Bjørn Kjos-Hanssen

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Complexity option game

Current time: $1$

Sequence of up (1) and down (0) ticks seen:

$0$

Your choice:
Wait -- do not exercise the option yet.
Exercise the option now.
Your name:

Q&A

Computability.org
CS Theory
MathOverflow
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Instructions

The goal is to make money by exercising your option at a time when the sequence seen $x$ has low complexity*.

1. Select "Wait" or "Exercise the option now".

2. Enter your name, if desired.

3. Press "Submit" to advance to the next time step.

If you selected "Exercise" when the current $x$ had low complexity, i.e.. $$A_N(x)<\left\lfloor \frac{|x|}{2}\right\rfloor + 1,$$ then you win $$\mathrm{USD}\quad\left\lfloor \frac{|x|}{2}\right\rfloor + 1 - A_N(x)$$ (not real money). The High Score table shows the cumulative amount of winnings of all players.

*Complexity = nondeterministic, path-based automatic complexity $A_N(x)$ as in the paper Pricing complexity options.

Professor of Mathematics, University of Hawaii at Manoa

Complexity Option Game links

High score table
The Game

Status of the Game

Enhanced Content, Pricing Complexity Options, Algorithmic Finance (2015), 4:3-4, 127-137.

Just for fun

Pronunciation
May 8, 2014 admin

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