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Dean P. Foster

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Dean P. Foster & Sergiu Hart, 2022. ""Calibeating": Beating Forecasters at Their Own Game," Papers 2209.04892, arXiv.org, revised Oct 2022.

    Cited by:

    1. Foster, Dean & Hart, Sergiu, 2023. ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, vol. 18(4), November.

  2. Dean P. Foster & Sergiu Hart, 2022. "Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics," Papers 2210.07152, arXiv.org.

    Cited by:

    1. Foster, Dean & Hart, Sergiu, 2023. ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, vol. 18(4), November.
    2. Dean P. Foster & Sergiu Hart, 2022. "Forecast Hedging and Calibration," Papers 2210.07169, arXiv.org.
    3. Natalie Collina & Aaron Roth & Han Shao, 2023. "Efficient Prior-Free Mechanisms for No-Regret Agents," Papers 2311.07754, arXiv.org.
    4. Varun Gupta & Christopher Jung & Georgy Noarov & Mallesh M. Pai & Aaron Roth, 2021. "Online Multivalid Learning: Means, Moments, and Prediction Intervals," Papers 2101.01739, arXiv.org.

  3. Dean P. Foster & Sergiu Hart, 2022. "Forecast Hedging and Calibration," Papers 2210.07169, arXiv.org.

    Cited by:

    1. Foster, Dean & Hart, Sergiu, 2023. ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, vol. 18(4), November.
    2. Sergiu Hart, 2022. "Calibrated Forecasts: The Minimax Proof," Papers 2209.05863, arXiv.org, revised Feb 2023.
    3. Atulya Jain & Vianney Perchet, 2024. "Calibrated Forecasting and Persuasion," Papers 2406.15680, arXiv.org.
    4. Varun Gupta & Christopher Jung & Georgy Noarov & Mallesh M. Pai & Aaron Roth, 2021. "Online Multivalid Learning: Means, Moments, and Prediction Intervals," Papers 2101.01739, arXiv.org.

  4. Dean P. Foster & Sergiu Hart, 2015. "Smooth Calibration, Leaky Forecasts, and Finite Recall," Discussion Paper Series dp692, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.

    Cited by:

    1. Juan I Block & Drew Fudenberg & David K Levine, 2017. "Learning Dynamics Based on Social Comparisons," Levine's Working Paper Archive 786969000000001375, David K. Levine.

  5. H Peyton Young & Dean P. Foster, 2011. "A Strategy-Proof Test of Portfolio Returns," Economics Series Working Papers 567, University of Oxford, Department of Economics.

    Cited by:

    1. H Peyton Young & Thomas Noe, 2012. "The Limits to Compensation in the Financial Sector," Economics Series Working Papers 635, University of Oxford, Department of Economics.

  6. Dean P. Foster & Sergiu Hart, 2011. "A Wealth-Requirement Axiomatization of Riskiness," Discussion Paper Series dp577, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.

    Cited by:

    1. Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Papers 1301.1471, arXiv.org.
    2. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
    3. Kadan, Ohad & Liu, Fang, 2014. "Performance evaluation with high moments and disaster risk," Journal of Financial Economics, Elsevier, vol. 113(1), pages 131-155.
    4. Hellman, Ziv & Schreiber, Amnon, 2018. "Indexing gamble desirability by extending proportional stochastic dominance," Games and Economic Behavior, Elsevier, vol. 109(C), pages 523-543.
    5. Yuval Heller & Amnon Schreiber, 2020. "Short-Term Investments and Indices of Risk," Papers 2005.06576, arXiv.org.
    6. Heller, Yuval & Schreiber, Amnon, 2020. "Short-term investments and indices of risk," Theoretical Economics, Econometric Society, vol. 15(3), July.
    7. Marina Resta, 2016. "VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 47-64, January.
    8. Steven Kou & Xianhua Peng, 2016. "On the Measurement of Economic Tail Risk," Operations Research, INFORMS, vol. 64(5), pages 1056-1072, October.
    9. Amnon Schreiber, 2014. "Economic indices of absolute and relative riskiness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 309-331, June.
    10. Tomer Siedner, 2015. "Risk of Monetary Gambles: An Axiomatic Approach," Discussion Paper Series dp682, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    11. Amnon Schreiber, 2012. "An Economic Index of Relative Riskiness," Discussion Paper Series dp597, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.

  7. D. Foster & R. Vohra, 2010. "Regret in the On-line Decision Problem," Levine's Working Paper Archive 569, David K. Levine.

    Cited by:

    1. Sergiu Hart & Andreu Mas-Colell, 1999. "A General Class of Adaptive Strategies," Game Theory and Information 9904001, University Library of Munich, Germany, revised 23 Mar 2000.
    2. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    3. Hofbauer, Josef & Sandholm, William H., 2009. "Stable games and their dynamics," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1665-1693.4, July.

  8. D. Foster & P. Young, 2010. "Stochastic Evolutionary Game Dynamics," Levine's Working Paper Archive 493, David K. Levine.

    Cited by:

    1. Dutta, Jayasri & Prasad, Kislaya, 2002. "Stable risk-sharing," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 411-439, December.
    2. Agastya, Murali, 1999. "Perturbed Adaptive Dynamics in Coalition Form Games," Journal of Economic Theory, Elsevier, vol. 89(2), pages 207-233, December.
    3. Riechmann, Thomas & Weimann, Joachim, 2008. "Competition as a coordination device: Experimental evidence from a minimum effort coordination game," European Journal of Political Economy, Elsevier, vol. 24(2), pages 437-454, June.
    4. Ted Temzelides, 1995. "Evolution, coordination, and banking panics," Working Papers 95-27, Federal Reserve Bank of Philadelphia.
    5. Charness, Gary & Jackson, Matthew O., 2007. "Group play in games and the role of consent in network formation," Journal of Economic Theory, Elsevier, vol. 136(1), pages 417-445, September.
    6. Calvo-Armengol, Antoni, 2001. "Bargaining power in communication networks," Mathematical Social Sciences, Elsevier, vol. 41(1), pages 69-87, January.
    7. Hofbauer,J. & Sandholm,W.H., 2003. "Evolution in games with randomly disturbed payoffs," Working papers 20, Wisconsin Madison - Social Systems.
    8. Ellingsen, Tore & Robles, Jack, 2000. "Does Evolution Solve the Hold-up Problem?," SSE/EFI Working Paper Series in Economics and Finance 358, Stockholm School of Economics.
    9. Beggs, A.W., 2007. "Large deviations and equilibrium selection in large populations," Journal of Economic Theory, Elsevier, vol. 132(1), pages 383-410, January.
    10. Fudenberg, Drew & Imhof, Lorens, 2006. "Imitation Processes with Small Mutations," Scholarly Articles 3190369, Harvard University Department of Economics.
    11. Varoufakis, Yanis, 1996. "Bargaining and strikes: Towards an evolutionary framework," Labour Economics, Elsevier, vol. 3(4), pages 385-398, December.
    12. F. Landini, 2012. "The Evolution of Control in the Digital Economy," Economics Department Working Papers 2012-EP03, Department of Economics, Parma University (Italy).
    13. Sandholm,W.H., 2001. "Pigouvian pricing and stochastic evolutionary implementation," Working papers 16, Wisconsin Madison - Social Systems.
    14. Josef Hofbauer & William H. Sandholm, 2001. "Evolution and Learning in Games with Randomly Disturbed Payoffs," Vienna Economics Papers vie0205, University of Vienna, Department of Economics.
    15. Ken Binmore & Larry Samuelson, "undated". "Evolutionary Drift and Equilibrium Selection," ELSE working papers 011, ESRC Centre on Economics Learning and Social Evolution.
    16. Vega-Redondo, Fernando, 2000. "Unfolding Social Hierarchies," Journal of Economic Theory, Elsevier, vol. 90(2), pages 177-203, February.
    17. Roberto Serrano & Assaf Ben-Shoham & Oscar Volij, 2000. "The Evolution of Exchange," Economic theory and game theory 012, Oscar Volij.
    18. Sandholm,W.H., 1999. "Markov evolution with inexact information," Working papers 15, Wisconsin Madison - Social Systems.
    19. Fisher, Eric ON. & Kakkar, Vikas, 2004. "On the evolution of comparative advantage in matching models," Journal of International Economics, Elsevier, vol. 64(1), pages 169-193, October.
    20. Cui, Zhiwei & Zhai, Jian, 2010. "Escape dynamics and equilibria selection by iterative cycle decomposition," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1015-1029, November.
    21. Demichelis, Stefano & Ritzberger, Klaus, 2003. "From evolutionary to strategic stability," Journal of Economic Theory, Elsevier, vol. 113(1), pages 51-75, November.
    22. Richard Vaughan, "undated". "Evolutive Equilibrium Selection I: Symmetric Two Player Binarychoice Games," ELSE working papers 016, ESRC Centre on Economics Learning and Social Evolution.
    23. Dai, Darong, 2012. "On the Existence and Stability of Pareto Optimal Endogenous Matching with Fairness," MPRA Paper 40560, University Library of Munich, Germany.
    24. Cont, Rama & Löwe, Matthias, 2010. "Social distance, heterogeneity and social interactions," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 572-590, July.
    25. Corradi, Valentina & Sarin, Rajiv, 2000. "Continuous Approximations of Stochastic Evolutionary Game Dynamics," Journal of Economic Theory, Elsevier, vol. 94(2), pages 163-191, October.

