Related papers: Nonparametric Strategy Test
We derive a nonparametric test for constant beta over a fixed time interval from high-frequency observations of a bivariate \Ito semimartingale. Beta is defined as the ratio of the spot continuous covariation between an asset and a risk…
Biometric recognition is used across a variety of applications from cyber security to border security. Recent research has focused on ensuring biometric performance (false negatives and false positives) is fair across demographic groups.…
Randomized experiments can be susceptible to selection bias due to potential non-compliance by the participants. While much of the existing work has studied compliance as a static behavior, we propose a game-theoretic model to study…
We investigate different versions of the minority game, a toy model for agents buying and selling a commodity. The Hamming distance between the strategies used by agents to take decisions is introduced as an analytical tool to determine…
Autonomous agents should coordinate effectively without prior knowledge of others' intents. While prior work has focused on intent inference, we address the inverse problem: how agents can strategically demonstrate their intents within…
We consider an example of cyclic competition bimatrix game which is a Rock-Scissors-Paper game with assumption about perfect memory of the playing agents. At first we investigate the dynamics in the neighbourhood of the Nash equilibrium as…
We study nonzero-sum hypothesis testing games that arise in the context of adversarial classification, in both the Bayesian as well as the Neyman-Pearson frameworks. We first show that these games admit mixed strategy Nash equilibria, and…
We study two-player security games which can be viewed as sequences of nonzero-sum matrix games played by an Attacker and a Defender. The evolution of the game is based on a stochastic fictitious play process, where players do not have…
In increasingly different contexts, it happens that a human player has to interact with artificial players who make decisions following decision-making algorithms. How should the human player play against these algorithms to maximize his…
We consider learning by fictitious play in a large population of agents engaged in single-play, two-person rounds of a symmetric game, and derive a mean-filed type model for the corresponding stochastic process. Using this model, we…
In a nonlocal game, two noncommunicating players cooperate to convince a referee that they possess a strategy that does not violate the rules of the game. Quantum strategies allow players to optimally win some games by performing joint…
Several variations of hat guessing games have been popularly discussed in recreational mathematics. In a typical hat guessing game, after initially coordinating a strategy, each of $n$ players is assigned a hat from a given color set.…
This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
Best-response mechanisms (Nisan, Schapira, Valiant, Zohar, 2011) provide a unifying framework for studying various distributed protocols in which the participants are instructed to repeatedly best respond to each others' strategies. Two…
It is common to assume that agents will adopt Nash equilibrium strategies; however, experimental studies have demonstrated that Nash equilibrium is often a poor description of human players' behavior in unrepeated normal-form games. In this…
This paper studies repeated games where two players play multiple duopolistic games simultaneously (multimarket contact). A key assumption is that each player receives a noisy and private signal about the other's actions (private monitoring…
Competitor rating systems for head-to-head games are typically used to measure playing strength from game outcomes. Ratings computed from these systems are often used to select top competitors for elite events, for pairing players of…
We study a five-species cyclic system wherein individuals of one species strategically adapt their movements to enhance their performance in the spatial rock-paper-scissors game. Environmental cues enable the awareness of the presence of…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…