Sequential Fair Stackelberg Equilibria of Linear Strategies in Risk-Seeking Insider Trading.
Fuzhou GongYonghui ZhouPublished in: J. Syst. Sci. Complex. (2018)
Keyphrases
- nash equilibrium
- mixed strategy
- nash equilibria
- game theory
- pure strategy
- game theoretic
- investment strategies
- trading strategies
- repeated games
- electronic commerce
- risk factors
- high risk
- stackelberg game
- risk averse
- trading agents
- linear systems
- pareto optimal
- risk management
- stock market
- risk analysis
- trading systems
- risk assessment
- online auctions
- market data
- decision support system
- decision making