  9. Peyton Young & Dean Foster, 2010. "Cooperation in the Short and in the Long Run," Levine's Working Paper Archive 494, David K. Levine.

    Cited by:

    1. Phillip Johnson & David K. Levine & Wolfgang Pesendorfer, 1998. "Evolution and Information in a Prisoner's Dilemma Game," Working Papers 9805, Centro de Investigacion Economica, ITAM.
    2. Jackson, Matthew O. & Watts, Alison, 2002. "The Evolution of Social and Economic Networks," Journal of Economic Theory, Elsevier, vol. 106(2), pages 265-295, October.
    3. Dai, Darong, 2012. "On the Existence and Stability of Pareto Optimal Endogenous Matching with Fairness," MPRA Paper 40560, University Library of Munich, Germany.

  10. D. Foster & R. Vohra, 2010. "Calibrated Learning and Correlated Equilibrium," Levine's Working Paper Archive 568, David K. Levine.

    Cited by:

    1. Sergiu Hart & Andreu Mas-Colell, 1999. "A General Class of Adaptive Strategies," Game Theory and Information 9904001, University Library of Munich, Germany, revised 23 Mar 2000.
    2. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    3. Aukutsionek, Sergei P. & Belianin, Alexis V., 2001. "Quality of forecasts and business performance: A survey study of Russian managers," Journal of Economic Psychology, Elsevier, vol. 22(5), pages 661-692, October.

  11. D. Foster & R. Vohra, 2010. "Asymptotic Calibration," Levine's Working Paper Archive 468, David K. Levine.

    Cited by:

    1. Sergiu Hart & Andreu Mas-Colell, 1999. "A General Class of Adaptive Strategies," Game Theory and Information 9904001, University Library of Munich, Germany, revised 23 Mar 2000.
    2. Carvajal, Andrés, 2009. "Statistical calibration: A simplification of Foster's proof," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 272-277, September.
    3. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    4. Colin Stewart, 2009. "Nonmanipulable Bayesian Testing," Working Papers tecipa-360, University of Toronto, Department of Economics.
    5. Dean Foster & David K Levine & Rakesh Vohra, 1999. "Introduction to Learning in Games: A Symposium in Honor of David Blackwell," Levine's Working Paper Archive 2091, David K. Levine.
    6. Al-Najjar, Nabil I. & Sandroni, Alvaro & Smorodinsky, Rann & Weinstein, Jonathan, 2010. "Testing theories with learnable and predictive representations," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2203-2217, November.

  12. Peyton Young & Dean P Foster, 2008. "The Hedge Fund Game," Economics Papers 2008-W01, Economics Group, Nuffield College, University of Oxford.

    Cited by:

    1. Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009. "Risk Management Lessons from Madoff Fraud," MPRA Paper 36754, University Library of Munich, Germany.
    2. Marcus Miller & Ishita Mohanty & Lei Zhang, 2009. "The Illusion Of Stability—Low Inflation In A Bubble Economy," Manchester School, University of Manchester, vol. 77(s1), pages 126-149, September.
    3. Patrick Minford, 2010. "The Banking Crisis: A Rational Interpretation," Political Studies Review, Political Studies Association, vol. 8(1), pages 40-54, January.
    4. John Thanassoulis, 2011. "Bankers' Pay Structure And Risk," Economics Series Working Papers 545, University of Oxford, Department of Economics.
    5. John Thanassoulis, 2011. "Industrial Structure, Executives' Pay And Myopic Risk Taking," Economics Series Working Papers 571, University of Oxford, Department of Economics.

  13. Dean Foster & Sergiu Hart, 2007. "An Operational Measure of Riskiness," Levine's Bibliography 843644000000000095, UCLA Department of Economics.

    Cited by:

