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Related papers: Designing Informative Securities

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Stablecoins have historically depegged due from par to large sales, possibly of speculative nature, or poor reserve asset quality. Using a global game which addresses both concerns, we show that the selling pressure on stablecoin holders…

Trading and Market Microstructure · Quantitative Finance 2026-03-09 Brian Zhu

We study how information perturbations can destabilize two-sided matching markets. In our model, agents arrive on the market over two periods, while agents in the first period do not know the types of those arriving later. Agents already…

Trading and Market Microstructure · Quantitative Finance 2010-09-07 Songzi Du , Yair Livne

The academic job market for new statisticians is highly congested at the interview stage, where departments must rank and select candidates from large applicant pools without credible signals of candidate interest. As a result, interviews…

Applications · Statistics 2026-04-17 Ali Kaazempur-Mofrad , Xiaowu Dai , Xuming He

We consider a queue with an unobservable backlog by the incoming users. There is an information designer that observes the queue backlog and makes recommendations to the users arriving at the queue whether to join or not to join the queue.…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Nasimeh Heydaribeni , Achilleas Anastasopoulos

Market efficiency at least requires the absence of weak arbitrage opportunities, but this is not sufficient to establish a situation where the market is sensitive, i.e., where it "fully reflects" or "rapidly adjusts to" some information…

General Finance · Quantitative Finance 2026-02-25 Gabriel Frahm

Models necessarily capture only parts of a reality. Prediction models aim at capturing a future reality. In this paper we address the question of how the future is constructed (or: imagined) in an investment context where market…

General Finance · Quantitative Finance 2019-12-24 Matthias J. Feiler , Thibaut Ajdler

This paper studies the equilibrium pricing of asset shares in the presence of dynamic private information. The market consists of a risk-neutral informed agent who observes the firm value, noise traders, and competitive market makers who…

Mathematical Finance · Quantitative Finance 2016-07-04 Albina Danilova

We investigate asymmetry of information in the context of robust approach to pricing and hedging of financial derivatives. We consider two agents, one who only observes the stock prices and another with some additional information, and…

Mathematical Finance · Quantitative Finance 2018-04-02 Anna Aksamit , Zhaoxu Hou , Jan Obłój

Designing a financial market that works well is very important for developing and maintaining an advanced economy, but is not easy because changing detailed rules, even ones that seem trivial, sometimes causes unexpected large impacts and…

Trading and Market Microstructure · Quantitative Finance 2021-01-08 Takanobu Mizuta

In this paper incomplete-information models are developed for the pricing of securities in a stochastic interest rate setting. In particular we consider credit-risky assets that may include random recovery upon default. The market…

Pricing of Securities · Quantitative Finance 2010-06-04 Andrea Macrina , Priyanka A. Parbhoo

We study multi-product monopoly pricing where the seller jointly designs the selling mechanism and the information structure for the buyer to learn his values. Unlike the case with exogenous information, we show that when the seller…

Computer Science and Game Theory · Computer Science 2025-10-29 Yang Cai , Yingkai Li , Jinzhao Wu

Socio-technical design embeds social investigations and inquiries into (Information) Technology Design processes. In this position paper, we propose, by using the aforementioned approach the design of technology and policies can…

Computers and Society · Computer Science 2023-04-24 Viktoria Horn , Claude Draude

We propose an incentive mechanism for the sponsored content provider market in which the communication of users can be represented by a graph and the private information of the users is assumed to have a continuous distribution function.…

Computer Science and Game Theory · Computer Science 2023-03-27 Mina Montazeri , Pegah Rokhforoz , Hamed Kebriaei , Olga Fink

Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed in practice, but there has been little effort to evaluate…

Trading and Market Microstructure · Quantitative Finance 2010-09-09 Aseem Brahma , Sanmay Das , Malik Magdon-Ismail

We introduce a model for a market based economic system of cyber-risk valuation to correct fundamental problems of incentives within the information technology and information processing industries. We assess the makeup of the current day…

Cryptography and Security · Computer Science 2016-05-02 Timothy J. O'Shea , Adam Mondl , T. Charles. Clancy

We consider a continuous-time financial market that consists of securities available for dynamic trading, and securities only available for static trading. We work in a robust framework where a set of non-dominated models is given. The…

Probability · Mathematics 2016-09-22 Beatrice Acciaio , Martin Larsson

There has been considerable work on reasoning about the strategic ability of agents under imperfect information. However, existing logics such as Probabilistic Strategy Logic are unable to express properties relating to information…

Artificial Intelligence · Computer Science 2025-01-07 Chunyan Mu , Nima Motamed , Natasha Alechina , Brian Logan

Information sharing among organizations has been gaining attention as a method for improving cybersecurity. However, the associated disclosure costs act as deterrents for firms' voluntary cooperation. In this work, we take a game-theoretic…

Computer Science and Game Theory · Computer Science 2020-01-20 Parinaz Naghizadeh , Mingyan Liu

We consider the problem of designing a derivatives exchange aiming at addressing clients needs in terms of listed options and providing suitable liquidity. We proceed into two steps. First we use a quantization method to select the options…

Trading and Market Microstructure · Quantitative Finance 2019-09-23 Bastien Baldacci , Paul Jusselin , Mathieu Rosenbaum

Strategic information disclosure, in its simplest form, considers a game between an information provider (sender) who has access to some private information that an information receiver is interested in. While the receiver takes an action…

Computer Science and Game Theory · Computer Science 2024-03-14 Raj Kiriti Velicheti , Melih Bastopcu , S. Rasoul Etesami , Tamer Başar