• Convergent learning algorithms for potential games with unknown noisy rewards 

      Chapman, Archie C.; Leslie, David S.; Rogers, Alex; Jennings, Nicholas R.
      Published 2011-08-01
      In this paper, we address the problem of convergence to Nash equilibria in games with rewards that are initially unknown and which must be estimated over time from noisy observations. These games arise in many real-world ...
      Open Access
      Working Paper
    • Ranking games and gambling: When to quit when you're ahead 

      Anderson, E.J.
      Published 2011-08-01
      It is common for rewards to be given on the basis of a rank ordering, so that relative performance amongst a cohort is the criterion. In this paper we formulate an equilibrium model in which an agent makes successive ...
      Open Access
      Working Paper
    • The Multistep Beveridge-Nelson Decomposition 

      Proietti, Tommaso
      Published 2011-10-01
      The Beveridge-Nelson decomposition defines the trend component in terms of the eventual forecast function, as the value the series would take if it were on its long-run path. The paper introduces the multistep Beveridge-Nelson ...
      Open Access
      Working Paper
    • Estimating Value At Risk 

      Lu, Zudi; Huang, Hai; Gerlach, Richard
      Published 2010-01-01
      Significantly driven by JP Morgan's RiskMetrics system with EWMA (exponentially weighted moving average) forecasting technique, value-at-risk (VaR) has turned to be a popular measure of the degree of various risks in ...
      Open Access
      Working Paper
    • Combinatorics of Option Spreads: The Margining Aspect 

      Matsypura, D.; Timkovsky, V.G.
      Published 2010-07-01
      In December 2005, the U.S. Securities and Exchange Commission approved margin rules for complex option spreads with 5, 6, 7, 8, 9, 10 and 12 legs. Only option spreads with 2, 3 or 4 legs were recognized before. Taking ...
      Open Access
      Working Paper