    1. Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung, 2018. "Theory and application of an economic performance measure of risk," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 383-396.
    2. Citci, Haluk & Inci, Eren, 2012. "The Masquerade Ball of the CEOs and the Mask of Excessive Risk," MPRA Paper 35979, University Library of Munich, Germany.
    3. Jianjun Miao, 2022. "Introduction to the special issue in honor of Larry Epstein," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 329-333, September.
    4. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2013. "Entropy and the Value of Information for Investors," Post-Print hal-00812682, HAL.
    5. Takashi Kamihigashi, 2011. "Recurrent Bubbles," The Japanese Economic Review, Japanese Economic Association, vol. 62(1), pages 27-62, March.
    6. Frank Riedel & Tobias Hellmann, 2013. "The Foster-Hart Measure of Riskiness for General Gambles," Papers 1301.1471, arXiv.org.
    7. Zvi Safra & Uzi Segal, 2008. "Calibration Results for Incomplete Preferences," Boston College Working Papers in Economics 683, Boston College Department of Economics.
    8. Manel Baucells & Rakesh K. Sarin, 2019. "The Myopic Property in Decision Models," Decision Analysis, INFORMS, vol. 16(2), pages 128-141, June.
    9. Marilyn Pease & Mark Whitmeyer, 2024. "How to Make an Action Better," Papers 2408.09294, arXiv.org, revised Mar 2025.
    10. Jiro Hodoshima & Tetsuya Misawa & Yoshio Miyahara, 2020. "Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 155-174, June.
    11. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2013. "On the inefficiency of Brownian motions and heavier tailed price processes," IC3JM - Estudios = Working Papers id-13-01, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
    12. Tetsuo Kurosaki & Young Shin Kim, 2020. "Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk," Papers 2010.08900, arXiv.org.
    13. Courtois, Olivier Le & Xu, Xia, 2023. "Semivariance below the maximum: Assessing the performance of economic and financial prospects," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 185-199.
    14. Cosimo Munari & Lutz Wilhelmy & Stefan Weber, 2021. "Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation," Papers 2107.10635, arXiv.org.
    15. Kuang-Liang Chang & Charles Ka Yui Leung, 2022. "How did the asset markets change after the Global Financial Crisis?," Chapters, in: Charles K.Y. Leung (ed.), Handbook of Real Estate and Macroeconomics, chapter 12, pages 312-336, Edward Elgar Publishing.
    16. Ehsani, Sina & Lien, Donald, 2015. "A note on minimum riskiness hedge ratio," Finance Research Letters, Elsevier, vol. 15(C), pages 11-17.
    17. Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2016. "VaR as the CVaR sensitivity : applications in risk optimization," IC3JM - Estudios = Working Papers id-16-01, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
    18. Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2021. "From Blackwell Dominance in Large Samples to Rényi Divergences and Back Again," Econometrica, Econometric Society, vol. 89(1), pages 475-506, January.
    19. Kurosaki, Tetsuo & Kim, Young Shin, 2022. "Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk," Finance Research Letters, Elsevier, vol. 45(C).
    20. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
    21. Michal Lewandowski, 2014. "Buying and selling price for risky lotteries and expected utility theory with gambling wealth," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 253-283, June.
    22. Kadan, Ohad & Liu, Fang, 2014. "Performance evaluation with high moments and disaster risk," Journal of Financial Economics, Elsevier, vol. 113(1), pages 131-155.
    23. Golub, Alexander & Anda, Jon & Markandya, Anil & Brody, Michael & Celovic, Aldin & Kedaitiene, Angele, 2022. "Climate alpha and the global capital market," FEEM Working Papers 322792, Fondazione Eni Enrico Mattei (FEEM).
    24. Moti Michaeli, 2014. "Riskiness for sets of gambles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 515-547, August.
    25. Hellmann, Tobias & Riedel, Frank, 2014. "A Dynamic Extension of the Foster-Hart Measure of Riskiness," Center for Mathematical Economics Working Papers 528, Center for Mathematical Economics, Bielefeld University.
    26. Hellman, Ziv & Schreiber, Amnon, 2018. "Indexing gamble desirability by extending proportional stochastic dominance," Games and Economic Behavior, Elsevier, vol. 109(C), pages 523-543.
    27. Michał Lewandowski, 2017. "Prospect Theory Versus Expected Utility Theory: Assumptions, Predictions, Intuition and Modelling of Risk Attitudes," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 275-321, December.
    28. Zongxia Liang & Jianming Xia & Keyu Zhang, 2023. "Equilibrium stochastic control with implicitly defined objective functions," Papers 2312.15173, arXiv.org, revised Dec 2023.
    29. Tiantian Li & Young Shin Kim & Qi Fan & Fumin Zhu, 2021. "Aumann–Serrano index of risk in portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 94(2), pages 197-217, October.
    30. Abhinav Anand & Tiantian Li & Tetsuo Kurosaki & Young Shin Kim, 2017. "The equity risk posed by the too-big-to-fail banks: a Foster–Hart estimation," Annals of Operations Research, Springer, vol. 253(1), pages 21-41, June.
    31. Klaas Schulze, 2015. "General dual measures of riskiness," Theory and Decision, Springer, vol. 78(2), pages 289-304, February.
    32. Yuval Heller & Amnon Schreiber, 2020. "Short-Term Investments and Indices of Risk," Papers 2005.06576, arXiv.org.
    33. Jiro Hodoshima & Toshiyuki Yamawake, 2021. "Sensitivity of Performance Indexes to Disaster Risk," Risks, MDPI, vol. 9(2), pages 1-22, February.
    34. Gustavo Silva Araújo & José Valentim Machado Vicente, 2014. "Indicadores Antecedentes Extraídos de Preços de Ativos em Corte Transversal," Working Papers Series 361, Central Bank of Brazil, Research Department.
    35. Zvi Safra & Uzi Segal, 2009. "Risk aversion in the small and in the large: Calibration results for betweenness functionals," Journal of Risk and Uncertainty, Springer, vol. 38(1), pages 27-37, February.
    36. Hodoshima, Jiro & Miyahara, Yoshio, 2020. "Utility indifference pricing and the Aumann–Serrano performance index," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 83-89.
    37. Lu, Richard & Horng, Tzyy-Leng & Horng, Min-Sun & Wang, Amy Z.-H., 2023. "A performance evaluation of portfolio insurance under the Black and Scholes framework: An application of the economic index of riskiness," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 269-276.
    38. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
    39. Yang, Jen-Wei & Chiu, Shih-Yung & Yen, Kuang-Chieh, 2023. "Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, vol. 51(C).
    40. Cosimo Munari & Stefan Weber & Lutz Wilhelmy, 2023. "Capital requirements and claims recovery: A new perspective on solvency regulation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(2), pages 329-380, June.
    41. Joel M. Guttman, 2008. "The Subsistence Constraint and Endogenous Risk Aversion," NFI Working Papers 2008-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
    42. Guo, Xu & Post, Thierry & Wong, Wing-Keung & Zhu, Lixing, 2013. "Moment Conditions for Almost Stochastic Dominance," MPRA Paper 51725, University Library of Munich, Germany.
    43. Richard Lu & Adrian (Wai Kong) Cheung & Vu T. Hoang & Sardar M. N. Islam, 2021. "Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1739-1744, April.
    44. Golub, Alexander A. & Lubowski, Ruben N. & Piris-Cabezas, Pedro, 2020. "Business responses to climate policy uncertainty: Theoretical analysis of a twin deferral strategy and the risk-adjusted price of carbon," Energy, Elsevier, vol. 205(C).
    45. Heller, Yuval & Schreiber, Amnon, 2020. "Short-term investments and indices of risk," Theoretical Economics, Econometric Society, vol. 15(3), July.
    46. Schreiber, Amnon, 2015. "A note on Aumann and Serrano’s index of riskiness," Economics Letters, Elsevier, vol. 131(C), pages 9-11.
    47. Steven Kou & Xianhua Peng, 2016. "On the Measurement of Economic Tail Risk," Operations Research, INFORMS, vol. 64(5), pages 1056-1072, October.
    48. Usategui, José M., 2017. "Riskiness in binary gambles: A geometric analysis," Economics Letters, Elsevier, vol. 159(C), pages 149-152.
    49. Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2023. "The sum of all fears: Forecasting international returns using option-implied risk measures," Journal of Banking & Finance, Elsevier, vol. 146(C).
    50. Cui, Zhenyu & Wu, Cai & Zhu, Lingjiong, 2023. "Explicit solution to the economic index of riskiness," Economics Letters, Elsevier, vol. 232(C).
    51. Amnon Schreiber, 2014. "Economic indices of absolute and relative riskiness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 309-331, June.
    52. Tomer Siedner, 2015. "Risk of Monetary Gambles: An Axiomatic Approach," Discussion Paper Series dp682, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    53. Hodoshima, Jiro, 2021. "The computational property of the Aumann–Serrano performance index under risk-averse and risk-loving preference," Finance Research Letters, Elsevier, vol. 39(C).
    54. Chen, Yi-Ting & Ho, Keng-Yu & Tzeng, Larry Y., 2014. "Riskiness-minimizing spot-futures hedge ratio," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 154-164.
    55. Balbás, Beatriz & Balbás, Raquel, 2011. "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," IC3JM - Estudios = Working Papers id-11-04, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
    56. David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012. "Aspirational Preferences and Their Representation by Risk Measures," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November.
    57. Turan G. Bali & Nusret Cakici & Fousseni Chabi-Yo, 2011. "A Generalized Measure of Riskiness," Management Science, INFORMS, vol. 57(8), pages 1406-1423, August.
    58. Moti Michaeli, 2021. "On Measuring Welfare ‘Behind a Veil of Ignorance’," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 56(1), pages 57-66, January.
    59. Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2024. "Geometric BSDEs," Papers 2405.09260, arXiv.org, revised Jul 2024.
    60. Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015. "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 101-117.
    61. Hodoshima, Jiro & Yamawake, Toshiyuki, 2022. "Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes," International Review of Financial Analysis, Elsevier, vol. 83(C).
    62. Jiro Hodoshima & Toshiyuki Yamawake, 2020. "The Aumann–Serrano Performance Index for Multi-Period Gambles in Stock Data," JRFM, MDPI, vol. 13(11), pages 1-18, November.
    63. Leiss, Matthias & Nax, Heinrich H., 2018. "Option-implied objective measures of market risk," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 241-249.
    64. Amnon Schreiber, 2012. "An Economic Index of Relative Riskiness," Discussion Paper Series dp597, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    65. Homm, Ulrich & Pigorsch, Christian, 2012. "Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2274-2284.
    66. Chia-Chi Lu & Carl Hsin-han Shen & Pai-Ta Shih & Wei‐Che Tsai, 2023. "Option implied riskiness and risk-taking incentives of executive compensation," Review of Quantitative Finance and Accounting, Springer, vol. 60(3), pages 1143-1160, April.
    67. Philippe Delquié, 2012. "Risk Measures from Risk-Reducing Experiments," Decision Analysis, INFORMS, vol. 9(2), pages 96-102, June.
    68. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
    69. Doron Nisani, 2023. "On the General Deviation Measure and the Gini coefficient," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 599-610, September.
    70. Soo Hong Chew & Jacob S. Sagi, 2022. "A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 397-422, September.
    71. Homm, Ulrich & Pigorsch, Christian, 2012. "An operational interpretation and existence of the Aumann–Serrano index of riskiness," Economics Letters, Elsevier, vol. 114(3), pages 265-267.
    72. Jiro Hodoshima & Toshiyuki Yamawake, 2022. "Comparing Dynamic and Static Performance Indexes in the Stock Market: Evidence From Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 171-193, June.
    73. Nicholas G. Hall & Daniel Zhuoyu Long & Jin Qi & Melvyn Sim, 2015. "Managing Underperformance Risk in Project Portfolio Selection," Operations Research, INFORMS, vol. 63(3), pages 660-675, June.
    74. Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin, 2016. "Foster–Hart optimal portfolios," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 117-130.

  14. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.

    Cited by:

    1. Hazem Alshaikhmubarak & David Hales & Maria Kogelnik & Molly Schwarz & C. Kent Strauss, 2024. "Knowing me, knowing you: an experiment on mutual payoff information in the stag hunt and Prisoner’s Dilemma," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 10(2), pages 428-441, December.
    2. Sergiu Hart & Yishay Mansour, 2006. "The Communication Complexity of Uncoupled Nash Equilibrium Procedures," Discussion Paper Series dp419, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.

  15. Dean P. Foster & Robert A. Stine, 2001. "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Center for Financial Institutions Working Papers 01-05, Wharton School Center for Financial Institutions, University of Pennsylvania.

    Cited by:

    1. Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W., 2010. "Consumer credit-risk models via machine-learning algorithms," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2767-2787, November.
    2. Barrios, Erniel B. & Mina, Christian D., 2009. "Profiling Poverty with Multivariate Adaptive Regression Splines," Discussion Papers DP 2009-29, Philippine Institute for Development Studies.
    3. Alexandra Schwarz, 2011. "Measurement, Monitoring, and Forecasting of Consumer Credit Default Risk - An Indicator Approach Based on Individual Payment Histories," Schumpeter Discussion Papers sdp11004, Universitätsbibliothek Wuppertal, University Library.

  16. Dean Foster & H Peyton Young, 1999. "On the Impossibility of Predicting the Behavior of Rational Agents," Economics Working Paper Archive 423, The Johns Hopkins University,Department of Economics, revised Jun 2001.

