Stochastic differential games have been used extensively to model agents' competitions in finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently proposed machine learning algorithm, deep fictitious play, provides a novel and efficient tool for finding Markovian Nash equilibrium of large
 Award ID(s):
 1953035
 Publication Date:
 NSFPAR ID:
 10343586
 Journal Name:
 Frontiers of Mathematical Finance
 Volume:
 1
 Issue:
 2
 Page Range or eLocationID:
 287
 ISSN:
 27696715
 Sponsoring Org:
 National Science Foundation
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