A Mean-Field Game of Market-Making against Strategic Traders.
Bastien BaldacciPhilippe BergaultDylan PossamaïPublished in: SIAM J. Financial Math. (2023)
Keyphrases
- stock market
- double auction
- trading strategies
- competitive environment
- electronic markets
- game theory
- video games
- markov random field
- short and long term
- game theoretic
- decision making
- strategic decisions
- game play
- stock price
- case study
- customer retention
- game design
- online markets
- bidding strategies
- nash equilibrium
- computer games
- belief networks
- stock exchange
- multi agent decision making
- trading agent competition
- knowledge management
- graphical models
- em algorithm
- short term
- serious games
- financial data
- nash equilibria
- online game
- financial markets
- bayesian inference
- markov networks
- educational games