    Cited by:

    1. Burkhard Schipper, 2015. "Strategic teaching and learning in games," Working Papers 152, University of California, Davis, Department of Economics.
    2. Norman, Thomas W.L., 2022. "The possibility of Bayesian learning in repeated games," Games and Economic Behavior, Elsevier, vol. 136(C), pages 142-152.
    3. Al-Suwailem, Sami, 2014. "Complexity and endogenous instability," Research in International Business and Finance, Elsevier, vol. 30(C), pages 393-410.
    4. Yakov Babichenko, 2010. "Completely Uncoupled Dynamics and Nash Equilibria," Discussion Paper Series dp529, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    5. Levy, Yehuda John, 2015. "Limits to rational learning," Journal of Economic Theory, Elsevier, vol. 160(C), pages 1-23.
    6. Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.
    7. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    8. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    9. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    10. Thomas Norman, 2012. "Learning Within Rational-Expectations Equilibrium," Economics Series Working Papers 591, University of Oxford, Department of Economics.
    11. Young, H. Peyton, 2002. "On the limits to rational learning," European Economic Review, Elsevier, vol. 46(4-5), pages 791-799, May.
    12. Chernov, G. & Susin, I., 2019. "Models of learning in games: An overview," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 77-125.
    13. Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
    14. Sami Al-Suwailem, 2012. "Complexity and Endogenous Instability," ASSRU Discussion Papers 1203, ASSRU - Algorithmic Social Science Research Unit.
    15. Thomas Norman, 2012. "Almost-Rational Learning of Nash Equilibrium without Absolute Continuity," Economics Series Working Papers 602, University of Oxford, Department of Economics.
    16. Joshua M. Epstein & Ross A. Hammond, 2001. "Non-Explanatory Equilibria: An Extremely Simple Game With (Mostly) Unattainable Fixed Points," Working Papers 01-08-043, Santa Fe Institute.
    17. Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.
    18. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
    19. Anke Gerber, "undated". "Learning in and about Games," IEW - Working Papers 234, Institute for Empirical Research in Economics - University of Zurich.

  17. Dean P Foster, 1997. "A proof of Calibration via Blackwell's Approachability Theorem," Levine's Working Paper Archive 591, David K. Levine.

    Cited by:

    1. Foster, Dean & Hart, Sergiu, 2023. ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, vol. 18(4), November.
    2. Ehud Lehrer & Eilon Solan, 2016. "A General Internal Regret-Free Strategy," Dynamic Games and Applications, Springer, vol. 6(1), pages 112-138, March.
    3. Shie Mannor & Gilles Stoltz, 2009. "A Geometric Proof of Calibration," Working Papers hal-00442042, HAL.
    4. Olszewski, Wojciech, 2015. "Calibration and Expert Testing," Handbook of Game Theory with Economic Applications,, Elsevier.
    5. DeMarzo, Peter M. & Kremer, Ilan & Mansour, Yishay, 2016. "Robust option pricing: Hannan and Blackwell meet Black and Scholes," Journal of Economic Theory, Elsevier, vol. 163(C), pages 410-434.
    6. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    7. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    8. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    9. Flesch, János & Laraki, Rida & Perchet, Vianney, 2018. "Approachability of convex sets in generalized quitting games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 411-431.
    10. Dean P. Foster & Sergiu Hart, 2022. "Forecast Hedging and Calibration," Papers 2210.07169, arXiv.org.
    11. Drew Fudenberg & David K. Levine, 1996. "An Easier Way to Calibrate," Levine's Working Paper Archive 2059, David K. Levine.
    12. Vianney Perchet, 2015. "Exponential Weight Approachability, Applications to Calibration and Regret Minimization," Dynamic Games and Applications, Springer, vol. 5(1), pages 136-153, March.
    13. Mannor, Shie & Shimkin, Nahum, 2008. "Regret minimization in repeated matrix games with variable stage duration," Games and Economic Behavior, Elsevier, vol. 63(1), pages 227-258, May.
    14. Varun Gupta & Christopher Jung & Georgy Noarov & Mallesh M. Pai & Aaron Roth, 2021. "Online Multivalid Learning: Means, Moments, and Prediction Intervals," Papers 2101.01739, arXiv.org.
    15. Venkat Anantharam, 2022. "Weakening the grip of the model," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 385-387, April.

