Geodesic
Cooperative stock market game
Contributions to game theory and management, Tome 16 (2023), pp. 271-281

Voir la notice de l'article provenant de la source Math-Net.Ru

This study explores the game-theoretic model of the stock market, analyzing the behavior and strategic choices of market participants, and constructing a cooperative game model. The basic concepts of game theory are introduced, and the importance and practical application of game theory in the stock market are explained. A cooperative game-theoretic model is constructed, the characteristic function is established, and its superadditivity is proven. The model is analyzed, the Shapley value is derived. It is demonstrated that the Shapley value belongs to the core.
Keywords: cooperative game, core, Shapley value, stock market. 
@article{CGTM_2023_16_a16,
     author = {Jianpeng Zhang and Tian Lu},
     title = {Cooperative stock market game},
     journal = {Contributions to game theory and management},
     pages = {271--281},
     publisher = {mathdoc},
     volume = {16},
     year = {2023},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2023_16_a16/}
}
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Jianpeng Zhang; Tian Lu. Cooperative stock market game. Contributions to game theory and management, Tome 16 (2023), pp. 271-281. http://geodesic.mathdoc.fr/item/CGTM_2023_16_a16/