Related papers: Quantum Prisoner's Dilemma and High Frequency Trad…
High-frequency trading (HFT) accounts for almost half of equity trading volume, yet it is not identified in public data. We develop novel data-driven measures of HFT activity that separate strategies that supply and demand liquidity. We…
Semi-quantum protocols that allow some of the users to remain classical are proposed for a large class of problems associated with secure communication and secure multiparty computation. Specifically, first time semi-quantum protocols are…
What happens when an infinite number of players play a quantum game? In this tutorial, we will answer this question by looking at the emergence of cooperation, in the presence of noise, in a one-shot quantum Prisoner's dilemma (QuPD). We…
This paper introduces a jump-diffusion pricing model specifically designed for algorithmic trading and high-frequency trading (HFT). The model incorporates independent jump and diffusion processes, providing a more precise representation of…
For decades it is known that Quantum Computers might serve as a tool to solve a very specific kind of problems that have long thought to be incalculable. Some of those problems are of a combinatorial nature, with the quantum advantage…
A new approach to play games quantum mechanically is proposed. We consider two players who perform measurements in an EPR-type setting. The payoff relations are defined as functions of *correlations*, i.e. without reference to classical or…
In this paper we use game theoretic techniques to study the value of cooperation in distributed spectrum management problems. We show that the celebrated iterative water-filling algorithm is subject to the prisoner's dilemma and therefore…
We characterize exact, and approximate, optimality of games that players can interact with using quantum strategies. In comparison to a previous work of the author, arXiv: 2311.12887, which applied a 2016 framework due to Ostrev for…
Enabling quantum switches (QSs) to serve requests submitted by quantum end nodes in quantum communication networks (QCNs) is a challenging problem due to the heterogeneous fidelity requirements of the submitted requests and the limited…
We devised a protocol that allows two parties, who may malfunction or intentionally convey incorrect information in communication through a quantum channel, to verify each other's measurements and agree on each other's results. This has…
Quantum key distribution (QKD) can help two distant peers to share secret key bits, whose security is guaranteed by the law of physics. In practice, the secret key rate of a QKD protocol is always lowered with the increasing of channel…
We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact…
The problem of two companies of agents with one-step memory playing game is investigated in the context of the Iterated Prisoner's Dilemma under the partial imitation rule, where a player can imitate only those moves that he has observed in…
In a two-stage repeated classical game of prisoners' dilemma the knowledge that both players will defect in the second stage makes the players to defect in the first stage as well. We find a quantum version of this repeated game where the…
The Quantum Fourier Transform (QFT) is a fundamental component of many quantum computing algorithms. In this paper, we present an alternative method for factoring this transformation. Inspired by this approach, we introduce a new quantum…
Quantum computers are on the verge of becoming a commercially available reality. They represent a paradigm shift in computing, with a steep learning gradient. The creation of games is a way to ease the transition for beginners. We present a…
Over the last twenty years of research on quantum game theory have given us many ideas of how quantum games could be played. One of the most prominent ideas in the field is a model of quantum playing a 2x2 game introduced by J. Eisert, M.…
We analyze the necessary physical conditions to model an open quantum system as a quantum game. By applying the formalism of Quantum Operations on a particular system, we use Kraus operators as quantum strategies. The physical…
Recently, constant-depth quantum circuits are proved more powerful than their classical counterparts at solving certain problems, e.g., the two-dimensional (2D) hidden linear function (HLF) problem regarding a symmetric binary matrix. To…
This work, based on the author's MA thesis, concentrates on simultaneous move quantum games of two players. A numerical algorithm based on the method of best response functions, designed to search for pure strategy Nash equilibrium in…