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arXiv research

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.

169,341 papers · 148 categories

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2 results for “Win-Stay Lose-Shift”
Market Imitation and Win-Stay Lose-Shift strategies emerge as unintended patterns in market direction guessesq-fin.GN

Lab experiment reveals market imitation and win-stay lose-shift patterns in financial decision-making.

problem Understanding how people make decisions in financial markets.
method Lab-in-the-field experiment with financial information, statistical analysis, and cohort analysis.
result Market imitation and win-stay lose-shift strategies emerge as dominant behaviors in financial decision-making.
Market ImitationWin-Stay Lose-ShiftFinancial Decision MakingLab-in-the-Field ExperimentFinancial Markets
2016-04-06abs ↗pdf ↗
Strategy switches and co-action equilibria in a minority gameq-fin.TR

We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, NN agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off 1, others zero. The agents optimize the expectation value of their discounted fu…

2012-12-29abs ↗pdf ↗