7 citations · 10 across the 10 of their papers we have counts for
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q-fin.TR2020
Self-sustained price bubbles driven by Bitcoin innovations and adaptive behavior
Misha Perepelitsa, Ilya Timofeyev
We show that infinite divisibility of a trading commodity leads to a self-sustained price bubble when traders use adaptive investment strategies. The adaptive strategy can be viewe…
math.AP2020
Small dispersion approximation of shock wave dynamics
Misha Perepelitsa
We introduce a dispersion approximation of weak, entropy solutions of multidimensional scalar conservation laws using variational kinetic representation, where equilibrium densitie…
q-bio.PE2020
A model of cultural evolution in the context of strategic conflict
Misha Perepelitsa
We consider a model of cultural evolution for a strategy selection in a population of individuals who interact in a game theoretic framework. The evolution combines individual lear…