Related papers: The theory of quantitative trading
Understanding the structure and formation of networks is a central topic in complexity science. Economic networks are formed by decisions of individual agents and thus not properly described by established random graph models. In this…
The book gives a detailed exposition of basic concepts and results of a theory of processes. The presentation of theoretical concepts and results is accompanied with illustrations of their application to solving various problems of…
Analyzed models of learning, which take into account that: 1) the rate of increase of student's knowledge is proportional to the difference between levels of teacher's requirements and prior knowledge; 2) if the requirements are too high,…
The human capacity for working together and with tools builds on cognitive abilities that, while not unique to humans, are most developed in humans both in scale and plasticity. Our capacity to engage with collaborators and with technology…
The study of intelligent systems explains behaviour in terms of economic rationality. This results in an optimization principle involving a function or utility, which states that the system will evolve until the configuration of maximum…
We will compare three types of prices, namely, rational (hedging) prices, geometric (growth rate) prices, and martingale (measure) prices. We will show that rational prices in the complete market theory are sometimes contrary to common…
Quantum Decision Theory, advanced earlier by the authors, and illustrated for lotteries with gains, is generalized to the games containing lotteries with gains as well as losses. The mathematical structure of the approach is based on the…
The aim of this paper is to reemphasize the money theory of exchange which is centered on the function of exchange medium of money, and make a contribution towards linearization of the quantity equation of exchange. A dynamical quantity…
In economics, there are many ways to describe the interaction between a "seller" and a "buyer". The most common one, with which we interact almost every day, is selling for a fixed price. This option is perfect for selling a mass product,…
"What are the origins of risks?" and "How material are they?" -- these are the two most fundamental questions of any risk analysis. Quantitative Structuring -- a technology for building financial products -- provides economically meaningful…
This paper explains some fundamental ideas of {\em feedback} control of quantum systems through the study of a relatively simple two-level system coupled to optical field channels. The model for this system includes both continuous and…
A deterministic trading strategy can be regarded as a signal processing element that uses external information and past prices as inputs and incorporates them into future prices. This paper uses a market maker based method of price…
Quantum games, like quantum algorithms, exploit quantum entanglement to establish strong correlations between strategic player actions. This paper introduces quantum game-theoretic models applied to trading and demonstrates their…
This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…
A simple mechanism for allocating indivisible resources is sequential allocation in which agents take turns to pick items. We focus on possible and necessary allocation problems, checking whether allocations of a given form occur in some or…
We review the statistical mechanics approach to the study of the emerging collective behavior of systems of heterogeneous interacting agents. The general framework is presented through examples is such contexts as ecosystem dynamics and…
Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining,…
Contents 1 Mappings and distortion 2 The mathematics of good behavior much of the time, and the BMO frame of mind 3 Finite polyhedra and combinatorial parameterization problems 4 Quantitative topology, and calculus on singular spaces 5…
We summarize the fundamental issues at stake in algorithmic trading, and the progress made in this field over the last twenty years. We first present the key problems of algorithmic trading, describing the concepts of optimal execution,…
This is a set of 25 articles, developed starting from the Relativistic Theory of Quantum Gravity (first article). Together they form the Theory of Everything.