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Using mobile phone records and information theory measures, our daily lives have been recently shown to follow strict statistical regularities, and our movement patterns are to a large extent predictable. Here, we apply entropy and…

Physics and Society · Physics 2014-01-17 Roberta Sinatra , Michael Szell

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…

Risk Management · Quantitative Finance 2020-12-21 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Nanbo Peng , Dongdong Wang , Zhixiang Huang

Human behavior is a dynamic process that evolves with experience. Understanding the evolution of individual's risk propensity is critical to design public health interventions to propitiate the adoption of better biosecurity protocols and…

Performative predictions influence the very outcomes they aim to forecast. We study performative predictions that affect a sample (e.g., only existing users of an app) and/or the whole population (e.g., all potential app users). This raises…

Machine Learning · Statistics 2026-02-09 Julian Rodemann , Unai Fischer-Abaigar , James Bailie , Krikamol Muandet

Agents' learning from feedback shapes economic outcomes, and many economic decision-makers today employ learning algorithms to make consequential choices. This note shows that a widely used learning algorithm, $\varepsilon$-Greedy, exhibits…

Machine Learning · Computer Science 2023-12-13 Andreas Haupt , Aroon Narayanan

Humans often make decisions which maximize an internal utility function. For example, humans often maximize their expected reward when gambling and this is considered as a "rational" decision. However, humans tend to change their betting…

Wealthy individuals may be less tempted to defect than those with comparatively low payoffs. To take this into consideration, we introduce coevolutionary success-driven multigames in structured populations. While the core game is always the…

Physics and Society · Physics 2014-10-17 Attila Szolnoki , Matjaz Perc

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Computer Science and Game Theory · Computer Science 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

The use of mobile payment services is an essential contributor to financial inclusion in emerging markets. Unfortunately, the service has become a platform for fraud. Mobile payment users need to be digitally resilient to continue using the…

Computers and Society · Computer Science 2021-08-24 Muftawu Dzang Alhassan , Martin Butler

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

In recent years excessive monetization of football and professionalism among the players has been argued to have affected the quality of the match in different ways. On the one hand, playing football has become a high-income profession and…

Physics and Society · Physics 2023-01-05 Victor Martins Maimone , Taha Yasseri

No matter how much some gamblers occasionally win, as long as they continue to gamble, sooner or later they will lose more to the casino, which is the so-called long bet will lose. Our results demonstrate the counter-intuitive phenomenon,…

General Finance · Quantitative Finance 2022-12-23 Zengjing Chen , Huaijin Liang , Wei Wang , Xiaodong Yan

We elicit incomplete preferences over monetary gambles with subjective uncertainty. Subjects rank gambles, and these rankings are used to estimate preferences; payments are based on estimated preferences. About 40\% of subjects express…

General Economics · Economics 2022-10-06 Kirby Nielsen , Luca Rigotti

Digital platforms such as Facebook, Twitter, Wikipedia, and Amazon Mechanical Turk have transformed the study of human behavior and provided access to new subject pools for academic research. In our study, we leverage the Facebook…

Computers and Society · Computer Science 2019-10-09 Katherine Hoffmann Pham , Francesco Rampazzo , Leah R. Rosenzweig

The Labouchere gambling system is hypothesized to increase the probability of winning a predetermined arbitrary profit in a gambling system such as a coin flip or a roulette game in which both payouts and odds are 1:1. However, use of the…

General Finance · Quantitative Finance 2017-07-04 Jake Billings , Sebastian Del Barco

I unravel the basic long run dynamics of the broker call money market, which is the pile of cash that funds margin loans to retail clients (read: continuous time Kelly gamblers). Call money is assumed to supply itself perfectly…

General Economics · Economics 2022-10-24 Alex Garivaltis

This paper presents an in-depth statistical analysis of an experiment designed to measure the extent to which players in a simple game behave according to a popular behavioral economic model. The p-beauty contest is a multi-player number…

Applications · Statistics 2014-09-18 P. Richard Hahn , Indranil Goswami , Carl Mela

This paper discusses the gambling contest introduced in Seel & Strack (Gambling in contests, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 375, Mar 2012.) and considers the impact of adding a penalty…

Portfolio Management · Quantitative Finance 2013-01-07 Han Feng , David Hobson

We use the fertile ground of betting markets to study the anticipation of major news in financial markets. While there is a considerable body of literature on the accuracy and efficiency of betting markets after important in-match events,…

General Economics · Economics 2025-05-28 David Winkelmann , Christian Deutscher

Online dating emerged as a key platform for human mating. Previous research focused on socio-demographic characteristics to explain human mating in online dating environments, neglecting the commonly recognized relevance of sport. This…

General Economics · Economics 2021-04-13 Daniel Boller , Michael Lechner , Gabriel Okasa
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