Dynamics of a binary option market with exogenous information and price sensitivity

H Gampe, C Griffin - Communications in Nonlinear Science and Numerical …, 2023 - Elsevier
In this paper, we derive and analyze a continuous binary option market with exogenous
information. The resulting non-linear system has a discontinuous right hand side, which can …

[PDF][PDF] On the Evolutionary Dynamics of Soft-Max Policy Gradient in Multi-Agent Games

M Bernasconi, F Cacciamani, S Fioravanti, N Gatti… - minbiaohan.github.io
Multi-Agent Reinforcement Learning (MARL) recently demonstrated to be one of the most
effective research fields in tackling complex multi-agent settings and leading to major …