Trading Prophets with Initial Capital
Abstract
Correa et al. [EC’ 2023] introduced the following trading prophets problem. A trader observes a sequence of stochastic prices for a stock, each drawn from a known distribution, and at each time must decide whether to buy or sell. Unfortunately, they observed that in this setting it is impossible to compete with a prophet who knows all future stock prices.
Fields of Study & Subjects
Financial Markets and Investment Strategies
Game Theory and Applications
Stock Market Forecasting Methods
Publication details
- Journal / source
- Society for Industrial and Applied Mathematics eBooks
- Pages
- 81–90
- Publication date
- 1 January 2026
- Language
- EN