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Confirming Information Flows in Networks
Billand, Pascal; Bravard, Christophe; Kamphorst, Jurjen; … - Tinbergen Instituut - 2012
Social networks, be it on the internet or in real life, facilitate information flows. We model this by giving agents incentives to link with others and receive information through those links. In many networks agents will value confirmation of the information they receive from others. Our paper...
Persistent link: https://www.econbiz.de/10011255900
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Diffusion of Behavior in Network Games Orchestrated by Social Learning
Huang, Jia-Ping; Koster, Maurice; Lindner, Ines - Tinbergen Instituut - 2013
are connected according to an undirected graph, the social network, and have the choice between two actions: either to … network. (2) Average inclination governs collective adoption behavior. (3) Initial inclinations determine the critical mass of … network and other parameters. Given the complexity of the system we use a standard technique for estimating the solution. …
Persistent link: https://www.econbiz.de/10011256157
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One-way Flow Networks: the Role of Heterogeneity
Galeotti, Andrea - Tinbergen Institute - 2004
network. Interestingly, unconnected equilibria are asymmetric and central players may emerge. Second, I show that non …
Persistent link: https://www.econbiz.de/10005144411
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Exploitation and Cooperation in Networks
Galeotti, Andrea; Meléndez, Miguel - Tinbergen Institute - 2004
that the individual's incentives depend on the architecture of the network as well as on the position of the individual … within the network. In particular, when an efficient interaction requires players to mutually cooperate, efficient social …
Persistent link: https://www.econbiz.de/10005144533
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Two-way Flow Networks with Small Decay
Jaegher, K. De; Kamphorst, J.J.A. - Tinbergen Institute - 2010
This paper characterizes the set of equilibrium networks in the two-way flow model of network formation with small …
Persistent link: https://www.econbiz.de/10008838607
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One-way Flow Networks: the Role of Heterogeneity
Galeotti, Andrea - Tinbergen Instituut - 2004
network. Interestingly, unconnected equilibria are asymmetric and central players may emerge. Second, I show that non …
Persistent link: https://www.econbiz.de/10011256410
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Two-way Flow Networks with Small Decay
Jaegher, K. De; Kamphorst, J.J.A. - Tinbergen Instituut - 2010
</I>.<P> This paper characterizes the set of equilibrium networks in the two-way flow model of network formation with small decay …
Persistent link: https://www.econbiz.de/10011256446
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Exploitation and Cooperation in Networks
Galeotti, Andrea; Meléndez, Miguel - Tinbergen Instituut - 2004
that the individual's incentives depend on the architecture of the network as well as on the position of the individual … within the network. In particular, when an efficient interaction requires players to mutually cooperate, efficient social …
Persistent link: https://www.econbiz.de/10011257046
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Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
Gatarek, Lukasz; Hoogerheide, Lennart; Dijk, Herman K. van - Tinbergen Instituut - 2014
We investigate the direct connection between the uncertainty related to estimated stable ratios of stock prices and risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one. A simulation-based Bayesian procedure is introduced for...
Persistent link: https://www.econbiz.de/10011272592
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Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
Gatarek, Lukasz; Hoogerheide, Lennart; Hooning, Koen; … - Tinbergen Instituut - 2013
Accurate prediction of risk measures such as Value at Risk (VaR) and Expected Shortfall (ES) requires precise estimation of the tail of the predictive distribution. Two novel concepts are introduced that offer a specific focus on this part of the predictive density: the censored posterior, a...
Persistent link: https://www.econbiz.de/10011255481