  18. Dean P. Foster & Daniel B. Nelson, 1994. "Continuous Record Asymptotics for Rolling Sample Variance Estimators," NBER Technical Working Papers 0163, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mark A. Carlson & Thomas B. King & Kurt F. Lewis, 2008. "Distress in the financial sector and economic activity," Finance and Economics Discussion Series 2008-43, Board of Governors of the Federal Reserve System (U.S.).
    2. Liudas Giraitis & George Kapetanios & Tony Yates, 2015. "Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models," Working Papers 767, Queen Mary University of London, School of Economics and Finance.
    3. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc.
    4. Elena Andreou, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," Journal of Financial Econometrics, Oxford University Press, vol. 2(2), pages 290-318.
    5. Vander Elst, Harry & Veredas, David, 2014. "Disentangled jump-robust realized covariances and correlations with non-synchronous prices," DES - Working Papers. Statistics and Econometrics. WS ws142416, Universidad Carlos III de Madrid. Departamento de Estadística.
    6. Aktham Maghyereh & Hussein Abdoh, 2022. "Global financial crisis versus COVID‐19: Evidence from sentiment analysis," International Finance, Wiley Blackwell, vol. 25(2), pages 218-248, August.
    7. Ole E. Barndorff-Nielsen & Neil Shephard, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," OFRC Working Papers Series 2005fe08, Oxford Financial Research Centre.
    8. Zhao, Zhibiao & Wu, Wei Biao, 2009. "Nonparametric inference of discretely sampled stable Lévy processes," Journal of Econometrics, Elsevier, vol. 153(1), pages 83-92, November.
    9. Chen, Richard Y. & Mykland, Per A., 2017. "Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data," Journal of Econometrics, Elsevier, vol. 200(1), pages 79-103.
    10. Qianqiu Liu, 2009. "On portfolio optimization: How and when do we benefit from high-frequency data?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 560-582.
    11. Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics.
    12. Qiao, W. & Bu, D. & Gibberd, A. & Liao, Y. & Wen, T. & Li, E., 2023. "When “time varying” volatility meets “transaction cost” in portfolio selection," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 220-237.
    13. Cotter, John, 2004. "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper 3527, University Library of Munich, Germany.
    14. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
    15. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009. "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers 09-110/4, Tinbergen Institute.
    16. Yu, Chao & Fang, Yue & Zhao, Xujie & Zhang, Bo, 2013. "Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise," MPRA Paper 63293, University Library of Munich, Germany, revised 10 Mar 2014.
    17. Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series 2008fe23, Oxford Financial Research Centre.
    18. Nelson, Daniel B., 1996. "Asymptotic filtering theory for multivariate ARCH models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 1-47.
    19. Jacod, Jean & Li, Yingying & Mykland, Per A. & Podolskij, Mark & Vetter, Mathias, 2007. "Microstructure noise in the continuous case: the pre-averaging approach," Technical Reports 2007,41, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    20. Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics," Economics Papers 2002-W13, Economics Group, Nuffield College, University of Oxford, revised 18 Mar 2002.
    21. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
    22. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 15, pages 777-878, Elsevier.
    23. Mustafayeva, Konul & Wang, Weining, 2020. "Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data," IRTG 1792 Discussion Papers 2020-025, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    24. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2011. "Options introduction and volatility in the EU ETS," Post-Print hal-00991848, HAL.
    25. Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013. "Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
    26. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
    27. Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics.
    28. Awartani, Basel & Aktham, Maghyereh & Cherif, Guermat, 2016. "The connectedness between crude oil and financial markets: Evidence from implied volatility indices," Journal of Commodity Markets, Elsevier, vol. 4(1), pages 56-69.
    29. Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
    30. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
    31. Dias, Alexandra, 2016. "The economic value of controlling for large losses in portfolio selection," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 81-91.
    32. Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2014. "Estimating the spot covariation of asset prices: Statistical theory and empirical evidence," SFB 649 Discussion Papers 2014-055, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    33. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
    34. João F. Caldeira & Guilherme V. Moura & Francisco J. Nogales & André A. P. Santos, 2017. "Combining Multivariate Volatility Forecasts: An Economic-Based Approach," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 247-285.
    35. Michiel de Pooter & Martin Martens & Dick van Dijk, 2008. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 199-229.
    36. Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018. "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 62-79.
    37. Romuald Kenmoe & Simona Sanfelici, 2014. "An application of nonparametric volatility estimators to option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 393-412, October.
    38. Jia Li & Dacheng Xiu, 2016. "Generalized Method of Integrated Moments for High‐Frequency Data," Econometrica, Econometric Society, vol. 84, pages 1613-1633, July.
    39. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015. "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, vol. 83(3), pages 1081-1145, May.
    40. Li, Yan & Yang, Liyan, 2011. "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 972-992.
    41. Hiroyuki Moriya, 2017. "Quantized price volatility model for transaction data," Evolutionary and Institutional Economics Review, Springer, vol. 14(2), pages 397-408, December.
    42. Chou, Ray Yeutien & Liu, Nathan, 2010. "The economic value of volatility timing using a range-based volatility model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2288-2301, November.
    43. Martens, Martin & van Dijk, Dick, 2007. "Measuring volatility with the realized range," Journal of Econometrics, Elsevier, vol. 138(1), pages 181-207, May.
    44. Li, Jia & Todorov, Viktor & Tauchen, George, 2017. "Adaptive estimation of continuous-time regression models using high-frequency data," Journal of Econometrics, Elsevier, vol. 200(1), pages 36-47.
    45. Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs, 2010. "Option Valuation with Conditional Heteroskedasticity and Nonnormality," The Review of Financial Studies, Society for Financial Studies, vol. 23(5), pages 2139-2183.
    46. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO.
    47. Almut Veraart, 2011. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 253-291, September.
    48. John Cotter, 2004. "Realized volatility and minimum capital requirements," Money Macro and Finance (MMF) Research Group Conference 2003 20, Money Macro and Finance Research Group.
    49. Federico A. Bugni & Jia Li & Qiyuan Li, 2020. "Permutation-based tests for discontinuities in event studies," Papers 2007.09837, arXiv.org, revised Jul 2022.
    50. Boswijk, H. P. & Zu, Y., 2013. "Testing for Cointegration with Nonstationary Volatility," Working Papers 13/08, Department of Economics, City University London.
    51. Chernov, Mikhail, 2007. "On the Role of Risk Premia in Volatility Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 411-426, October.
    52. Richard Y. Chen & Per A. Mykland, 2015. "Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data," Papers 1512.06159, arXiv.org, revised Oct 2018.
    53. Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015. "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, vol. 19(2), pages 261-293, April.
    54. Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
    55. Jos'e E. Figueroa-L'opez & Cheng Li & Jeffrey Nisen, 2018. "Optimal Iterative Threshold-Kernel Estimation of Jump Diffusion Processes," Papers 1811.07499, arXiv.org, revised Apr 2020.
    56. Vasyl Golosnoy & Yarema Okhrin, 2007. "Multivariate Shrinkage for Optimal Portfolio Weights," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 441-458.
    57. Bollerslev, Tim & Li, Jia & Li, Qiyuan, 2024. "Optimal nonparametric range-based volatility estimation," Journal of Econometrics, Elsevier, vol. 238(1).
    58. Yoann Potiron & Per Mykland, 2020. "Local Parametric Estimation in High Frequency Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 679-692, July.
    59. Li, Jia & Todorov, Viktor & Tauchen, George, 2016. "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, vol. 193(1), pages 17-34.
    60. Zu, Yang & Peter Boswijk, H., 2014. "Estimating spot volatility with high-frequency financial data," Journal of Econometrics, Elsevier, vol. 181(2), pages 117-135.
    61. Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail, 2011. "Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas," Journal of Financial Economics, Elsevier, vol. 102(2), pages 363-389.
    62. Ziegelmann, Flávio Augusto & Borges, Bruna & Caldeira, João F., 2015. "Selection of Minimum Variance Portfolio Using Intraday Data: An Empirical Comparison Among Different Realized Measures for BM&FBovespa Data," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 35(1), October.
    63. Yucheng Sun, 2024. "Testing for jumps with robust spot volatility estimators," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 78(1), pages 79-104, February.
    64. Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007. "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value," CEPR Discussion Papers 6445, C.E.P.R. Discussion Papers.
    65. Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E., 2008. "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Research Papers EI 2007-53, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    66. Bannouh, K. & Martens, M.P.E. & Oomen, R.C.A. & van Dijk, D.J.C., 2012. "Realized mixed-frequency factor models for vast dimensional covariance estimation," ERIM Report Series Research in Management ERS-2012-017-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    67. Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
    68. Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
    69. Kristensen, Dennis, 2010. "Nonparametric Filtering Of The Realized Spot Volatility: A Kernel-Based Approach," Econometric Theory, Cambridge University Press, vol. 26(1), pages 60-93, February.
    70. Fleming, Jeff & Kirby, Chris & Ostdiek, Barbara, 2003. "The economic value of volatility timing using "realized" volatility," Journal of Financial Economics, Elsevier, vol. 67(3), pages 473-509, March.
    71. Li, Yingying & Liu, Guangying & Zhang, Zhiyuan, 2022. "Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps," Journal of Econometrics, Elsevier, vol. 229(2), pages 422-451.
    72. Nath, Harmindar B. & Brooks, Robert D., 2015. "Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 94-111.
    73. Todorov, Viktor & Zhang, Yang, 2023. "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, vol. 234(1), pages 53-81.
    74. Maghyereh, Aktham & Abdoh, Hussein & Awartani, Basel, 2022. "Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?," Journal of Commodity Markets, Elsevier, vol. 26(C).
    75. Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
    76. Kanatani, Taro, 2004. "Iterative method for exponentially weighted rolling regression," Finance Research Letters, Elsevier, vol. 1(3), pages 196-201, September.
    77. Mathijs Cosemans & Rik Frehen & Peter C. Schotman & Rob Bauer, 2016. "Estimating Security Betas Using Prior Information Based on Firm Fundamentals," The Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 1072-1112.
    78. Christensen, Kim & Thyrsgaard, Martin & Veliyev, Bezirgen, 2019. "The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing," Journal of Econometrics, Elsevier, vol. 212(2), pages 556-583.
    79. Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017. "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 9-24.
    80. Pedro L. Valls Pereira & Hotta, L.K. & Souza, L.A.R., 1999. "Alternative Models to extract asset volatility: a comparative study," Finance Lab Working Papers flwp_14, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    81. Jeroen Klomp & Erwin Bulte, 2013. "Climate change, weather shocks, and violent conflict: a critical look at the evidence," Agricultural Economics, International Association of Agricultural Economists, vol. 44(s1), pages 63-78, November.
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    85. Tim Bollerslev & Jia Li & Zhipeng Liao, 2021. "Fixed‐k inference for volatility," Quantitative Economics, Econometric Society, vol. 12(4), pages 1053-1084, November.
    86. Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018. "On the robustness of the principal volatility components," Textos para discussão 474, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    87. Alessandro Casini & Pierre Perron, 2020. "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series WP2020-013, Boston University - Department of Economics.
    88. José E. Figueroa-López & Cheng Li & Jeffrey Nisen, 2020. "Optimal iterative threshold-kernel estimation of jump diffusion processes," Statistical Inference for Stochastic Processes, Springer, vol. 23(3), pages 517-552, October.
    89. Ole E. Barndorff‐Nielsen & Neil Shephard, 2002. "Econometric analysis of realized volatility and its use in estimating stochastic volatility models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 253-280, May.
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    91. Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich, 2011. "Functional data analysis for volatility," Journal of Econometrics, Elsevier, vol. 165(2), pages 233-245.
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    155. Brenner, Menachem & Pasquariello, Paolo & Subrahmanyam, Marti, 2009. "On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(6), pages 1265-1289, December.
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    Cited by:

    1. Fabio Fornari, 2005. "The rise and fall of US dollar interest rate volatility: evidence from swaptions," BIS Quarterly Review, Bank for International Settlements, September.
    2. Ghysels, E. & Harvey, A. & Renault, E., 1996. "Stochastic Volatility," Cahiers de recherche 9613, Universite de Montreal, Departement de sciences economiques.
    3. Gabriele Fiorentini & Giorgio Calzolari, 1997. "A tobit model with garch errors," Working Papers. Serie AD 1997-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, University Library of Munich, Germany.
    5. Andersen, Torben G & Sorensen, Bent E, 1996. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 328-352, July.
    6. Chan, K. C. & Karolyi, G. Andrew & Stulz, ReneM., 1992. "Global financial markets and the risk premium on U.S. equity," Journal of Financial Economics, Elsevier, vol. 32(2), pages 137-167, October.
    7. Yi, Li & He, Lei, 2016. "False discoveries in style timing of Chinese mutual funds," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 194-208.
    8. John W. Galbraith & Victoria Zinde-Walsh, 2001. "Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations," CIRANO Working Papers 2001s-15, CIRANO.
    9. Giuseppe Buccheri & Stefano Grassi & Giorgio Vocalelli, 2021. "Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility," CEIS Research Paper 506, Tor Vergata University, CEIS, revised 08 Nov 2021.
    10. David S. Bates, 1995. "Testing Option Pricing Models," NBER Working Papers 5129, National Bureau of Economic Research, Inc.
    11. Font, Begoña, 1998. "Modelización de series temporales financieras. Una recopilación," DES - Documentos de Trabajo. Estadística y Econometría. DS 3664, Universidad Carlos III de Madrid. Departamento de Estadística.
    12. Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello, 2014. "On the Price Comovement of U.S. Residential Real Estate Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 71-108, March.
    13. Buccheri, Giuseppe & Corsi, Fulvio & Flandoli, Franco & Livieri, Giulia, 2021. "The continuous-time limit of score-driven volatility models," Journal of Econometrics, Elsevier, vol. 221(2), pages 655-675.
    14. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
    15. Ding, Y., 2020. "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics 20112, Faculty of Economics, University of Cambridge.
    16. Svec, Jiri & Katrak, Xerxis, 2017. "Forecasting volatility with interacting multiple models," Finance Research Letters, Elsevier, vol. 20(C), pages 245-252.
    17. Torben G. Andersen & Tim Bollerslev, 1996. "DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies," NBER Working Papers 5783, National Bureau of Economic Research, Inc.
    18. Eduardo Rossi, 2010. "Univariate GARCH models: a survey (in Russian)," Quantile, Quantile, issue 8, pages 1-67, July.
    19. Martens, Martin, 2001. "Forecasting daily exchange rate volatility using intraday returns," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 1-23, February.
    20. Ding, Yashuang (Dexter), 2023. "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, vol. 232(2), pages 521-543.
    21. Sizova, Natalia, 2011. "Integrated variance forecasting: Model based vs. reduced form," Journal of Econometrics, Elsevier, vol. 162(2), pages 294-311, June.
    22. Torben G. Andersen & Tim Bollerslev, 1997. "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers 6023, National Bureau of Economic Research, Inc.
    23. Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
    24. Dutta, Shantanu & Essaddam, Naceur & Kumar, Vinod & Saadi, Samir, 2017. "How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 867-877.
    25. Anders Tolver Jensen & Theis Lange, 2009. "On IGARCH and convergence of the QMLE for misspecified GARCH models," CREATES Research Papers 2009-06, Department of Economics and Business Economics, Aarhus University.
    26. Coqueret, Guillaume & Deguest, Romain, 2024. "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, vol. 318(2), pages 686-700.
    27. Chamil W SENARATHNE & Wei JIANGUO, 2020. "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 73-91, July.
    28. Amare Wubishet Ayele & Emmanuel Gabreyohannes & Yohannes Yebabe Tesfay, 2017. "Macroeconomic Determinants of Volatility for the Gold Price in Ethiopia: The Application of GARCH and EWMA Volatility Models," Global Business Review, International Management Institute, vol. 18(2), pages 308-326, April.
    29. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
    30. Daniel B. Nelson, 1994. "Asymptotic Filtering Theory for Multivariate ARCH Models," NBER Technical Working Papers 0162, National Bureau of Economic Research, Inc.
    31. Andersen, Torben G. & Bollerslev, Tim & Lange, Steve, 1999. "Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 457-477, December.
    32. Ding, Y., 2021. "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics 2112, Faculty of Economics, University of Cambridge.
    33. Jensen Anders Tolver & Lange Theis, 2010. "On Convergence of the QMLE for Misspecified GARCH Models," Journal of Time Series Econometrics, De Gruyter, vol. 2(1), pages 1-31, June.
    34. Guillaume Coqueret & Romain Deguest, 2024. "Unexpected opportunities in misspecified predictive regressions," Post-Print hal-04595355, HAL.
    35. Fabio Fornari & Antonio Mele, 1997. "Weak convergence and distributional assumptions for a general class of nonliner arch models," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 205-227.
    36. Blair, Bevan J. & Poon, Ser-Huang & Taylor, Stephen J., 2001. "Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns," Journal of Econometrics, Elsevier, vol. 105(1), pages 5-26, November.
    37. David Allen & Stephen Satchell & Colin Lizieri, 2024. "Quantifying the non-Gaussian gain," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 1-18, February.
    38. Fornari, Fabio, 2010. "Assessing the compensation for volatility risk implicit in interest rate derivatives," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 722-743, September.
    39. Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021. "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper 106248, University Library of Munich, Germany.
    40. Anupam Dutta & Debojyoti Das, 2022. "Forecasting realized volatility: New evidence from time‐varying jumps in VIX," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(12), pages 2165-2189, December.

