2 citations · 4 across the 5 of their papers we have counts for
5 papers
Learning to Strategically Acquire Resources in Competition
Safwan Hossain, Mirah Shi, Andrew Bennett +4
We consider multiple agents competing to acquire some costly divisible resource (e.g. shares of a financial asset, compute resources, etc.) over time. Leveraging a standard model f…
Position building in competition is a game with incomplete information
Neil A. Chriss
This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and…
Competitive equilibria in trading
Neil A. Chriss
This is the third paper in a series concerning the game-theoretic aspects of position-building while in competition. The first paper set forth foundations and laid out the essentia…
Position-building in competition with real-world constraints
Neil A. Chriss
This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with th…
Optimal position-building strategies in competition
Neil A. Chriss
This paper develops a mathematical framework for building a position in a stock over a fixed period of time while in competition with one or more other traders doing the same thing…