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Stable near-rational sunspot equilibria
Evans, George W.; McGough, Bruce - In: Journal of economic theory 186 (2020), pp. 1-33
Persistent link: https://www.econbiz.de/10012415899
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Adaptive learning forecasting, with applications in forecasting agricultural prices
Kyriazi, Foteini; Thomakos, Dimitrios D.; Guerard, John … - In: International journal of forecasting 35 (2019) 4, pp. 1356-1369
Persistent link: https://www.econbiz.de/10012305340
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Behavioral learning equilibria
Hommes, Cars H.; Zhu, Mei - In: Journal of economic theory 150 (2014), pp. 778-814
Persistent link: https://www.econbiz.de/10010360451
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Resolving the judgment and decision-making paradox between adaptive learning and escalation of commitment
Wong, Kin Fai Ellick; Kwong, Jessica Y. Y. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1911-1925
Persistent link: https://www.econbiz.de/10011855751
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Convergence of least squares learning in self-referential discontinuous stochastic models
Cho, In-Koo - In: Journal of economic theory 101 (2001) 1, pp. 78-114
Persistent link: https://www.econbiz.de/10001638697
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Monetary policy rules in a non-rational world : a macroeconomic experiment
Mauersberger, Felix - In: Journal of economic theory 197 (2021), pp. 1-37
Persistent link: https://www.econbiz.de/10012815447
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Existence of adaptively stable sunspot equilibria near an indeterminate steady state
Evans, George W.; Honkapohja, Seppo - In: Journal of economic theory 111 (2003) 1, pp. 125-134
Persistent link: https://www.econbiz.de/10001775060
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Distributionally robust batch contextual bandits
Si, Nian; Zhang, Fan; Zhou, Zhengyuan; Blanchet, Jose - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 5772-5793
Persistent link: https://www.econbiz.de/10014392981
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Distributionally robust conditional quantile prediction with fixed design
Qi, Meng; Cao, Ying; Shen, Zuo-Jun - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1639-1658
Persistent link: https://www.econbiz.de/10013259976
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Machine learning and portfolio optimization
Ban, Gah-Yi; El Karoui, Noureddine; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178