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Charafeddine Mouzouni

9 papers hereh-index 5108 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • last author3

Across the 8 of 9 papers where every author was matched, so the position is known.

fields
  • cs.LG2
  • math.AP2
  • math.OC2
  • cs.AI1
  • cs.CR1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedA Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations

20 citations · 27 across the 6 of their papers we have counts for

collaborators
Showing math.OCShow all

2 papers · 1 filter

math.OC2018

On mean field games models for exhaustible commodities trade

P. Jameson Graber, Charafeddine Mouzouni

We investigate a mean field game model for the production of exhaustible resources. In this model, firms produce comparable goods, strategically set their production rate in order…

math.OC2017

On quasi-stationary Mean Field Games models

Charafeddine Mouzouni

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming the…

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