scholarly journals A hybrid stochastic differential reinsurance and investment game with bounded memory

2021 ◽  
Author(s):  
Yanfei Bai ◽  
Zhongbao Zhou ◽  
Helu Xiao ◽  
Rui Gao ◽  
Feimin Zhong
Keyword(s):  
Investment Game ◽  
Bounded Memory

Estimating Grammar Parameters using Bounded Memory

2002 ◽  
Author(s):  
Tom Oates ◽  
Brent Heeringa
Keyword(s):  
Bounded Memory

The Role of Beliefs in an Investment Game Experiment

2002 ◽  
Author(s):  
William Morrison ◽  
E. Elisabet (Lisa) Rutstrrm
Keyword(s):  
Investment Game

LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET

2009 ◽  
Vol 13 (5) ◽  
pp. 625-655 ◽  
Author(s):  
Christophre Georges ◽  
John C. Wallace
Keyword(s):  
Time Series ◽  
Financial Market ◽  
Consistency Condition ◽  
Nonlinear Structure ◽  
State Variable ◽  
Bounded Memory ◽  
Long Run ◽  
Finite Memory ◽  
Aggregate Dynamics ◽  
True Structure

In this paper, we explore the consequence of learning to forecast in a very simple environment. Agents have bounded memory and incorrectly believe that there is nonlinear structure underlying the aggregate time series dynamics. Under social learning with finite memory, agents may be unable to learn the true structure of the economy and rather may chase spurious trends, destabilizing the actual aggregate dynamics. We explore the degree to which agents' forecasts are drawn toward a minimal state variable learning equilibrium as well as a weaker long-run consistency condition.

Emerging collective behavior and local properties of financial dynamics in a public investment game

2006 ◽  
Vol 371 (2) ◽  
pp. 610-626 ◽  
Author(s):  
Roberto da Silva ◽  
Ana L.C. Bazzan ◽  
Alexandre T. Baraviera ◽  
Sílvio R. Dahmen
Keyword(s):  
Collective Behavior ◽  
Public Investment ◽  
Investment Game ◽  
Local Properties

scholarly journals Adapting to the Behavior of Environments with Bounded Memory

2021 ◽  
Vol 346 ◽  
pp. 52-66
Author(s):  
Dhananjay Raju ◽  
Rüdiger Ehlers ◽  
Ufuk Topcu
Keyword(s):  
Bounded Memory

scholarly journals Adaptive Regret Minimization in Bounded-Memory Games

2013 ◽  
pp. 65-84
Author(s):  
Jeremiah Blocki ◽  
Nicolas Christin ◽  
Anupam Datta ◽  
Arunesh Sinha
Keyword(s):  
Regret Minimization ◽  
Bounded Memory
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