Cover Image

Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lillo, Fabrizio, Macrì, Andrea
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure General Economics Economics Computational Finance Machine Learning
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Deep reinforcement learning for optimal trading with partial information
by: Macrì, Andrea, et al.
Published: (2025)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)

Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
by: Nechepurenko, Maksym
Published: (2026)

The Value of Information: A Puzzle
by: Kadan, Ohad, et al.
Published: (2026)

The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
by: Capponi, Agostino, et al.
Published: (2026)

The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
by: Xu, Ziyi, et al.
Published: (2023)

MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning
by: Su, Junwei, et al.
Published: (2024)

When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization
by: Falezza, Alessandro
Published: (2026)

Ponzi Funds
by: van der Beck, Philippe, et al.
Published: (2024)

Mathematical Model of International Trade and Global Economy
by: Gonchar, N. S., et al.
Published: (2021)

Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
by: Fluri, Lars, et al.
Published: (2024)

Information Flow in the FTX Bankruptcy: A Network Approach
by: De Blasis, Riccardo, et al.
Published: (2024)

Wealth or Stealth? The Camouflage Effect in Insider Trading
by: Ma, Jin, et al.
Published: (2025)

Multi-Asset Bubbles Equilibrium Price Dynamics
by: Cordoni, Francesco
Published: (2022)

Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
by: Mondal, Koushik, et al.
Published: (2025)

The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
by: Nechepurenko, Maksym
Published: (2026)

Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by: Kikuchi, Tatsuru
Published: (2026)

On the hidden costs of passive investing
by: Tasitsiomi, Iro
Published: (2025)

Trading Graph Neural Network
by: Wu, Xian
Published: (2025)

Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
by: Yu, Haoyang, et al.
Published: (2023)

Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by: Macrì, Andrea, et al.
Published: (2024)

Dynamic Pricing for Real Estate
by: Razumovskiy, Lev, et al.
Published: (2024)

Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
by: Razumovskiy, Lev, et al.
Published: (2024)

Flexible Information Acquisition in the Kyle Model
by: Viswanathan, S., et al.
Published: (2026)

Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
by: Singha, Mainak
Published: (2025)

Why do financial prices exhibit Brownian motion despite predictable order flow?
by: Sato, Yuki, et al.
Published: (2025)

Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
by: Kurth, Jutta G., et al.
Published: (2025)

Manipulation in Prediction Markets: An Agent-based Modeling Experiment
by: Smart, Bridget, et al.
Published: (2026)

Robust Market Making: To Quote, or not To Quote
by: Wang, Ziyi, et al.
Published: (2025)

ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
by: Wang, Ziyi, et al.
Published: (2025)

Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
by: Mohanty, Hardhik, et al.
Published: (2026)

A Test of Lookahead Bias in LLM Forecasts
by: Gao, Zhenyu, et al.
Published: (2025)

Quantitative Trading using Deep Q Learning
by: Sarkar, Soumyadip
Published: (2023)

TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure
by: Aronoff, Daniel, et al.
Published: (2026)

Information Structures in Stablecoin Markets
by: Zhu, Brian
Published: (2024)

Shortermism and excessive risk taking in optimal execution with a target performance
by: Barucci, Emilio, et al.
Published: (2025)

Mean-field equilibrium price formation with exponential utility
by: Fujii, Masaaki, et al.
Published: (2023)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
by: Aparicio, Valentina, et al.
Published: (2024)

Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
by: Nechepurenko, Maksym
Published: (2026)