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The shark game : equilibrium with bounded rationality

Stanciu-Viziteu, Lucian Daniel - In: Managing market complexity : the approach of artificial …, (pp. 103-111). 2012

Persistent link: https://www.econbiz.de/10009580024

Application of multi-agent games to the prediction of financial time-series

Johnson, Neil F.; Lamper, David; Jefferies, Paul; Hart, … - 2001

Persistent link: https://www.econbiz.de/10009581667

Instabilities in Multi-Asset and Multi-Agent Market Impact Games

Cordoni, Francesco - 2020

We consider the general problem of a set of agents trading a portfolio of assets in the presence of transient price impact and additional quadratic transaction costs and we study, with analytical and numerical methods, the resulting Nash equilibria. Extending significantly the framework of...

Persistent link: https://www.econbiz.de/10012837608

Multiagent systems for modeling the information game in a financial market

Ben Abdelaziz, Fouad; Mrad, Fatma - In: International transactions in operational research : a … 30 (2023) 5, pp. 2210-2223

Persistent link: https://www.econbiz.de/10014259136

On the Solution of Games With Arbitrary Payoffs : An Application to an Over-the-Counter Financial Market

Kollias, Iraklis; Leventides, John; Papavassiliou, … - 2023

This paper defines a variety of game theoretic solution concepts in the language of soft set theory. We begin by … solution to cooperative bargaining games within the framework of soft set theory, illustrate a practical application to an over …

Persistent link: https://www.econbiz.de/10014255142