Mean-Field Games for Algorithmic Trading and Market Equilibrium : Modeling Interacting Agents and Nash Equilibria in Python with JAX

Language: English

Published by Independently Published Jun 2026, 2026

9798199799546

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Softcover

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Neuware - Reactive PublishingMean-Field Games for Algorithmic Trading and Market Equilibrium explores the application of mean-field game theory to modern financial markets. This book presents a rigorous framework for modeling large populations of interacting agents, price formation, and strategic behavior in high-frequency and algorithmic trading environments.Readers will learn how to formulate and solve mean-field games, analyze Nash equilibria in competitive market settings, and implement scalable simulations using Python and JAX. The text bridges advanced mathematical theory with practical computational methods, covering topics such as differential games, optimal control in finance, and large-scale agent-based modeling.Key Features: - Mathematical foundations of mean-field games and their relevance to market microstructure- Numerical methods for solving high-dimensional game systems with JAX- Implementation of interacting agent models and equilibrium computation- Applications to algorithmic trading strategies and market equilibrium analysisWritten for quantitative researchers, financial engineers, and graduate students in applied mathematics, operations research, or computational finance, this book provides both theoretical insights and working code examples for building sophisticated market simulation models.This is a technical reference focused on clarity, mathematical precision, and reproducible computational approaches.…

Seller Inventory # 9798199799546

Title
Mean-Field Games for Algorithmic Trading and Market Equilibrium : Modeling Interacting Agents and Nash Equilibria in Python with JAX
Author
Oliver J. Thatch
Publisher
Independently Published Jun 2026
Publication year
2026
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 13
9798199799546
Item weight
441 grams
Dimensions
229x152x23 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 39.04US$ 50.20
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