Questions tagged [game-theory]

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An example that mixes the stock market, game theory and linear programing

First of all i am not entirely sure if this is the correct place to discuss this problem but i shall give it a try. I'm currently doing an assignment for a degree in Linear Programing. My objective ...
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2answers
209 views

Limit order book modeling based on computational statistics

Is someone aware of publications that try to model limit order book (and market mircostructure) in general using CS tools (such as online machine learning, game theory ecc...) and not stochastic ...
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0answers
32 views

How can I know the distribution of how many shares were bought in specific price?

Given a stock and any time $t$, is there a way to find the distribution $f_t$ $$f_t: \text{price}\ p \rightarrow \text{in current time $t$, how many shares were bought in price $p$}$$ For example, a ...
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1answer
274 views

Recommendations for a text on game theory in the context of market making?

I am looking for a textbook that can give me an introduction to game theory, and also practice problems that can help me build skills to tackle game theory questions. I'm asking this in the context ...
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0answers
43 views

On what LvL does Game Theory work in Investing?

Evening Ladies and Lads, I was thinking about GT and the impact it has on Investing. I was listening to an Interview with an Energy Trader: https://www.youtube.com/watch?v=2Y0kq4P7c_E he said that, ...
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1answer
316 views

Reference material (EV/ betting game questions) for Quant Hedge Funds Interviews [closed]

I need material to practice EV games questions.But I lack practice in betting questions where a set-up of a game is given and one has to respond to the best strategy or best bet to take. A good book ...
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0answers
379 views

Is there a relationship between Risk Neutral Pricing framework and Nash Equilibria?

Based on the Fundamental Theorem of Asset Pricing, the risk neutral price of a contingent claim on an asset in a liquid, arbitrage free market can be determined by switching to an equivalent $Q-$ ...
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0answers
236 views

Game theory and antagonistic games in trading

In one of the topic here, particularly in the comments, i saw a link to the page describing connection between Antagonistic Games and finances but i cannot find it now and would appreciate if somebody ...
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1answer
89 views

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 ...
4
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1answer
200 views

Particular kind of market game

This question concerns game theory and market equilibria which is rarely of focus here at QSE, but at the same time I believe this is a more appropriate place for such question rather than MSE. ...