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