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This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and market impact models. We extend previous work on…

Trading and Market Microstructure · Quantitative Finance 2025-03-25 Neil A. Chriss

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

Methodology · Statistics 2021-02-26 Nilabja Guha , Jyotishka Datta

The effect of removing gamification elements from interactive systems has been a long-standing question in gamification research. Early work and foundational theories raised concerns about the endurance of positive effects and the emergence…

Human-Computer Interaction · Computer Science 2021-03-16 Katie Seaborn

Recommender systems daily influence our decisions on the Internet. While considerable attention has been given to issues such as recommendation accuracy and user privacy, the long-term mutual feedback between a recommender system and the…

Information Retrieval · Computer Science 2015-08-10 An Zeng , Chi Ho Yeung , Matus Medo , Yi-Cheng Zhang

In this work, we offer a thorough analytical investigation into the role of shared hyperparameters in a hierarchical Bayesian model, examining their impact on information borrowing and posterior inference. Our approach is rooted in a…

Methodology · Statistics 2025-09-23 Prasenjit Ghosh , Anirban Bhattacharya , Debdeep Pati

We here study the Battle of the Sexes game, a textbook case of asymmetric games, on small networks. Due to the conflicting preferences of the players, analytical approaches are scarce and most often update strategies are employed in…

Physics and Society · Physics 2021-08-24 A. D. Correia , L. L. Leestmaker , H. T. C. Stoof

This work introduces an online Bayesian game-theoretic method for behavior identification in multi-agent dynamical systems. By casting Hamilton-Jacobi-Bellman optimality conditions as linear-in-parameter residuals, the method enables fast…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Francesco Bianchin , Robert Lefringhausen , Sandra Hirche

We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…

Machine Learning · Statistics 2021-10-28 Aodong Li , Alex Boyd , Padhraic Smyth , Stephan Mandt

We examine settings in which agents choose behaviors and care about their neighbors' behaviors, but have incomplete information about the network in which they are embedded. We develop a model in which agents use local knowledge of their…

Theoretical Economics · Economics 2024-12-04 Promit K. Chaudhuri , Matthew O. Jackson , Sudipta Sarangi , Hector Tzavellas

The idea of style transfer has largely only been explored in image-based tasks, which we attribute in part to the specific nature of loss functions used for style transfer. We propose a general formulation of style transfer as an extension…

Machine Learning · Computer Science 2017-05-09 Muthuraman Chidambaram , Yanjun Qi

Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…

Social and Information Networks · Computer Science 2019-12-03 Ruocheng Guo , Jundong Li , Huan Liu

We present a simple model of Texas hold'em poker tournaments which retains the two main aspects of the game: i. the minimal bet grows exponentially with time; ii. players have a finite probability to bet all their money. The distribution of…

Physics and Society · Physics 2007-09-10 Clément Sire

It is non-trivial to design engaging and balanced sets of game rules. Modern chess has evolved over centuries, but without a similar recourse to history, the consequences of rule changes to game dynamics are difficult to predict. AlphaZero…

Artificial Intelligence · Computer Science 2020-09-16 Nenad Tomašev , Ulrich Paquet , Demis Hassabis , Vladimir Kramnik

Motivated by the controversy in the chess community, where Hikaru Nakamura, a renowned grandmaster, has posted multiple impressive winning streaks over the years on the online platform chess.com, we derive the probabilities of various types…

History and Overview · Mathematics 2025-03-18 Guoqing Diao

In this work, we consider dynamic influence maximization games over social networks with multiple players (influencers). The goal of each influencer is to maximize their own reward subject to their limited total budget rate constraints.…

Computer Science and Game Theory · Computer Science 2023-09-26 Melih Bastopcu , S. Rasoul Etesami , Tamer Başar

Intensive longitudinal biomarker data are increasingly common in scientific studies that seek temporally granular understanding of the role of behavioral and physiological factors in relation to outcomes of interest. Intensive longitudinal…

Methodology · Statistics 2024-01-17 Mingyan Yu , Zhenke Wu , Margaret Hicken , Michael R. Elliott

In games with a large number of players where players may have overlapping objectives, the analysis of stable outcomes typically depends on player types. A special case is when a large part of the player population consists of imitation…

Computer Science and Game Theory · Computer Science 2010-06-18 Soumya Paul , R. Ramanujam

This study employs gamified experiments to investigate and refine the Schelling Model of Segregation, a framework that demonstrates how individual preferences can lead to systemic segregation. Using a movement selection algorithm derived…

Physics and Society · Physics 2025-01-15 Aleix Nicolás Olivé , Luce Prignano , Dimitri Marinelli , Emanuele Cozzo

In imperfect information games (e.g. Bridge, Skat, Poker), one of the fundamental considerations is to infer the missing information while at the same time avoiding the disclosure of private information. Disregarding the issue of protecting…

Artificial Intelligence · Computer Science 2024-05-24 Jérôme Arjonilla , Abdallah Saffidine , Tristan Cazenave

Experiments on decision making under uncertainty are known to display a classical pattern of risk aversion and risk seeking referred to as "fourfold pattern" (or "reflection effect") , but recent experiments varying the speed and order of…

Neurons and Cognition · Quantitative Biology 2024-01-17 Francesco Fumarola , Lukasz Kusmierz , Ronald B. Dekker