Related papers: Communication Strategies for Low-Latency Trading
We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…
We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…
We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…
We propose a unified coded framework for distributed computing with straggling servers, by introducing a tradeoff between "latency of computation" and "load of communication" for some linear computation tasks. We show that the coded scheme…
In bandwidth allocation, competing agents wish to transmit data along paths of links in a network, and each agent's utility is equal to the minimum bandwidth she receives among all links in her desired path. Recent market mechanisms for…
The concurrency control algorithms in transactional systems limits concurrency to provide strong semantics, which leads to poor performance under high contention. As a consequence, many transactional systems eschew strong semantics to…
An efficient analog network coding transmission protocol is proposed in this letter for a MIMO two way cellular network. Block signal alignment is first proposed to null the inter-user interference for multi-antenna users, which makes the…
We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…
We consider joint optimization of artificial noise (AN) and information signals in a MIMO wiretap interference network, wherein the transmission of each link may be overheard by several MIMO-capable eavesdroppers. Each information signal is…
Traders in a market typically have widely different, private information on the return of an asset. The equilibrium price of the asset may reflect this information more accurately if the number of traders is large enough compared to the…
In this paper we analyze the interference channel as a conflict situation. This viewpoint implies that certain points in the rate region are unreasonable to one of the players. Therefore these points cannot be considered achievable based on…
We study the competition of two strategic agents for liquidity in the benchmark portfolio tracking setup of Bank, Soner, Vo{\ss} (2017). Specifically, both agents track their own stochastic running trading targets while interacting through…
We study equilibrium investment into bidding and latency reduction for different sequencing policies. For a batch auction design, we observe that bidders shade bids according to the likelihood that competing bidders land in the current…
Online video games are getting more popular, attracting a continuously growing number of players. The main performance metrics of this application on the network level are packet ordering, communication throughput and transmission latency.…
Lateral predictive coding is a recurrent neural network which creates energy-efficient internal representations by exploiting statistical regularity in sensory inputs. Here we investigate the trade-off between information robustness and…
In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…
Trading algorithms that execute large orders are susceptible to exploitation by order anticipation strategies. This paper studies the influence of order anticipation strategies in a multi-investor model of optimal execution under transient…
We address the challenge of designing optimal adversarial noise algorithms for settings where a learner has access to multiple classifiers. We demonstrate how this problem can be framed as finding strategies at equilibrium in a two-player,…
Tie-line scheduling in multi-area power systems in the US largely proceeds through a market-based mechanism called Coordinated Transaction Scheduling (CTS). We analyze this market mechanism through a game-theoretic lens. Our analysis…
A common assumption in the existing network coding literature is that the users are cooperative and non-selfish. However, this assumption can be violated in practice. In this paper, we analyze inter-session network coding in a wired network…