English
Related papers

Related papers: Bounded arbitrage and nearly rational behavior

200 papers

We explore the role that random arbitrage opportunities play in hedging financial derivatives. We extend the asymptotic pricing theory presented by Fedotov and Panayides [Stochastic arbitrage return and its implication for option pricing,…

Other Condensed Matter · Physics 2009-11-11 Stephanos Panayides

This paper studies preference aggregation under ambiguity when agents have incomplete preference relations due to imprecise beliefs. We introduce the "dual" of the Pareto principle, which respects unanimity among individuals, including…

Theoretical Economics · Economics 2025-12-19 Leo Kurata , Kensei Nakamura

In this paper paired comparison models with stochastic background are investigated. We focus on the models which allow three options for choice and the parameters are estimated by maximum likelihood method. The existence and uniqueness of…

Statistics Theory · Mathematics 2023-06-06 László Gyarmati , Éva Orbán-Mihálykó , Csaba Mihálykó

A perfectly rational decision-maker chooses the best action with the highest utility gain from a set of possible actions. The optimality principles that describe such decision processes do not take into account the computational costs of…

Artificial Intelligence · Computer Science 2013-12-25 Jordi Grau-Moya , Daniel A. Braun

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitrage opportunities, is a local continuity requirement on the…

Probability · Mathematics 2015-01-19 Alexander Alvarez , Sebastian Ferrando

Impartial selection has recently received much attention within the multi-agent systems community. The task is, given a directed graph representing nominations to the members of a community by other members, to select the member with the…

Computer Science and Game Theory · Computer Science 2022-05-25 Ioannis Caragiannis , George Christodoulou , Nicos Protopapas

The relative arbitrage portfolio outperforms a benchmark portfolio over a given time-horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi-agent…

Mathematical Finance · Quantitative Finance 2026-04-23 Tomoyuki Ichiba , Nicole Tianjiao Yang

The well-known Condorcet's Jury theorem posits that the majority rule selects the best alternative among two available options with probability one, as the population size increases to infinity. We study this result under an asymmetric…

Computer Science and Game Theory · Computer Science 2024-08-02 Ganesh Ghalme , Reshef Meir

We provide a logical framework in which a resource-bounded agent can be seen to perform approximations of probabilistic reasoning. Our main results read as follows. First we identify the conditions under which propositional probability…

Logic in Computer Science · Computer Science 2022-05-09 Paolo Baldi , Hykel Hosni

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

An arbitrage strategy allows a financial agent to make certain profit out of nothing, i.e., out of zero initial investment. This has to be disallowed on economic basis if the market is in equilibrium state, as opportunities for riskless…

General Finance · Quantitative Finance 2010-02-16 Constantinos Kardaras

We study the subtlety of optimal paternalism when a utilitarian planner has the power to design a discrete choice set for a heterogeneous population with bounded rationality. We first consider the planning problem in abstraction. We show…

Econometrics · Economics 2026-01-23 Charles F. Manski , Eytan Sheshinski

Many important economic outcomes result from the combined effects of several choices, so the best option is not determined from each choice in isolation, but depends on how each choice alters total outcomes. We formally show that narrow…

General Economics · Economics 2025-04-08 Francesco Fallucchi , Marc Kaufmann

In the last decade the Sznajd Model has been successfully employed in modeling some properties and scale features of both proportional and majority elections. We propose a new version of the Sznajd model with a generalized bounded…

Statistical Mechanics · Physics 2011-02-28 André M. Timpanaro , Carmen P. C. Prado

We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…

Theoretical Economics · Economics 2023-12-12 Haoge Chang , Yusuke Narita , Kota Saito

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

Machine Learning · Computer Science 2022-03-21 Suyun Liu , Luis Nunes Vicente

Given a set of conflicting arguments, there can exist multiple plausible opinions about which arguments should be accepted, rejected, or deemed undecided. We study the problem of how multiple such judgments can be aggregated. We define the…

Artificial Intelligence · Computer Science 2017-06-20 Edmond Awad , Richard Booth , Fernando Tohme , Iyad Rahwan

We are interested in the existence of equivalent martingale measures and the detection of arbitrage opportunities in markets where several multi-asset derivatives are traded simultaneously. More specifically, we consider a financial market…

Pricing of Securities · Quantitative Finance 2021-11-23 Antonis Papapantoleon , Paulo Yanez Sarmiento

The purpose of this work is to explore the role that arbitrage opportunities play in pricing financial derivatives. We use a non-equilibrium model to set up a stochastic portfolio, and for the random arbitrage return, we choose a stationary…

General Mathematics · Mathematics 2015-06-26 Sergei Fedotov , Stephanos Panayides