• 한국정보과학회논문지:소프트웨어및응용
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• 제27권3호
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• pp.257-265
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• 2000

자연계의 많은 합리적인 이기적 개체들 사이에는 수많은 선택적 갈등이 존재한다. 반복적 죄수의 딜레마(Iterated Prisoner's Dilemma: IPD)게임은 합리적인 이기적 개체들 사이의 경쟁과 협동에 대한 선택적 갈등을 다루는데, 사회, 경제 및 생물 시스템에서 협동의 진화를 연구하는데 사용되어 왔다. 이제까지는 게임자의 수와 협동의 관계, 기계학습의 일환으로서의 전략학습, 그리고 이득함수가 협동에 미치는 영향 등에 관한 연구가 있었는데, 이 논문에서는 진화방식을 이용하여 이득함수에 따른 협동연합의 크기와 지역화가 NIPD(N-player IPD)게임에서 협동의 진화에 미치는 영향에 대해 밝히고자 한다. 시뮬레이션 결과 협동개체에 대한 이득함수의 기울기가 배반에 대한 이득함수의 기울기보다 급하거나 최소 연합의 크기가 작을수록 협동연합의 정도가 높게 나타나며 상호작용하는 이웃의 크기가 작을수록 협동연합의 정도가 높게 진화됨을 알 수 있었다.

• 한국산학기술학회논문지
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• 제12권2호
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• pp.712-717
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• 2011

동적 델타 헤징(Dynamic Delta Hedging)이란 옵션 발행자가 옵션의 만기정산금액(payoff)을 지급하기 위해 주기적으로 델타에 근거한 헤지 포지션을 조절함으로써 옵션의 payoff를 복제하고 옵션 가치변화에 따른 위험을 회피하는 방법이다. 본 연구에서는 헤지에 있어서 주요 변수인 블랙-숄즈의 모형에 의해 산출된 델타의 대체 값을 찾기 위해 기계학습의 일종인 인공신경망 학습을 적용하여 옵션의 만기 시 헤지 비용의 최소화 및 차익 실현을 위한 방법론을 제시하고자 한다. 기초자산의 현재가격, 변동성, 무위험이자율, 만기 등의 시장 상황 변화에 따른 다양한 시나리오에 대한 실험을 통해 본 연구에서 제시하는 방법론의 성능을 분석하고 그 우수성을 보인다.

• 한국국방경영분석학회지
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• 제7권2호
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• pp.19-29
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• 1981

• Journal of Information Technology Applications and Management
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• 제14권1호
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• pp.21-36
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• 2007

We face with numerous situation of decision making. In this situation, we would make decision through individual's own information, or others' decision making with ignoring private information, Also we would make decision through compromise of private information and others' information. like this, we call situation to imitate information of previous decision maker, with disregarding private own information,'information cascades' Also, anchoring effects are results of insufficient adjustment from an arbitrary value. In this paper, we examined how information cascades effects and anchoring effects would be generated in the people who use IT technique as instant poll of website. And this paper presents alternatives to decrease information cascades effects and anchoring effects. This exercise provides facts anchoring effects occur when voters can see poll result. And this paper shows that more degree of output difference is deepened, and more anchoring effects occur. Also this paper shows that when website gives positive payoff, more anchoring effects occur.

• 기술혁신연구
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• 제15권1호
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• pp.175-201
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• 2007

Licensing contracts between partners in International Joint Ventures(IJV) have not only aspects of relation contract, which is interdependent and long-term cooperative relationships in interpartner but also aspects of discrete contract which is exposed to opportunistic risk caused by IJV partners who maximize individual profit instead of joint payoff maximization. In this circumstance, appropriate compensation structures such as lump-sum and royalty can reduce conflicts and spur interpartner cooperation. In addition, compensation structures that stipulate each party's rights, duties, and responsibilities under various sets of environmental conditions have strong implications for transaction cost minimization and joint payoff maximization. On the other hands, compensation structures such as lump-sum and royalty in IJV licensing contract have benefits and costs depending on IJV partners uncertainty, partner dependency, and environment uncertainty. Therefore, the purpose of this paper is to empirically show how partner uncertainty, partner dependence and environment uncertainty influence compensation structure chosen by licensor in IJV.

