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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.

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2 results for “VRR”
Relative wealth concerns with partial information and heterogeneous priorsq-fin.PM

Study Nash equilibrium in market with relative wealth concerns under partial information and heterogeneous priors.

problem Analyzing Nash equilibrium in a market with unobservable return rates and heterogeneous priors.
method Established a Nash equilibrium through a separation result and martingale argument. Used fully-coupled linear FBSDEs and deep neural networks for numerical computation.
result Investment strategies under relative wealth concerns exhibit a herd effect, with accurate prior estimators leading the market.
Nash equilibriumpartial informationheterogeneous priorsrelative wealthmarket return
2020-07-23abs ↗pdf ↗