  21. Dean Foster & Peyton Young, "undated". "Learning with Hazy Beliefs," ELSE working papers 023, ESRC Centre on Economics Learning and Social Evolution.

    Cited by:

    1. Eric Friedman, 1998. "Learnability of a class of Non-atomic Games arising on the Internet," Departmental Working Papers 199824, Rutgers University, Department of Economics.
    2. Matthew O. Jackson & Ehud Kalai, 1997. "False Reputation in a Society of Players," Game Theory and Information 9711004, University Library of Munich, Germany.
    3. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    4. Timothy Salmon, 2004. "Evidence for Learning to Learn Behavior in Normal Form Games," Theory and Decision, Springer, vol. 56(4), pages 367-404, April.
    5. Turdaliev, Nurlan, 2002. "Calibration and Bayesian learning," Games and Economic Behavior, Elsevier, vol. 41(1), pages 103-119, October.

Articles

  1. Foster, Dean & Hart, Sergiu, 2023. ""Calibeating": beating forecasters at their own game," Theoretical Economics, Econometric Society, vol. 18(4), November.
    See citations under working paper version above.
  2. Dean P. Foster & Sergiu Hart, 2021. "Forecast Hedging and Calibration," Journal of Political Economy, University of Chicago Press, vol. 129(12), pages 3447-3490.
    See citations under working paper version above.
  3. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    See citations under working paper version above.
  4. Satopää, Ville A. & Baron, Jonathan & Foster, Dean P. & Mellers, Barbara A. & Tetlock, Philip E. & Ungar, Lyle H., 2014. "Combining multiple probability predictions using a simple logit model," International Journal of Forecasting, Elsevier, vol. 30(2), pages 344-356.

    Cited by:

    1. Jonathan Baron & Barbara A. Mellers & Philip E. Tetlock & Eric Stone & Lyle H. Ungar, 2014. "Two Reasons to Make Aggregated Probability Forecasts More Extreme," Decision Analysis, INFORMS, vol. 11(2), pages 133-145, June.
    2. Ville A. Satopää & Robin Pemantle & Lyle H. Ungar, 2016. "Modeling Probability Forecasts via Information Diversity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1623-1633, October.
    3. Hanea, Anca & Wilkinson, David Peter & McBride, Marissa & Lyon, Aidan & van Ravenzwaaij, Don & Singleton Thorn, Felix & Gray, Charles T. & Mandel, David R. & Willcox, Aaron & Gould, Elliot, 2021. "Mathematically aggregating experts' predictions of possible futures," MetaArXiv rxmh7, Center for Open Science.
    4. Satopää, Ville A., 2021. "Improving the wisdom of crowds with analysis of variance of predictions of related outcomes," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1728-1747.
    5. Jared A. Beekman & Ronald F. A. Woodaman & Dennis M. Buede, 2020. "A Review of Probabilistic Opinion Pooling Algorithms with Application to Insider Threat Detection," Decision Analysis, INFORMS, vol. 17(1), pages 39-55, March.
    6. Jens Witkowski & Rupert Freeman & Jennifer Wortman Vaughan & David M. Pennock & Andreas Krause, 2023. "Incentive-Compatible Forecasting Competitions," Management Science, INFORMS, vol. 69(3), pages 1354-1374, March.
    7. Tao Lin & Yiling Chen, 2022. "Sample Complexity of Forecast Aggregation," Papers 2207.13126, arXiv.org, revised Oct 2023.
    8. Niklas Valentin Lehmann, 2023. "Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts," Papers 2312.09081, arXiv.org, revised May 2025.
    9. Siddarth Srinivasan & Ezra Karger & Michiel Bakker & Yiling Chen, 2025. "Tell Me Why: Incentivizing Explanations," Papers 2502.13410, arXiv.org.
    10. Satopää, Ville A. & Salikhov, Marat & Tetlock, Philip E. & Mellers, Barbara, 2023. "Decomposing the effects of crowd-wisdom aggregators: The bias–information–noise (BIN) model," International Journal of Forecasting, Elsevier, vol. 39(1), pages 470-485.
    11. Ville A. Satopää & Marat Salikhov & Philip E. Tetlock & Barbara Mellers, 2021. "Bias, Information, Noise: The BIN Model of Forecasting," Management Science, INFORMS, vol. 67(12), pages 7599-7618, December.
    12. Zanin, Luca, 2020. "Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
    13. Karvetski, Christopher W. & Meinel, Carolyn & Maxwell, Daniel T. & Lu, Yunzi & Mellers, Barbara A. & Tetlock, Philip E., 2022. "What do forecasting rationales reveal about thinking patterns of top geopolitical forecasters?," International Journal of Forecasting, Elsevier, vol. 38(2), pages 688-704.
    14. Yakov Babichenko & Dan Garber, 2021. "Learning Optimal Forecast Aggregation in Partial Evidence Environments," Mathematics of Operations Research, INFORMS, vol. 46(2), pages 628-641, May.

  5. Dean P. Foster & H. Peyton Young, 2012. "A strategy-proof test of portfolio returns," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 671-683, March.
    See citations under working paper version above.
  6. Lin, Dongyu & Foster, Dean P. & Ungar, Lyle H., 2011. "VIF Regression: A Fast Regression Algorithm for Large Data," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 232-247.

    Cited by:

    1. John B. Guerard & Ganlin Xu & Harry Markowitz, 2021. "A further analysis of robust regression modeling and data mining corrections testing in global stocks," Annals of Operations Research, Springer, vol. 303(1), pages 175-195, August.
    2. Ziqian Bao & Yihang Bai & Tao Geng, 2023. "Examining Spatial Inequalities in Public Green Space Accessibility: A Focus on Disadvantaged Groups in England," Sustainability, MDPI, vol. 15(18), pages 1-22, September.
    3. Min Zhu & Mengqi Sun & Ehsan Elahi & Yajie Li & Zainab Khalid, 2023. "Analyzing the Relationship between Green Finance and Agricultural Industrial Upgrading: A Panel Data Study of 31 Provinces in China," Sustainability, MDPI, vol. 15(12), pages 1-19, June.
    4. Max Grazier G'Sell & Stefan Wager & Alexandra Chouldechova & Robert Tibshirani, 2016. "Sequential selection procedures and false discovery rate control," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 423-444, March.
    5. Farid Shirazi & Nick Hajli, 2021. "IT-Enabled Sustainable Innovation and the Global Digital Divides," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
    6. Jinse Jacob & R Varadharajan, 2024. "Robust Variance Inflation Factor: A Promising Approach for Collinearity Diagnostics in the Presence of Outliers," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 86(2), pages 845-871, November.
    7. Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho, 2014. "A VIF-based optimization model to alleviate collinearity problems in multiple linear regression," Computational Statistics, Springer, vol. 29(6), pages 1515-1541, December.
    8. Jorge Cabral & Pedro Macedo & Alda Marques & Vera Afreixo, 2024. "Comparison of Feature Selection Methods—Modelling COPD Outcomes," Mathematics, MDPI, vol. 12(9), pages 1-23, May.
    9. Liao, Zhiqiang & Dai, Sheng & Kuosmanen, Timo, 2024. "Convex support vector regression," European Journal of Operational Research, Elsevier, vol. 313(3), pages 858-870.
    10. Zdenka MALÁ & Michal MALÝ, 2013. "The determinants of adopting organic farming practices: a case study in the Czech Republic," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 59(1), pages 19-28.
    11. Yencha, Christopher, 2019. "Valuing walkability: New evidence from computer vision methods," Transportation Research Part A: Policy and Practice, Elsevier, vol. 130(C), pages 689-709.