• 대한전기학회논문지:전력기술부문A
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• 제52권6호
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• pp.347-353
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• 2003

In models of imperfect competition of deregulated electricity markets, the key task is to find the Nash equilibrium(NE). The approaches for finding the NE have had two major bottlenecks: computation of mixed strategy equilibrium and treatment of multi-player games. This paper proposes a payoff matrix approach that resolves these bottlenecks. The proposed method can efficiently find a mixed strategy equilibrium in a multi-player game. The formulation of the m condition for a three-player game is introduced and a basic computation scheme of solving nonlinear equalities and checking inequalities is proposed. In order to relieve the inevitable burden of searching the subspace of payoffs, several techniques are adopted in this paper. Two example application problems arising from electricity markets and involving a Cournot and a Bertrand model, respectively, are investigated for verifying the proposed method.

• 대한산업공학회지
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• 제27권2호
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• pp.214-225
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• 2001

This research deals with an off-line learning method targeted for systematically constructing negotiation strategies in automated electronic commerce. Single-issue negotiation is assumed. Variants of competitive learning and hierarchical clustering method are devised and applied to extracting negotiation strategies, given historical negotiation data set and tactics. Our research is motivated by the following fact: evidence from both theoretical analysis and observations of human interaction shows that if decision makers have prior knowledge on the behaviors of opponents from negotiation, the overall payoff would increase. Simulation-based experiments convinced us that the proposed method is more effective than human negotiation in terms of the ratio of negotiation settlement and resulting payoff.

• 한국콘텐츠학회논문지
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• 제10권2호
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• pp.320-329
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• 2010

소프트웨어 제작자들이 불법복제로부터 그들의 제품을 보호하기 위해 노력하는 것처럼 콘텐츠 제작자들도 사용자간 불법 콘텐츠 공유를 규제하기 위해 노력하고 있다. 본 연구는 이러한 시도가 과연 저작권자의 권익을 보호하고 그들의 수익을 극대화할 수 있는 근본적인 해결책이 될 수 있을 것인지에 대하여 경제적 측면에서 논의한다. 이를 위해 불법 콘텐츠 공유에 대한 규제가 제작자의 수익에 미치는 효과를 파악하기 위한 분석적 모형을 개발하고 규제와 비 규제하에서 콘텐츠 제작자의 수익극대화를 위한 최적 조건을 제시한다. 분석결과, 정품 콘텐츠와 불법 복제 콘텐츠간의 충분한 차별화가 어려운 경우에는 불법 복제의 규제가 긍정적인 효과를 줄 수 있으나 정품 콘텐츠와 불법 복제 콘텐츠 사이에 충분한 차별화가 가능한 경우에는 오히려 규제가 없는 경우에 저작권자의 수익이 극대화되는 것으로 나타났다.

• 대한수학회논문집
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• 제32권2호
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• pp.467-477
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• 2017

This paper is about the derivations of local volatilities for European quanto call option prices according to various types of payoffs. We derive the explicit formulas of local volatilities with constant foreign and domestic interest rates by adapting the method of Derman-Kani.

• Asian Journal of Business Environment
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• 제10권2호
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• pp.5-15
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• 2020

Purpose: This study examines the impact of individual reciprocal preferences on coalition formation. The reciprocal model considers a player's own payoff, the player's perception of others' payoffs, and others' perceptions of the player's payoff. Research design, data and methodology: A reciprocal model is built to illustrate how reciprocity influences individual decisions in a coalition game and its formation. The prediction is examined with experimental evidences from a dictator game and a membership game. Results: The theoretical result suggests that the coalition formation could be unstable due to negative reciprocal kindness. The experimental findings support that negative reciprocal kindness could lead players participating in a coalition, no matter their dominant strategies are. When subjects were essential to make contributions to a coalition, they were more likely to cooperate if they were treated badly. In contrast, when subjects were unnecessary, the reciprocal kindness could enhance cooperative tendencies. Conclusions: This study reveals that the reciprocal behavior could influence individual decisions and reshape the coalition formation. In terms of policy implications, this study has shown that coalition formation could be reshaped by reciprocal prefe rences. Due to the strategic and complicated decision process in an interactive environment, a comprehensive investigation of factors would be required in a climate coalition in practice.