We study the convergence of Bayesian learning in a tandem social network. Each agent receives a noisy signal about the underlying state of the world, and observes her predecessor's action before choosing her own. We characterize the conditions under which, as the network grows larger, agents'...

Price is the most visible signal produced by competition and interaction among a complex ecology of entities in a system called financial markets. This thesis deals with statistical analysis and model identification based on such signals. We approach this problem at various levels of...