  7. Dean P. Foster & H. Peyton Young, 2010. "Gaming Performance Fees By Portfolio Managers," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(4), pages 1435-1458.

    Cited by:

    1. Thanassoulis, John, 2014. "Bank pay caps, bank risk, and macroprudential regulation," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 139-151.
    2. Lagziel, David & Lehrer, Ehud, 2018. "Reward schemes," Games and Economic Behavior, Elsevier, vol. 107(C), pages 21-40.
    3. Olszewski, Wojciech, 2015. "Calibration and Expert Testing," Handbook of Game Theory with Economic Applications,, Elsevier.
    4. Patton, Andrew & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.
    5. Mark D. Flood & Phillip Monin, 2016. "Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios," Working Papers 16-02, Office of Financial Research, US Department of the Treasury.
    6. Marcus Miller & Lei Zhang & Songklod Rastapana, 2017. "Subprime assets and financial crisis: theory, policy and the law," CAGE Online Working Paper Series 340, Competitive Advantage in the Global Economy (CAGE).
    7. Foster, Dean P. & Young, H. Peyton, 2011. "A Strategy-Proof Test of Portfolio Returns," Working Papers 11-50, University of Pennsylvania, Wharton School, Weiss Center.
    8. Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2012. "Reputation, risk-taking and macroprudential policy," Bank of England working papers 462, Bank of England.
    9. H Peyton Young & Thomas Noe, 2012. "The Limits to Compensation in the Financial Sector," Economics Series Working Papers 635, University of Oxford, Department of Economics.
    10. Mark D. Flood & Phillip Monin & Lina Bandyopadhyay, 2015. "Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures," Working Papers 15-13, Office of Financial Research, US Department of the Treasury.
    11. Marcus Miller & Lei Zhang, 2013. "The Invisible Hand And The Banking Trade: Seigniorage, Risk-Shifting, And More," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 56(3-4), pages 365-388.
    12. Michael Hilmer, 2014. "Bailouts, Bonuses and Bankers' Short-Termism," Working Papers tax-mpg-rps-2014-17, Max Planck Institute for Tax Law and Public Finance.
    13. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    14. Mark D. Flood & George G. Korenko, 2015. "Systematic scenario selection: stress testing and the nature of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 43-59, January.
    15. Sylvain Chassang, 2011. "Calibrated Incentive Contracts," Working Papers 1316, Princeton University, Department of Economics, Econometric Research Program..
    16. Marcus Miller, 2021. "Choosing the Narrative: the Shadow Banking Crisis in Light of Covid," Open Economies Review, Springer, vol. 32(2), pages 291-310, April.
    17. John Thanassoulis, 2013. "Industry Structure, Executive Pay, and Short-Termism," Management Science, INFORMS, vol. 59(2), pages 402-419, June.
    18. Peter Sinclair, 2011. "Deficits, Debts and Defaults - Past, Present and Future," Discussion Papers 11-20, Department of Economics, University of Birmingham.
    19. David Lagziel & Ehud Lehrer, 2021. "Transferable deposits as a screening mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 483-504, March.
    20. H Peyton Young & Dean P. Foster, 2011. "A Strategy-Proof Test of Portfolio Returns," Economics Series Working Papers 567, University of Oxford, Department of Economics.
    21. David Lagziel & Ehud Lehrer, 2015. "On the Failures of Bonus Plans," Papers 1505.04587, arXiv.org.
    22. Judy Qiu & Leilei Tang & Ingo Walter, 2018. "Hedge fund incentives, management commitment and survivorship," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 115-142, May.

  8. Dean P. Foster & Sergiu Hart, 2009. "An Operational Measure of Riskiness," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 785-814.
    See citations under working paper version above.
  9. Foster Dean P. & Young H. Peyton, 2008. "Hedge Fund Wizards," The Economists' Voice, De Gruyter, vol. 5(2), pages 1-3, February.

    Cited by:

    1. Jezek, M., 2009. "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics 0951, Faculty of Economics, University of Cambridge.

  10. Dean P. Foster & Robert A. Stine, 2008. "α‐investing: a procedure for sequential control of expected false discoveries," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(2), pages 429-444, April.

    Cited by:

    1. Jean Feng & Scott Emerson & Noah Simon, 2021. "Approval policies for modifications to machine learning‐based software as a medical device: A study of bio‐creep," Biometrics, The International Biometric Society, vol. 77(1), pages 31-44, March.
    2. Foster, Dean P. & Stine, Robert & Young, H. Peyton, 2011. "A Markov Test for Alpha," Working Papers 11-49, University of Pennsylvania, Wharton School, Weiss Center.
    3. Hahn, Georg, 2022. "Online multivariate changepoint detection with type I error control and constant time/memory updates per series," Statistics & Probability Letters, Elsevier, vol. 181(C).
    4. Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019. "Reusing Natural Experiments," Working Paper Series 2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    5. Gong, Siliang & Zhang, Kai & Liu, Yufeng, 2018. "Efficient test-based variable selection for high-dimensional linear models," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 17-31.
    6. Ang Li & Rina Foygel Barber, 2017. "Accumulation Tests for FDR Control in Ordered Hypothesis Testing," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 837-849, April.
    7. Shiyun Chen & Ery Arias-Castro, 2021. "On the power of some sequential multiple testing procedures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(2), pages 311-336, April.
    8. Maede S. Nouri & Daniel J. Lizotte & Kamran Sedig & Sheikh S. Abdullah, 2021. "VISEMURE: A Visual Analytics System for Making Sense of Multimorbidity Using Electronic Medical Record Data," Data, MDPI, vol. 6(8), pages 1-19, August.

  11. Choong Tze Chua & Dean Foster & Krishna Ramaswamy & Robert Stine, 2008. "A Dynamic Model for the Forward Curve," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 265-310, January.

    Cited by:

    1. Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. "The affine arbitrage-free class of Nelson-Siegel term structure models," Journal of Econometrics, Elsevier, vol. 164(1), pages 4-20, September.

  12. , P. & , Peyton, 2006. "Regret testing: learning to play Nash equilibrium without knowing you have an opponent," Theoretical Economics, Econometric Society, vol. 1(3), pages 341-367, September.

    Cited by:

