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: | , |
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| 其他作者: | |
| 格式: | Article |
| 語言: | English |
| 出版: |
2023
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/171432 |
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