DUAN Fabing
Complex Systems and Complexity Science. 2020, 17 (1): 81-86.
DOI: 10.13306/j.1672-3813.2020.01.010
In practice, the probability distribution model of the background noise is often unknown. Under this circumstance, a recursive least square adaptive algorithm is developed to estimate the random signal via the weighted stochastic pooling network. The analytical formula of the recursive least square adaptive algorithm is derived, and the convergence of the algorithm, the mean square error of the network outputs and the learning curve are analyzed. For non-stationary input signals, the proposed algorithm with the forgetting factor can effectively track the change of the signal. These theoretical results are demonstrated by the numerical experiments, and the phenomenon of suprathreshold stochastic resonance is also observed. The obtained results lay the fundamental framework for the application of the weighted stochastic pooling network in signal estimation.
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