A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Algorithmic collusion outperforms humans in a duopoly market, reducing social welfare.
We consider the static and dynamic models of Cournot duopoly with tax evasion. In the dynamic model we introduce the time delay and we analyze the local stability of the stationary state. There is a critical value of the delay when the Hopf bifurcation occurs.
This paper provides a coopetitive model for a global green economy, taking into account the environmental sustainability. In particular, we propose a differentiable coopetitive game G (in the sense recently introduced by D. Carf`ı) to represent a global green economy interaction, among a country c and the rest of the w…
Paper generalizes Hardy-Rogers maps for market equilibrium analysis in duopoly markets.
We present the quantum model of Bertrand duopoly and study the entanglement behavior on the profit functions of the firms. Using the concept of optimal response of each firm to the price of the opponent, we found only one Nash equilibirum point for maximally entangled initial state. The very presence of quantum entangl…
A simple Ising spin model which can describe the mechanism of advertising in a duopoly market is proposed. In contrast to other agent-based models, the influence does not flow inward from the surrounding neighbors to the center site, but spreads outward from the center to the neighbors. The model thus describes the spr…
Investors' strategic trading affects asset prices, modeled as a game.
Mathematical models help keep vaccine prices low.
LLMs can collude in market divisions, maximizing profits.
Supply uncertainty leads to inefficient supply chain network formation.
Quantum computing offers energy savings over classical computing.
Neoclassical economics has two theories of competition between profit-maximizing firms (Marshallian and Cournot-Nash) that start from different premises about the degree of strategic interaction between firms, yet reach the same result, that market price falls as the number of firms in an industry increases. The Marsha…
We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the rigorous framework of [M. Grasselli, V. Leclère and M. Ludkovsky, Priority Option: the value of being a leader, International Journal of Theo…
Paper studies competitive networks where teams aim to minimize their own objectives, adapting to each other's strategies.
New algorithm reduces risk in online games with limited feedback.
We introduce a quantitative approach to comparative statics that allows to bound the maximum effect of an exogenous parameter change on a system's equilibrium. The motivation for this approach is a well known paradox in multimarket Cournot competition, where a positive price shock on a monopoly market may actually redu…
JIT liquidity providers can sometimes reduce overall market liquidity by crowding out passive LPs.
Model predicts stationary equilibrium in investment decisions of firms in fluctuating markets.