{"id":"W2781726695","doi":"10.1007/978-3-319-70619-1_5","title":"The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation","year":2017,"lang":"en","type":"book-chapter","venue":"Annals of the International Society of Dynamic Games","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Minor (academic); Nash equilibrium; Financial market; State (computer science); Finance; Cover (algebra); Mathematical economics; Computer science; Economics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002583407,0.001818836,0.002051851,0.0007105386,0.00101593,0.00382237,0.002907873,0.004982651,0.007330342],"category_scores_gemma":[0.006547628,0.0009812247,0.001532388,0.001046992,0.003662938,0.005572564,0.002391453,0.005297205,0.0005780121],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002091176,"about_ca_system_score_gemma":0.002862338,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003421802,"about_ca_topic_score_gemma":0.003071088,"domain_scores_codex":[0.9987901,0.0005952134,0.00004799051,0.0002068337,0.0001890235,0.0001708605],"domain_scores_gemma":[0.9967995,0.002452134,0.0002102135,0.00009133353,0.0001466774,0.0003001582],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0000440744,0.00005741099,0.0001655646,0.0000705151,0.00002790689,0.00009713848,0.0001015309,0.07972822,0.0003062595,0.9108329,0.003566432,0.005001944],"study_design_scores_gemma":[0.00003459873,0.00002342419,0.0000818409,0.00002373781,0.00001496398,0.00004476798,0.00003957877,0.2738044,0.00007750898,0.7238226,0.002014905,0.00001767896],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0447042,0.002685463,0.8887841,0.006102962,0.0004940507,0.0001461614,0.0002814836,0.00009622746,0.05670533],"genre_scores_gemma":[0.7357411,0.003719734,0.1560107,0.001143559,0.001546759,0.0005209596,0.0003513973,0.0002323352,0.1007335],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007330342,"threshold_uncertainty_score":0.02452236,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03191945726303425,"score_gpt":0.2527297909576937,"score_spread":0.2208103336946595,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}