Learning from experience in the stock market
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Publication:1624047
DOI10.1016/j.jedc.2014.11.017zbMath1402.91923OpenAlexW2158223207MaRDI QIDQ1624047
Publication date: 15 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2014.11.017
Statistical methods; risk measures (91G70) Applications of game theory (91A80) Rationality and learning in game theory (91A26)
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Two-step estimation in linear regressions with adaptive learning ⋮ Home biased expectations and macroeconomic imbalances in a monetary union ⋮ Nash Q-learning agents in Hotelling's model: reestablishing equilibrium ⋮ Information and inequality
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- How Fast do Rational Agents Learn?
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