Averaging plus learning models and their asymptotics

We develop original models to study interacting agents in financial markets and in social networks. Within these models randomness is vital as a form of shock or news that decays with time. Agents learn from their observations and learning ability to interpret news or private information in time-...

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Bibliographic Details
Main Authors: Popescu, Ionel, Vaidya, Tushar
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2023
Subjects:
Online Access:https://hdl.handle.net/10356/171432
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Institution: Nanyang Technological University
Language: English