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We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy…

Optimization and Control · Mathematics 2020-05-26 Vladimir Dvorkin , Jalal Kazempour , Pierre Pinson

This study introduces the Kerimov-Alekberli model, a novel information-geometric framework that redefines AI safety by formally linking non-equilibrium thermodynamics to stochastic control for the ethical alignment of autonomous systems. By…

Artificial Intelligence · Computer Science 2026-05-06 Hikmat Karimov , Rahid Zahid Alekberli

The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…

Disordered Systems and Neural Networks · Physics 2008-12-02 A. De Martino , M. Marsili , I. Perez Castillo

Peer-prediction is a mechanism which elicits privately-held, non-variable information from self-interested agents---formally, truth-telling is a strict Bayes Nash equilibrium of the mechanism. The original Peer-prediction mechanism suffers…

Computer Science and Game Theory · Computer Science 2016-03-28 Yuqing Kong , Grant Schoenebeck

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

Trading and Market Microstructure · Quantitative Finance 2014-07-25 Ricardo Lopez-Ruiz , Elyas Shivanian , Jose-Luis Lopez

We consider a stochastic game between three types of players: an inside trader, noise traders and a market maker. In a similar fashion to Kyle's model, we assume that the insider first chooses the size of her market-order and then the…

Trading and Market Microstructure · Quantitative Finance 2021-03-09 Charles-Albert Lehalle , Eyal Neuman , Segev Shlomov

In a New Keynesian model where the trade-off between stabilising the aggregate inflation rate and the output gap arises from sectoral asymmetries, the gains from commitment are either zero or negligible. Thus, to the extent that economic…

Theoretical Economics · Economics 2023-08-28 Juan Paez-Farrell

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

Trading and Market Microstructure · Quantitative Finance 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Data-driven control of nonlinear systems with rigorous guarantees is a challenging problem as it usually calls for nonconvex optimization and requires often knowledge of the true basis functions of the system dynamics. To tackle these…

Optimization and Control · Mathematics 2023-03-27 Tim Martin , Thomas B. Schön , Frank Allgöwer

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

In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…

General Economics · Economics 2021-01-18 Emanuel Vespa , Taylor Weidman , Alistair J. Wilson

The continuous-time version of Kyle's (1985) model is studied, in which market makers are not fiduciaries. They have some market power which they utilize to set the price to their advantage, resulting in positive expected profits. This has…

Trading and Market Microstructure · Quantitative Finance 2019-08-26 Knut Aase , Bernt Øksendal

This paper characterizes informational outcomes in a model of dynamic signaling with vanishing commitment power. It shows that contrary to popular belief, informative equilibria with payoff-relevant signaling can exist without requiring…

Theoretical Economics · Economics 2024-05-17 Egor Starkov

This paper studies the equilibrium pricing of asset shares in the presence of dynamic private information. The market consists of a risk-neutral informed agent who observes the firm value, noise traders, and competitive market makers who…

Mathematical Finance · Quantitative Finance 2016-07-04 Albina Danilova

An employer contracts with a worker to incentivize efforts whose productivity depends on ability; the worker then enters a market that pays him contingent on ability evaluation. With non-additive monitoring technology, the interdependence…

Theoretical Economics · Economics 2025-07-31 Tan Gan , Hongcheng Li

We offer a search-theoretic model of statistical discrimination, in which firms treat identical groups unequally based on their occupational choices. The model admits symmetric equilibria in which the group characteristic is ignored, but…

Theoretical Economics · Economics 2020-04-27 Jiadong Gu , Peter Norman

Interaction strategies for reward in competitive environments are significantly influenced by the nature and extent of available information. In financial markets, particularly foreign exchange (forex), traders operate independently with…

Computational Engineering, Finance, and Science · Computer Science 2024-12-03 Patrick Naivasha , George Musumba , Patrick Gikunda , John Wandeto

We provide an economically sound micro-foundation to linear price impact models, by deriving them as the equilibrium of a suitable agent-based system. Our setup generalizes the well-known Kyle model, by dropping the assumption of a terminal…

Trading and Market Microstructure · Quantitative Finance 2021-05-26 Michele Vodret , Iacopo Mastromatteo , Bence Tóth , Michael Benzaquen

We reconsider the multivariate Kyle model in a risk-neutral setting with a single, perfectly informed rational insider and a rational competitive market maker, setting the price of n correlated securities. We prove the unicity of a…

Trading and Market Microstructure · Quantitative Finance 2018-12-21 Luis Carlos García del Molino , Iacopo Mastromatteo , Michael Benzaquen , Jean-Philippe Bouchaud