f*****s
发帖数: 35 | 1 cs背景，
game theory比较精通吧, 概率、统计知识一般。有没有可能找到quant的工作？
quant的数学要求是不是就是概率统计随机过程这些？ |
D*****a
发帖数: 2847 | 2 没用吧，哈哈
【在 f*****s 的大作中提到】
: cs背景，
: game theory比较精通吧, 概率、统计知识一般。有没有可能找到quant的工作？
: quant的数学要求是不是就是概率统计随机过程这些？
|
a**********0
发帖数: 422 | 3 are you really good at game theory or you are talking about a different
game theory. In math/operation research/microeconomics game theory is a hard
and huge topic... I programmed in Java for a board game using alpha beta
tree pruning and CS people call it game theory and hope this is not your
version of game theory...
【在 f*****s 的大作中提到】
: cs背景，
: game theory比较精通吧, 概率、统计知识一般。有没有可能找到quant的工作？
: quant的数学要求是不是就是概率统计随机过程这些？
|
p****u
发帖数: 2596 | 4 game thoery in CS department?!!!!!
anyway, game theory is not that useful in finance in my opinion..
【在 f*****s 的大作中提到】
: cs背景，
: game theory比较精通吧, 概率、统计知识一般。有没有可能找到quant的工作？
: quant的数学要求是不是就是概率统计随机过程这些？
|
d*****e
发帖数: 7368 | 5 We dont' use game theory. |
c*******y
发帖数: 1630 | 6 useful if you are a distinguished prof which might have spot
in JPM research team or some high hourly rate consulting business already.
else, you have a long way to "忽悠"
【在 f*****s 的大作中提到】
: cs背景，
: game theory比较精通吧, 概率、统计知识一般。有没有可能找到quant的工作？
: quant的数学要求是不是就是概率统计随机过程这些？
|
Y******u
发帖数: 1912 | 7 chess? 15211?
hard
beta
【在 a**********0 的大作中提到】
: are you really good at game theory or you are talking about a different
: game theory. In math/operation research/microeconomics game theory is a hard
: and huge topic... I programmed in Java for a board game using alpha beta
: tree pruning and CS people call it game theory and hope this is not your
: version of game theory...
|
c*******y
发帖数: 1630 | 8 GNU-HEART?
hard
beta
【在 a**********0 的大作中提到】
: are you really good at game theory or you are talking about a different
: game theory. In math/operation research/microeconomics game theory is a hard
: and huge topic... I programmed in Java for a board game using alpha beta
: tree pruning and CS people call it game theory and hope this is not your
: version of game theory...
|
k***g
发帖数: 7244 | 9 We use Bayesian games for systematic trading and market making. (we don't
derive, say, perfect Bayesian equilibrium formally but we use the intuitions
)
I think game theory is more useful for a relatively small set of players
such as primary market makers. When there are many players, though we can
assume players are homogeneous in such a way that they can be represented by
a few agents, it is not very useful practicality...
【在 f*****s 的大作中提到】
: cs背景，
: game theory比较精通吧, 概率、统计知识一般。有没有可能找到quant的工作？
: quant的数学要求是不是就是概率统计随机过程这些？
|
a**********0
发帖数: 422 | 10 Baysian Games?
I learned "Baysian games" from Prof Joel Sobel.
We may use different terms: we have perfect baysian equilibrium/weak perfect
equilibrium (doesn't deal with the off path case)
Some people call a stage game with incomplete information a Baysian game so
which one are you talking?
Frankly PBE is too complicate concept and I don't think in reality people
behave according to PBE, sometimes it is too rational to calculate (think
about all the information sets and updating the priors!)
Prof Joel Sobel is a master of something called forward induction and he
said it is not that useful these days (i guess for publication purpose)
Almost forget everything about game theory...
intuitions
by
【在 k***g 的大作中提到】
: We use Bayesian games for systematic trading and market making. (we don't
: derive, say, perfect Bayesian equilibrium formally but we use the intuitions
: )
: I think game theory is more useful for a relatively small set of players
: such as primary market makers. When there are many players, though we can
: assume players are homogeneous in such a way that they can be represented by
: a few agents, it is not very useful practicality...
|
k***g
发帖数: 7244 | 11 i know him in person. he's a good friend of my Phd advisor. his paper on
cheap talk with Crawford is still a classic...
people here are talking GMM, ARCH, etc. Hansen's GMM, Engle's ARCH, and
Sobel's cheap talk were all published in the same year.what a coincidence.
1982 is a booming year for econ but a bad year for the financial world, hehe.
perfect
so
【在 a**********0 的大作中提到】
: Baysian Games?
: I learned "Baysian games" from Prof Joel Sobel.
: We may use different terms: we have perfect baysian equilibrium/weak perfect
: equilibrium (doesn't deal with the off path case)
: Some people call a stage game with incomplete information a Baysian game so
: which one are you talking?
: Frankly PBE is too complicate concept and I don't think in reality people
: behave according to PBE, sometimes it is too rational to calculate (think
: about all the information sets and updating the priors!)
: Prof Joel Sobel is a master of something called forward induction and he
|
a**********0
发帖数: 422 | 12 很高兴有同好啊！ Nice to see you here！
hehe.
【在 k***g 的大作中提到】
: i know him in person. he's a good friend of my Phd advisor. his paper on
: cheap talk with Crawford is still a classic...
: people here are talking GMM, ARCH, etc. Hansen's GMM, Engle's ARCH, and
: Sobel's cheap talk were all published in the same year.what a coincidence.
: 1982 is a booming year for econ but a bad year for the financial world, hehe.
:
: perfect
: so
|
