Top 10 mean field theory in finance THE BEST

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1.[2012.05237] Applications of Mean Field Games in Financial … – arXiv

  • Author: arxiv.org
  • Post date: 15 yesterday
  • Rating: 2(243 reviews)
  • Highest rating: 3
  • Low rated: 2
  • Summary:

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2.Mean-field game theory – Wikipedia

  • Author: en.wikipedia.org
  • Post date: 13 yesterday
  • Rating: 1(1404 reviews)
  • Highest rating: 5
  • Low rated: 1
  • Summary: Mean-field game theory is the study of strategic decision making by small interacting agents in very large populations. Use of the term “mean field” is …

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3.A Mean-Field Model of Financial Markets: Reproducing Long Tailed …

  • Author: link.springer.com
  • Post date: 23 yesterday
  • Rating: 4(1671 reviews)
  • Highest rating: 5
  • Low rated: 2
  • Summary: Here we present a mean-field model of agents trading a particular asset, where their decisions (to buy or to sell or to hold) is based exclusively on the price …
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4.[PDF] Mean Field Games in Asset Price Coordination

  • Author: www.math.toronto.edu
  • Post date: 22 yesterday
  • Rating: 1(1563 reviews)
  • Highest rating: 5
  • Low rated: 3
  • Summary: This will be done by modeling coordination of asset prices using mean field game theory. Specifically, the thesis will study how the price path evolves …

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5.[PDF] Topics in Mean Field Games Theory & Applications in Economics …

  • Author: hal.archives-ouvertes.fr
  • Post date: 27 yesterday
  • Rating: 1(371 reviews)
  • Highest rating: 4
  • Low rated: 3
  • Summary:

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6.(PDF) Applications of Mean Field Games in Financial Engineering …

  • Author: www.researchgate.net
  • Post date: 9 yesterday
  • Rating: 3(1210 reviews)
  • Highest rating: 3
  • Low rated: 2
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7.[PDF] Applications of Mean Field Games in financial engineering …

  • Author: www.semanticscholar.org
  • Post date: 14 yesterday
  • Rating: 2(1333 reviews)
  • Highest rating: 4
  • Low rated: 1
  • Summary: Applications of Mean Field Games in · R. Carmona; Published 9 December 2020 · Published 9 December 2020; Economics · Economics · Proceedings of Symposia in …

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8.[PDF] Mean field games and applications – Olivier Guéant

  • Author: www.oliviergueant.com
  • Post date: 30 yesterday
  • Rating: 4(1123 reviews)
  • Highest rating: 4
  • Low rated: 3
  • Summary: 1.1.2 Second route: from game theory to mean field games . … financial support on the mean field games application to exhaustible resources.

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9.[PDF] A mean-field model of investor behaviour – CiteSeerX

  • Author: citeseerx.ist.psu.edu
  • Post date: 13 yesterday
  • Rating: 3(1744 reviews)
  • Highest rating: 3
  • Low rated: 3
  • Summary: In this note we investigate the ability of a mean-field model distilled from a heterogeneous agent model to simulate stylized facts of financial times …
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10.Applications of Mean Field Games in Economic Theory

  • Author: www.ams.org
  • Post date: 23 yesterday
  • Rating: 3(1588 reviews)
  • Highest rating: 5
  • Low rated: 2
  • Summary: Department of Operations Research & Financial Engineering. Bendheim Center for Finance … Probabilistic Theory of Mean Field Games with Applications I.

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