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Stylized facts of empirical assets log-returns $Z$ include the existence of (semi) heavy tailed distributions $f_Z(z)$ and a non-linear spectrum of Hurst exponents $\tau(\beta)$. Empirical data considered are daily prices of 10 large…

Physics and Society · Physics 2008-12-02 Stefan Reimann

We report on a series of experiments in which we study the coevolutionary "arms-race" dynamics among groups of agents that engage in adaptive automated trading in an accurate model of contemporary financial markets. At any one time, every…

Computational Engineering, Finance, and Science · Computer Science 2021-09-23 Nik Alexandrov , Dave Cliff , Charlie Figuero

We consider a feature-based personalized pricing problem in which the buyer is strategic: given the seller's pricing policy, the buyer can augment the features that they reveal to the seller to obtain a low price for the product. We model…

Optimization and Control · Mathematics 2024-08-19 Zhi Chen , Bradley Sturt , Weijun Xie

Motivated by the application of real-time pricing in e-commerce platforms, we consider the problem of revenue-maximization in a setting where the seller can leverage contextual information describing the customer's history and the product's…

Machine Learning · Computer Science 2019-08-13 Virag Shah , Jose Blanchet , Ramesh Johari

In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics.…

Portfolio Management · Quantitative Finance 2018-10-24 Sühan Altay , Katia Colaneri , Zehra Eksi

We seek a discussion about the most suitable feedback control structure for stock trading under the consideration of proportional transaction costs. Suitability refers to robustness and performance capability. Both are tested by considering…

Computational Engineering, Finance, and Science · Computer Science 2017-10-05 Mogens Graf Plessen , Alberto Bemporad

We provide a natural learning process in which a financial trader without a risk receives a gain in case when Stock Market is inefficient. In this process, the trader rationally choose his gambles using a prediction made by a randomized…

Machine Learning · Computer Science 2011-05-24 Vladimir Trunov , Vladimir V'yugin

In this paper, we propose a model-free feedback solution method to solve generic constrained optimization problems, without knowing the specific formulations of the objective and constraint functions. This solution method is termed…

Optimization and Control · Mathematics 2022-06-23 Xin Chen , Jorge I. Poveda , Na Li

This paper proposes a model of optimal tax-induced transfer pricing with a fuzzy arm's length parameter. Fuzzy numbers provide a suitable structure for modelling the ambiguity that is intrinsic to the arm's length parameter. For the usual…

General Economics · Economics 2019-01-15 Alex A. T. Rathke

Zero Determinant (ZD) strategies are a new class of probabilistic and conditional strategies that are able to unilaterally set the expected payoff of an opponent in iterated plays of the Prisoner's Dilemma irrespective of the opponent's…

Populations and Evolution · Quantitative Biology 2013-08-07 Christoph Adami , Arend Hintze

Traditional user profiling techniques rely on browsing history or purchase records to identify users' willingness to pay. This enables sellers to offer personalized prices to profiled users while charging only a uniform price to…

Computer Science and Game Theory · Computer Science 2026-02-17 Qinqi Lin , Lingjie Duan , Jianwei Huang

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

Machine Learning · Computer Science 2021-05-11 Sihang Chen , Weiqi Luo , Chao Yu

Peer prediction mechanisms are often adopted to elicit truthful contributions from crowd workers when no ground-truth verification is available. Recently, mechanisms of this type have been developed to incentivize effort exertion, in…

Computer Science and Game Theory · Computer Science 2016-12-05 Yang Liu , Yiling Chen

Pairs trading is a market-neutral strategy that exploits historical correlation between stocks to achieve statistical arbitrage. Existing pairs-trading algorithms in the literature require rather restrictive assumptions on the underlying…

Statistical Finance · Quantitative Finance 2016-08-15 Atul Deshpande , B. Ross Barmish

In this paper we extend the investigation into the transition from sure to probabilistic sniping as introduced in Menkveld and Zoican \cite{mz2017}. In that paper, the authors introduce a stylized version of a competitive game in which high…

Mathematical Finance · Quantitative Finance 2020-09-14 Somayeh Kokabisaghi , Eric J Pauwels , Andre B Dorsman

Prediction markets are widely treated as forecasting devices that reveal collective expectations about uncertain futures. This article argues that under specifiable conditions they also function as coordination mechanisms: public…

General Economics · Economics 2026-04-29 Maksym Nechepurenko

The Foreign Exchange (Forex) is a large decentralized market, on which trading analysis and algorithmic trading are popular. Research efforts have been focusing on proof of efficiency of certain technical indicators. We demonstrate,…

Statistical Finance · Quantitative Finance 2021-06-01 Nikolay Ivanov , Qiben Yan

This research paper focuses on the integration of Artificial Intelligence (AI) into the currency trading landscape, positing the development of personalized AI models, essentially functioning as intelligent personal assistants tailored to…

Machine Learning · Computer Science 2023-12-04 Jai Pal

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

Machine Learning · Computer Science 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

This paper presents a framework of imitating the principal investor's behavior for optimal pricing and hedging options. We construct a non-deterministic Markov decision process for modeling stock price change driven by the principal…

Pricing of Securities · Quantitative Finance 2022-01-14 Xin Jin