Questions tagged [game]
The game tag has no usage guidance.
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Colosseum Fight - A probability problem
Problem Statement : Alice and Bob are in Roman times and have 4 gladiators each. The strengths of each of Alice's gladiators are 1−4, while Bob's gladiators have strengths 4,5,9, and 12. The ...
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Market Making Game Strategy with Information Imbalance
I have a final round with a market making firm coming up and will be asked to play several market making games. I wanted to ask for advice on how to approach these games, especially with an ...
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Alternatives to Kelly Criterion
I am preparing for Quantitative Trading interviews and I know that they basically require you to solve problems on the probability of winning in a given game and then they would ask you:
How much ...
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1
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Optimal Strategy in 3 Dice Game
In a recent interview I received the following question (an optimisation/strategy game)...which left me a bit stumped.
The rules of play, you start with 0 points, then:
Roll three fair six-sided dice;...
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1
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Imperfect Competition among Informed Traders - Back, Chao and Willard
The following assumptions are part of the paper of Back, Chao and Willard and I can not solve for the statistic that is denoted as $\phi$ in the sequel. I would be glad if anyone could help me. Below ...
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Evidence that supports the assumption that prices are random processes
I have heard that the price of stock or future changing over time is a random process, namely, a martingale, and no one can have an edge. Is there any evidence supporting this assumption?
Why do so ...
3
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0
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363
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Early Exercise Options and Coin Flipping
This problem was presented in an interview, and I know I got it roughly correct. But I am still not entirely understanding the early exercise component of it:
Say I am advertising a game where I ...
1
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0
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simple game - fair value
Suppose a person A has the following game:
there are 2 red balls, 2 green balls and 1 white ball in a bag
you take 1 ball (don't put it again in the bag) and then a second ball
if you take the white ...
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What are the roles of "Game theory" and "optimisation (linear, integer, conic)" in Finance, Mathematical Finance? [closed]
Would you please give me some information about application of "Game theory" and "Optimisation" in Finance and Mathematical Finance? which is more important to know and learn?
How about "multi-...
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Making portfolios better than others for a 16 week portfolio game? [closed]
I'm going to participate in a game of making portfolios. The objective of the game is to make the portfolio with the bigger ROI over 16 weeks. Over each week every player can see the ROI of each ...
