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Evolutionary beliefs and financial markets
Napp, Clotilde; Viossat, Yannick; Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 2013
Why do investors keep different opinions even though they learn from their own failures and successes? Why do investors keep different opinions even though they observe each other and learn from their relative failures and successes? We analyze beliefs dynamics when beliefs result from a very...
Persistent link: https://www.econbiz.de/10010861623
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Practices in the brand management system: identification and considerations for five business sectors
Dunes, Mathieu; Pras, Bernard - Université Paris-Dauphine (Paris IX) - 2013
implementation based. Interestingly, typical configurations were identified on each dimension and distinct configurational patterns …
Persistent link: https://www.econbiz.de/10011166414
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Viability-based computation of spatially constrained minimum time trajectories for an autonomous underwater vehicle: implementation and experiments
Bayen, Alexandre M.; Silva, Jorge Estrela; Madureira, Luis - Université Paris-Dauphine (Paris IX) - 2009
A viability algorithm is developed to compute the constrained minimum time function for general dynamical systems. The algorithm is instantiated for a specific dynamics(Dubin’s vehicle forced by a flow field) in order to numerically solve the minimum time problem. With the specific...
Persistent link: https://www.econbiz.de/10011072826
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Models implementation: A state of the art
David, Albert - Université Paris-Dauphine (Paris IX) - 2001
“implementation” is defined, and we progressively shift from a traditional “design then implementation” standpoint to a more general … theory of a model design/implementation, seen as a cross-construction process between the model and the organisation in which … the design of models. This leads to logically propose six models of model implementation: the technocratic model, the …
Persistent link: https://www.econbiz.de/10011073997
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Assessing the extent of strategic manipulation: the average vote example
Trannoy, Alain; Renault, Régis - Université Paris-Dauphine (Paris IX) - 2011
The average voting procedure reflects the weighted average of expressed opinions in [0,1]. Participants typically behave strategically. We evaluate the discrepancy between the average taste and the average vote. If the population is sufficiently large, it is possible to construct approximations...
Persistent link: https://www.econbiz.de/10011166480
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Properties and applications of dual reduction
Viossat, Yannick - Université Paris-Dauphine (Paris IX) - 2010
The dual reduction process, introduced by Myerson, allows a finite game to be reduced to a smaller-dimensional game such that any correlated equilibrium of the reduced game is an equilibrium of the original game. We study the properties and applications of this process. It is shown that generic...
Persistent link: https://www.econbiz.de/10011073186
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On a mean field game approach modeling congestion and aversion in pedestrian crowds
Wolfram, Marie-Thérèse; Lachapelle, Aimé - Université Paris-Dauphine (Paris IX) - 2011
In this paper we present a new class of pedestrian crowd models based on the mean field games theory introduced by Lasry and Lions in 2006. This macroscopic approach is based on a microscopic model, that considers smart pedestrians who rationally interact and anticipate the future. This leads...
Persistent link: https://www.econbiz.de/10011073248
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Self-Fulfilling Mechanisms and Rational Expectations
Minelli, Enrico; Forges, Françoise - Université Paris-Dauphine (Paris IX) - 1997
We introduce a class of communication equilibria, which we call self-fulfilling mechanisms, and show that they provide a game-theoretic foundation to rational expectations equilibria. LetEbe an exchange economy with differential information. We associate a strategic market gameΓ(E) withE. We...
Persistent link: https://www.econbiz.de/10011073499
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Game Dynamics and Nash Equilibria
Viossat, Yannick - Université Paris-Dauphine (Paris IX) - 2014
If a game has a unique Nash equilibrium, then this equilibrium is arguably the solution of the game from the refinement's literature point of view. However, it might be that for almost all initial conditions, all strategies in the support of this equilibrium are eliminated by the replicator...
Persistent link: https://www.econbiz.de/10011171551
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Bidding among friends and enemies with symmetric information
Ettinger, David - Université Paris-Dauphine (Paris IX) - 2010
identity-independent price externalities, while the outcome of the second-price auction is. In contrast, identity …-dependent price externalities affect the outcome of both auction formats. In any case, the second-price auction exacerbates the … effects of price externalities. …
Persistent link: https://www.econbiz.de/10011166430