Cooperative stock market game

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.