title: Cooperative Stock Market Game
metadata.name: dc.contributor.author
metadata.value: Jianpeng, Zhang
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Tian, Lu
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2024-02-26T20:34:19Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2024-02-26T20:34:19Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2023
metadata.lang: -
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/11701/spbu31.2023.16
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/44958
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: This study explores the game-theoretic model of the stock market,
  analyzing the behavior and strategic choices of market participants, and
  constructing a cooperative game model. The basic concepts of game theory
  are introduced, and the importance and practical application of game theory
  in the stock market are explained. A cooperative game-theoretic model
  is constructed, the characteristic function is established, and its superadditivity
  is proven. The model is analyzed, the Shapley value is derived. It is
  demonstrated that the Shapley value belongs to the core.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Contributions to Game Theory and Management;Volume 16
metadata.lang: -
metadata.name: dc.subject
metadata.value: cooperative game
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: core
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Shapley value
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: stock market
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Cooperative Stock Market Game
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 271-281.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/44958/1/271-281.pdf
resources.format: Adobe PDF
resources.size: 451,7 kB