Capital Growth and Survival Strategies in a Market with Endogenous Prices.
Mikhail ZhitlukhinPublished in: SIAM J. Financial Math. (2023)
Keyphrases
- market conditions
- market data
- market prices
- pricing strategies
- electricity markets
- dynamic pricing
- market participants
- online markets
- optimal pricing
- trading agents
- market equilibrium
- bidding strategies
- search costs
- competitive market
- equilibrium strategies
- pricing mechanism
- investment strategies
- network effects
- trading strategies
- growth rate
- online auctions
- stock market
- pricing model
- neural network
- budget constraints
- electronic markets
- financial markets
- long run