English
Related papers

Related papers: Arbitrage and Geometry

200 papers

We discuss the time evolution of quotation of stocks and commodities and show that they form an Ising chain. We show that transaction costs induce arbitrage risk that usually is neglected. The full analysis of the portfolio theory is…

Condensed Matter · Physics 2015-06-24 E. W. Piotrowski , J. Sladkowski

This paper studies arbitrage pricing theory in financial markets with implicit transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded…

Pricing of Securities · Quantitative Finance 2017-07-25 Erindi Allaj

We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…

Probability · Mathematics 2023-12-19 David J. Aldous , F. Thomas Bruss

Across machine learning (ML) sub-disciplines, researchers make explicit mathematical assumptions in order to facilitate proof-writing. We note that, specifically in the area of fairness-accuracy trade-off optimization scholarship, similar…

Computers and Society · Computer Science 2021-09-09 A. Feder Cooper , Ellen Abrams

Consider an equity market with $n$ stocks. The vector of proportions of the total market capitalizations that belong to each stock is called the market weight. The market weight defines the market portfolio which is a buy-and-hold portfolio…

Portfolio Management · Quantitative Finance 2015-07-29 Soumik Pal , Ting-Kam Leonard Wong

Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

We introduce a class of financial contracts involving several parties by extending the notion of a two-person game option (see Kifer (2000)) to a contract in which an arbitrary number of parties is involved and each of them is allowed to…

Mathematical Finance · Quantitative Finance 2014-05-13 Ivan Guo , Marek Rutkowski

Most insurance contracts are inherently linked to financial markets, be it via interest rates, or -- as hybrid products like equity-linked life insurance and variable annuities -- directly to stocks or indices. However, insurance contracts…

Mathematical Finance · Quantitative Finance 2022-11-28 Philippe Artzner , Karl-Theodor Eisele , Thorsten Schmidt

In this paper, we present betting strategy of a football game using probability theory. We know all betting houses offer slightly unfair odds towards the player. Here we discuss a simple way to figure out which betting house is offering…

Applications · Statistics 2017-06-07 Kanika Saha , Ananya Lahiri

Opportunity cost matrices are interesting in the context of scenario reduction. We provide new algorithms, based on ideas from algebraic geometry, to efficiently compute the opportunity cost matrix using computational algebraic geometry. We…

Optimization and Control · Mathematics 2023-03-14 Yuchen Ge , Janosch Ortmann , Walter Rei

An algorithm is presented that generates sets of size equal to the degree of a given variety defined by a homogeneous ideal. This algorithm suggests a versatile framework to study various problems in combinatorial algebraic geometry and…

Combinatorics · Mathematics 2023-06-02 Ada Stelzer , Alexander Yong

We discuss final-offer arbitration where two quantitative issues are in dispute and model it as a zero-sum game. Under reasonable assumptions we both derive a pure strategy pair and show that it is both a local equilibrium and furthermore…

Optimization and Control · Mathematics 2015-10-13 Brian Powers

The traditional mathematical model for an impartial combinatorial game is defined recursively as a set of the options of the game, where the options are games themselves. We propose a model called gamegraph, together with its generalization…

Combinatorics · Mathematics 2024-11-05 Bojan Bašić , Paul Ellis , Dana C. Ernst , Danijela Popović , Nándor Sieben

The classical discrete time model of proportional transaction costs relies on the assumption that a feasible portfolio process has solvent increments at each step. We extend this setting in two directions, allowing for convex transaction…

Mathematical Finance · Quantitative Finance 2021-01-15 Emmanuel Lepinette , Ilya Molchanov

The valuation process that economic agents undergo for investments with uncertain payoff typically depends on their statistical views on possible future outcomes, their attitudes toward risk, and, of course, the payoff structure itself.…

Pricing of Securities · Quantitative Finance 2010-01-11 Constantinos Kardaras

In prediction-based decision-making systems, different perspectives can be at odds: The short-term business goals of the decision makers are often in conflict with the decision subjects' wish to be treated fairly. Balancing these two…

Computers and Society · Computer Science 2023-05-03 Corinna Hertweck , Joachim Baumann , Michele Loi , Eleonora Viganò , Christoph Heitz

Geometry constitutes a core set of intuitions present in all humans, regardless of their language or schooling [1]. Could brain's built in machinery for processing geometric information take part in uncertainty representation? For decades…

Pricing of Securities · Quantitative Finance 2022-09-12 Felix Polyakov

In a Markovian model for a financial market, we characterize the best arbitrage with respect to the market portfolio that can be achieved using nonanticipative investment strategies, in terms of the smallest positive solution to a parabolic…

Computational Finance · Quantitative Finance 2010-10-26 Daniel Fernholz , Ioannis Karatzas

The notions of symmetry and anonymity in strategic games have been formalized in different ways in the literature. We propose a combinatorial framework to analyze these notions, using group actions. Then, the same framework is used to…

Combinatorics · Mathematics 2021-03-19 Fernando Tohmé , Ignacio Viglizzo