English
Related papers

Related papers: Market Interventions in a Large-Scale Virtual Econ…

200 papers

We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…

Disordered Systems and Neural Networks · Physics 2009-11-07 Irene Giardina , Jean-Philippe Bouchaud , Marc Mézard

In this paper, inspired by the work of Megiddo on the formation of preferences and strategic analysis, we consider an early market model studied in the field of economic theory, in which each trader's utility may be influenced by the…

Computer Science and Game Theory · Computer Science 2010-09-03 Xi Chen , Shang-Hua Teng

Modern technology and innovations are becoming more crucial than ever for the survival of companies in the market. Therefore, it is significant both from theoretical and practical points of view to understand how governments can influence…

General Finance · Quantitative Finance 2021-05-12 Michał Chorowski , Ryszard Kutner

With the support of the blockchain systems, the cryptocurrency has changed the world of virtual assets. Digital games, especially those with massive multi-player scenarios, will be significantly impacted by this novel technology. However,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-14 Tian Min , Hanyi Wang , Yaoze Guo , Wei Cai

The unprecedented access offered by the World Wide Web brings with it the potential to gather huge amounts of data on human activities. Here we exploit this by using a toy model of financial markets, the Minority Game (MG), to investigate…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Paolo Laureti , Peter Ruch , Joseph Wakeling , Yi-Cheng Zhang

We consider a Nash equilibrium between two high-frequency traders in a simple market impact model with transient price impact and additional quadratic transaction costs. Extending a result by Sch\"oneborn (2008), we prove existence and…

Trading and Market Microstructure · Quantitative Finance 2017-05-10 Alexander Schied , Tao Zhang

Taxation constitutes a fundamental component of modern national economic systems, exerting profound impacts on both societal functioning and governmental operations. In this paper, we employ an interdependent network approach to model the…

Physics and Society · Physics 2026-04-13 Qin Li , Ting Ling , Minyu Feng , Attila Szolnoki

The quest of this work is to present discussions of some fundamental questions of economics in the era of quantum technology, which require a treatment different from economics studied thus far in the literature. A study of quantum economic…

Quantum Physics · Physics 2023-12-12 Kazuki Ikeda , Shoto Aoki

Strategic shrouding of taxes by profit-maximizing firms can impair the effectiveness of corrective taxes. This paper explores tax shrouding and its consequences after the introduction of a digital sin tax designed to discourage harmful…

General Economics · Economics 2024-09-04 Johannes Kasinger

We reason about possible future development of quantum game theory and its impact on information processing and the emerging information society. Two of the authors have recently proposed a quantum description of financial market in terms…

Quantum Physics · Physics 2007-05-23 Ireneusz Pakula , Edward W. Piotrowski , Jan Sladkowski

In this paper, we study a generalization of Markov games and pseudo-games that we call Markov pseudo-games, which, like the former, captures time and uncertainty, and like the latter, allows for the players' actions to determine the set of…

Computer Science and Game Theory · Computer Science 2025-08-21 Denizalp Goktas , Sadie Zhao , Yiling Chen , Amy Greenwald

This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and hedged against. We examine the effect of different market…

Condensed Matter · Physics 2009-10-31 P. Jefferies , M. L. Hart , P. M. Hui , N. F. Johnson

Modern approaches to stock pricing in quantitative finance are typically founded on the 'Black-Scholes model' and the underlying 'random walk hypothesis'. Empirical data indicate that this hypothesis works well in stable situations but, in…

General Finance · Quantitative Finance 2013-01-08 Diederik Aerts , Bart D'Hooghe , Sandro Sozzo

It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I develop a quantitative theory for the…

Statistical Finance · Quantitative Finance 2008-12-02 Austin Gerig

A large body of empirical literature has shown that market impact of financial prices is transient. However, from a theoretical standpoint, the origin of this temporary nature is still unclear. We show that an implied transient impact…

Trading and Market Microstructure · Quantitative Finance 2023-03-21 Francesco Cordoni , Fabrizio Lillo

We consider a number of Artificial Chemistry models for economic activity and what consequences they have for the formation of economic inequality. We are particularly interested in what tax measures are effective in dampening economic…

General Finance · Quantitative Finance 2021-09-15 Wolfgang Banzhaf

From viral jokes to a billion-dollar phenomenon, meme coins have become one of the most popular segments in cryptocurrency markets. Unlike utility-focused crypto assets like Bitcoin, meme coins derive value primarily from community…

Trading and Market Microstructure · Quantitative Finance 2026-01-05 Alberto Maria Mongardini , Alessandro Mei

Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices. When there…

Trading and Market Microstructure · Quantitative Finance 2015-06-18 Li-Xin Zhong , Wen-Juan Xu , Ping Huang , Chen-Yang Zhong , Tian Qiu

This paper presents a dynamic game framework to analyze the role of large banks in interbank markets. By extending existing models, we incorporate a large bank as a dynamic decision-maker interacting with multiple small banks. Using the…

Mathematical Finance · Quantitative Finance 2025-04-22 Yuanyuan Chang , Dena Firoozi , David Benatia

We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market members and of other market participants…

Trading and Market Microstructure · Quantitative Finance 2015-03-18 Angelo Carollo , Gabriella Vaglica , Fabrizio Lillo , Rosario N. Mantegna