Shifted Brownian Fluctuation Game

This article analyzes the behavior of a Brownian fluctuation process under mixed strategic game setup. A variant compound motion has been newly proposed, which is called Shifted Fluctuation Process to predict turning points stochastic process. evolves until it reaches one step prior point. The Game constructed based on this new find optimal moment actions. Analytically tractable results are obtained by using theory and strategy theory. joint functional targeted for transformation first passage time its index. These enable us point actions obtain payoffs game. research adapts theoretical framework implement an autonomous trader value assets including stocks cybercurrencies.