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A new solution concept for two-player zero-sum matrix games with multi-dimensional payoff is introduced. It is based on extensions of vector orders in K-dimensional spaces to order relations in their power sets, so-called set relations, and…

Optimization and Control · Mathematics 2017-01-31 Andreas H. Hamel , Andreas Loehne

The concept of conditional expectation is important in applications of probability and statistics in many areas such as reliability engineering, economy, finance, and actuarial sciences due to its property of being the best predictor of a…

Statistics Theory · Mathematics 2022-11-07 Ismihan Bayramoglu

Contrary to the claims made by several authors, a financial market model in which the price of a risky security follows a reflected geometric Brownian motion is not arbitrage-free. In fact, such models violate even the weakest no-arbitrage…

Mathematical Finance · Quantitative Finance 2022-09-07 Dean Buckner , Kevin Dowd , Hardy Hulley

Resource allocation problems are a fundamental domain in which to evaluate the fairness properties of algorithms. The trade-offs between fairness and utilization have a long history in this domain. A recent line of work has considered…

Data Structures and Algorithms · Computer Science 2020-10-20 Kate Donahue , Jon Kleinberg

An accumulator is a bet that presents a rather unique payout structure, in that it combines multiple bets into a wager that can generate a total payout given by the multiplication of the individual odds of its parts. These potentially…

Artificial Intelligence · Computer Science 2020-04-21 Nassim Dehouche

We develop a theory which applies to any market dynamics that satisfy a fair market assumption on the nullity of the average profit of simple market making strategies. We show that for any such fair market, there exists a martingale fair…

Trading and Market Microstructure · Quantitative Finance 2015-06-09 Thibault Jaisson

This paper presents a stochastic model for discrete-time trading in financial markets where trading costs are given by convex cost functions and portfolios are constrained by convex sets. The model does not assume the existence of a cash…

Pricing of Securities · Quantitative Finance 2010-06-24 Teemu Pennanen

In this work we present a new family of options (mirror options) specially crafted to satisfy the necessities of aggressive speculators. The main ideas behind mirror options are: 1) A product that can be adjusted by the holder to agree with…

Condensed Matter · Physics 2007-05-23 Julian Manzano

In this paper we discuss about properties of lattices and its application in theoretical and algorithmic number theory. This result of Minkowski regarding the lattices initiated the subject of Geometry of Numbers, which uses geometry to…

History and Overview · Mathematics 2021-08-03 Sourangshu Ghosh

We present an explicit hedging strategy, which enables to prove arbitrageness of market incorporating at least two assets depending on the same random factor. The implied Black-Scholes volatility, computed taking into account the form of…

Pricing of Securities · Quantitative Finance 2011-03-01 Mikhail Martynov , Olga Rozanova

The notion of geometric version of an infinitely divisible law is introduced. Concepts parallel to attraction and partial attraction are developed and studied in the setup of geometric summing of random variables.

Probability · Mathematics 2014-09-16 E. Sandhya , R. N. Pillai

In this study we prove the existence of statistical arbitrage opportunities in the Black-Scholes framework by considering trading strategies that consists of borrowing from the risk free rate and taking a long position in the stock until it…

Mathematical Finance · Quantitative Finance 2014-09-02 Ahmet Goncu

In this paper, the optimal mean-reverting portfolio (MRP) design problem is considered, which plays an important role for the statistical arbitrage (a.k.a. pairs trading) strategy in financial markets. The target of the optimal MRP design…

Portfolio Management · Quantitative Finance 2018-03-09 Ziping Zhao , Rui Zhou , Zhongju Wang , Daniel P. Palomar

Statistical arbitrage is a prevalent trading strategy which takes advantage of mean reverse property of spread of paired stocks. Studies on this strategy often rely heavily on model assumption. In this study, we introduce an innovative…

Statistical Finance · Quantitative Finance 2024-03-20 Boming Ning , Kiseop Lee

It is shown that delta hedging provides the optimal trading strategy in terms of minimal required initial capital to replicate a given terminal payoff in a continuous-time Markovian context. This holds true in market models where no…

Pricing of Securities · Quantitative Finance 2012-10-10 Johannes Ruf

In this paper we describe market in projective geometry language and give definition of a matrix of market rate, which is related to the matrix rate of return and the matrix of judgements in the Analytic Hierarchy Process (AHP). We use…

Portfolio Management · Quantitative Finance 2009-11-13 Anna Szczypinska , Edward W. Piotrowski

Combinatorial auctions are formulated as frustrated lattice gases on sparse random graphs, allowing the determination of the optimal revenue by methods of statistical physics. Transitions between computationally easy and hard regimes are…

Statistical Mechanics · Physics 2009-11-11 Tobias Galla , Michele Leone , Matteo Marsili , Mauro Sellitto , Martin Weigt , Riccardo Zecchina

The ``impossibility theorem'' -- which is considered foundational in algorithmic fairness literature -- asserts that there must be trade-offs between common notions of fairness and performance when fitting statistical models, except in two…

Machine Learning · Computer Science 2023-02-14 Andrew Bell , Lucius Bynum , Nazarii Drushchak , Tetiana Herasymova , Lucas Rosenblatt , Julia Stoyanovich

Following a previous article we continue our study on non-terminating hypergeometric series with one free parameter, which aims to find arithmetical constraints for a given hypergeometric series to admit a gamma product formula. In this…

Classical Analysis and ODEs · Mathematics 2018-02-12 Katsunori Iwasaki

This paper proposes a new approach to power in Game Theory. Cooperation and conflict are simulated with a mechanism of payoff alteration, called F-game. Using convex combinations of preferences, an F-game can measure players' attitude to…

Theoretical Economics · Economics 2024-01-30 Daniele De Luca