智能金融论坛：金融博弈下的价值学习—邓小铁 上海交通大学教授（11页）.pdf

1、?GAN?(?0)?0?a?0aa/2?a/2?0?1?ax?x?1/2,1?a/2?1+1?2)/4-a/4?:3/8,a?0?1/8,a=1?epsilon?“Being denied a sufficiently secure experimental base,economic theory has to adhere to the rules of logical discourse and must renounce the facility of internal inconsistency”G.Debreu.The mathematization of economic the

2、ory.The American Economic Review,81(1):17,1991.数据范式 The end of theory:The data deluge makes the scientific method obsolete.C.Anderson in Wired magazine,16(7),June 2008.?n?0.1?Myerson?0,a?n 时，a 1,卖家收 真实报价最优收 买家收益：2倍买家真实报价最优收益Myerson?OutlineUser Profiling in Financial EconomicsCounter ExamplesTruthful

3、 Distribution Reporting in Meryeson AuctionThank you,Simons!We cannot learning uniform distribution and make use of it inMyerson auction at the same time!For n bidders with iid uniform on 0,1.Under the statisticalmodel 0,:0 1,the unique symmetric Nashequilibrium happens ata=(n?1)(n2n?2n+1)n22n?n2n+2n+1?2.Xiaotie DengLearn to Extraction Private Values in Financial Games!卖家需要学习：收 真实报价最优收 买家应该博弈：收益 2倍买家真实报价最优收益22Myerson?(?)!?