{"id":"W2896164167","doi":"10.1111/mafi.12237","title":"Mean‐field games with differing beliefs for algorithmic trading","year":2020,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Nash equilibrium; Mathematical economics; Construct (python library); Volatility (finance); Stochastic differential equation; Repeated game; Computer science; Mathematical optimization; Econometrics; Economics; Mathematics; Game theory; Applied mathematics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.000182315,0.0003793731,0.0009960722,0.00009135231,0.0001533005,0.0001251687,0.0005592522,0.0002783462,0.00004995419],"category_scores_gemma":[0.0003040389,0.0003855299,0.0002211394,0.0002045271,0.00007371087,0.00007066924,0.0002458147,0.0004727474,0.0001608168],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007457771,"about_ca_system_score_gemma":0.00005127709,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001929876,"about_ca_topic_score_gemma":0.000002879688,"domain_scores_codex":[0.9978043,0.000002024449,0.0008006523,0.0008970952,0.00006801714,0.0004278608],"domain_scores_gemma":[0.998543,0.0002701701,0.0004908571,0.0005498359,0.00005015279,0.00009594228],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00002151092,0.00008628949,0.0000236922,0.0009636593,0.00004300746,0.000002697843,0.000638251,0.00003670521,0.000008831989,0.9955897,0.0002522668,0.002333435],"study_design_scores_gemma":[0.0003531172,0.0001451055,0.0002128063,0.0003806886,0.00002509789,0.000006036835,0.00002209903,0.04735136,0.0001461184,0.9458967,0.004953831,0.0005070184],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.00266424,0.001337262,0.9872133,0.00293382,0.0001743208,0.001104859,0.0004008618,0.0001188393,0.004052461],"genre_scores_gemma":[0.7264413,0.0001366351,0.2688089,0.000574915,0.0006875793,0.002748027,0.00005143359,0.0001371466,0.0004140469],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7237771,"threshold_uncertainty_score":0.9998597,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04323813939451191,"score_gpt":0.2444970528613012,"score_spread":0.2012589134667893,"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."}}