9 citations · 26 across the 9 of their papers we have counts for
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math.OC2022
A mathematical framework for dynamical social interactions with dissimulation
Yuri Saporito, Max O. Souza, Yuri Thamsten
Modeling social interactions is a challenging task that requires flexible frameworks. For instance, dissimulation and externalities are relevant features influencing such systems -…
q-fin.TR2022★ 1 cited
Price formation in financial markets: a game-theoretic perspective
David Evangelista, Yuri Saporito, Yuri Thamsten
We propose two novel frameworks to study the price formation of an asset negotiated in an order book. Specifically, we develop a game-theoretic model in many-person games and mean-…