Recently, the methods of gametheoretic modeling are increasingly used in the financial sphere. In particular, the formation of an optimal investment portfolio is considered and analyzed from the point of view of game theory as a type of cooperative game. In business, game theory is widely used to model the behavior between competitors. Economists often use game theory to understand the behavior of oligopolies, trying to calculate when firms collude. The relevance of game theory methods for the financial and economic sphere is due to their universality, as well as mathematical validity. This article examines how using the concepts contained in game theory, it is possible not only to build real scenarios for such situations as price competition, production and output, the relationship between buyer and seller, but also to predict their results. The purpose of this article is to study the basic concepts of game theory, as well as to consider practical approaches to solving specific situations that are reflected in the financial and economic sphere
Estimation of mis-specified long memory models