    1. Nax, Heinrich H. & Pradelski, Bary S. R., 2015. "Evolutionary dynamics and equitable core selection in assignment games," LSE Research Online Documents on Economics 65428, London School of Economics and Political Science, LSE Library.
    2. Burkhard Schipper, 2015. "Strategic teaching and learning in games," Working Papers 152, University of California, Davis, Department of Economics.
    3. Dolgopolov, Arthur, 2024. "Reinforcement learning in a prisoner's dilemma," Games and Economic Behavior, Elsevier, vol. 144(C), pages 84-103.
    4. H Peyton Young & Jason R. Marden and Lucy Y. Pao, 2011. "Achieving Pareto Optimality Through Distributed Learning," Economics Series Working Papers 557, University of Oxford, Department of Economics.
    5. Mäs, Michael & Nax, Heinrich H., 2016. "A behavioral study of “noise” in coordination games," Journal of Economic Theory, Elsevier, vol. 162(C), pages 195-208.
    6. H Peyton Young & H.H. Nax & M.N. Burton-Chellew & S.A. Westor, 2013. "Learning in a Black Box: Trial-and-Error in Voluntary Contribuitons Games," Economics Series Working Papers 653, University of Oxford, Department of Economics.
    7. Block, Juan I. & Fudenberg, Drew & Levine, David K., 2019. "Learning dynamics with social comparisons and limited memory," Theoretical Economics, Econometric Society, vol. 14(1), January.
    8. Nax, Heinrich H. & Burton-Chellew, Maxwell N. & West, Stuart A. & Young, H. Peyton, 2016. "Learning in a black box," Journal of Economic Behavior & Organization, Elsevier, vol. 127(C), pages 1-15.
    9. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    10. Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush, 2023. "Game Connectivity and Adaptive Dynamics," Papers 2309.10609, arXiv.org, revised Oct 2024.
    11. H Peyton Young & Bary S. R. Pradelski, 2010. "Learning Efficient Nash Equilibria in Distributed Systems," Economics Series Working Papers 480, University of Oxford, Department of Economics.
    12. Friedman, Dan & Rabanal, Jean Paul & Rud, Olga A & Zhao, Shuchen, 2021. "On the empirical relevance of correlated equilibrium," UiS Working Papers in Economics and Finance 2021/2, University of Stavanger.
    13. Soham R. Phade & Venkat Anantharam, 2019. "On the Geometry of Nash and Correlated Equilibria with Cumulative Prospect Theoretic Preferences," Decision Analysis, INFORMS, vol. 16(2), pages 142-156, June.
    14. Sebastian Bervoets & Mario Bravo & Mathieu Faure, 2020. "Learning with minimal information in continuous games," Post-Print hal-02534257, HAL.
    15. Daskalakis, Constantinos & Deckelbaum, Alan & Kim, Anthony, 2015. "Near-optimal no-regret algorithms for zero-sum games," Games and Economic Behavior, Elsevier, vol. 92(C), pages 327-348.
    16. Arieli, Itai & Babichenko, Yakov, 2012. "Average testing and Pareto efficiency," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2376-2398.
    17. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
    18. Heinrich H. Nax & Bary S. R. Pradelski & H. Peyton Young, 2013. "The Evolution of Core Stability in Decentralized Matching Markets," Working Papers 2013.50, Fondazione Eni Enrico Mattei.
    19. Marden, Jason R. & Shamma, Jeff S., 2012. "Revisiting log-linear learning: Asynchrony, completeness and payoff-based implementation," Games and Economic Behavior, Elsevier, vol. 75(2), pages 788-808.
    20. Manxi Wu & Saurabh Amin & Asuman Ozdaglar, 2021. "Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability," Papers 2109.00719, arXiv.org.
    21. Yakov Babichenko, 2010. "Completely Uncoupled Dynamics and Nash Equilibria," Discussion Paper Series dp529, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    22. Mäs, Michael & Nax, Heinrich H., 2016. "A behavioral study of “noise” in coordination games," LSE Research Online Documents on Economics 65422, London School of Economics and Political Science, LSE Library.
    23. Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.
    24. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    25. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    26. Boyuan Wei & Geert Deconinck, 2019. "Distributed Optimization in Low Voltage Distribution Networks via Broadcast Signals †," Energies, MDPI, vol. 13(1), pages 1-18, December.
    27. Ioannis Kordonis & Alexandros C. Charalampidis & George P. Papavassilopoulos, 2018. "Pretending in Dynamic Games, Alternative Outcomes and Application to Electricity Markets," Dynamic Games and Applications, Springer, vol. 8(4), pages 844-873, December.
    28. Babichenko, Yakov & Rubinstein, Aviad, 2022. "Communication complexity of approximate Nash equilibria," Games and Economic Behavior, Elsevier, vol. 134(C), pages 376-398.
    29. Jean-François Laslier & Bernard Walliser, 2015. "Stubborn learning," PSE-Ecole d'économie de Paris (Postprint) halshs-01310229, HAL.
    30. Juan I Block & Drew Fudenberg & David K Levine, 2017. "Learning Dynamics Based on Social Comparisons," Levine's Working Paper Archive 786969000000001375, David K. Levine.
    31. Goldberg, Paul W. & Pastink, Arnoud, 2014. "On the communication complexity of approximate Nash equilibria," Games and Economic Behavior, Elsevier, vol. 85(C), pages 19-31.
    32. Lahkar, Ratul, 2017. "Equilibrium selection in the stag hunt game under generalized reinforcement learning," Journal of Economic Behavior & Organization, Elsevier, vol. 138(C), pages 63-68.
    33. Torsten Heinrich & Yoojin Jang & Luca Mungo & Marco Pangallo & Alex Scott & Bassel Tarbush & Samuel Wiese, 2021. "Best-response dynamics, playing sequences, and convergence to equilibrium in random games," Papers 2101.04222, arXiv.org, revised Nov 2022.
    34. Yakov Babichenko, 2012. "Best-Reply Dynamics in Large Anonymous Games," Discussion Paper Series dp600, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    35. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    36. Karl Schlag & Andriy Zapechelnyuk, 2009. "Decision making in uncertain and changing environments," Economics Working Papers 1160, Department of Economics and Business, Universitat Pompeu Fabra.
    37. Itai Arieli & H Peyton Young, 2011. "Stochastic Learning Dynamics and Speed of Convergence in Population Games," Economics Series Working Papers 570, University of Oxford, Department of Economics.
    38. Marden, Jason R., 2017. "Selecting efficient correlated equilibria through distributed learning," Games and Economic Behavior, Elsevier, vol. 106(C), pages 114-133.
    39. Johannes Zschache, 2016. "Melioration Learning in Two-Person Games," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-16, November.
    40. Heinrich H. Nax & Maxwell N. Burton-Chellew & Stuart A. West & H. Peyton Young, 2013. "Learning in a Black Box," Working Papers hal-00817201, HAL.
    41. Nax, Heinrich H., 2015. "Equity dynamics in bargaining without information exchange," LSE Research Online Documents on Economics 65426, London School of Economics and Political Science, LSE Library.
    42. Sergiu Hart & Yishay Mansour, 2013. "How Long To Equilibrium? The Communication Complexity Of Uncoupled Equilibrium Procedures," World Scientific Book Chapters, in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 10, pages 215-249, World Scientific Publishing Co. Pte. Ltd..
    43. Heinrich H. Nax & Bary S.R. Pradelski, 2012. "Evolutionary dynamics and equitable core selection in assignment games," Economics Series Working Papers 607, University of Oxford, Department of Economics.
    44. Drew Fudenberg & David K Levine, 2013. "Learning with Recency Bias," Levine's Bibliography 786969000000000846, UCLA Department of Economics.
    45. Marden, Jason R. & Shamma, Jeff S., 2015. "Game Theory and Distributed Control****Supported AFOSR/MURI projects #FA9550-09-1-0538 and #FA9530-12-1-0359 and ONR projects #N00014-09-1-0751 and #N0014-12-1-0643," Handbook of Game Theory with Economic Applications,, Elsevier.
    46. Bora Yongacoglu & Gurdal Arslan & Lacra Pavel & Serdar Yuksel, 2024. "Generalizing Better Response Paths and Weakly Acyclic Games," Papers 2403.18086, arXiv.org.
    47. Heinrich Nax & Bary Pradelski, 2015. "Evolutionary dynamics and equitable core selection in assignment games," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(4), pages 903-932, November.
    48. Masiliūnas, Aidas, 2023. "Learning in rent-seeking contests with payoff risk and foregone payoff information," Games and Economic Behavior, Elsevier, vol. 140(C), pages 50-72.
    49. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    50. Maxwell N. Burton-Chellew & Stuart A. West, 2022. "The Black Box as a Control for Payoff-Based Learning in Economic Games," Games, MDPI, vol. 13(6), pages 1-15, November.
    51. Carly Moulang & Maria Strydom, 2018. "Does well‐being impact individuals’ risky decisions and susceptibility to cognitive bias?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 493-527, November.
    52. Chernomaz, K. & Goertz, J.M.M., 2023. "(A)symmetric equilibria and adaptive learning dynamics in small-committee voting," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
    53. Nax, Heinrich H. & Burton-Chellew, Maxwell N. & West, Stuart A. & Young, H. Peyton, 2016. "Learning in a black box," LSE Research Online Documents on Economics 68714, London School of Economics and Political Science, LSE Library.
    54. Stein, Noah D. & Parrilo, Pablo A. & Ozdaglar, Asuman, 2011. "Correlated equilibria in continuous games: Characterization and computation," Games and Economic Behavior, Elsevier, vol. 71(2), pages 436-455, March.
    55. Heinrich Nax, 2015. "Equity dynamics in bargaining without information exchange," Journal of Evolutionary Economics, Springer, vol. 25(5), pages 1011-1026, November.
    56. Heinrich H. Nax & Maxwell N. Burton-Chellew & Stuart A. West & H. Peyton Young, 2013. "Learning in a Black Box," PSE Working Papers hal-00817201, HAL.
    57. He, Zhongzhi (Lawrence), 2023. "A Gradient-based reinforcement learning model of market equilibration," Journal of Economic Dynamics and Control, Elsevier, vol. 152(C).
    58. Peiran Jiao, 2015. "The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence," Economics Series Working Papers 766, University of Oxford, Department of Economics.
    59. Lim, Wooyoung & Neary, Philip R., 2016. "An experimental investigation of stochastic adjustment dynamics," Games and Economic Behavior, Elsevier, vol. 100(C), pages 208-219.
    60. Holly P. Borowski & Jason R. Marden & Jeff S. Shamma, 2019. "Learning to Play Efficient Coarse Correlated Equilibria," Dynamic Games and Applications, Springer, vol. 9(1), pages 24-46, March.

  13. Foster D.P. & Stine R.A., 2004. "Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 303-313, January.

    Cited by:

    1. Margherita Doria & Elisa Luciano & Patrizia Semeraro, 2022. "Machine learning techniques in joint default assessment," Papers 2205.01524, arXiv.org, revised Sep 2023.
    2. Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W., 2010. "Consumer credit-risk models via machine-learning algorithms," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2767-2787, November.
    3. Barrios, Erniel B. & Mina, Christian D., 2009. "Profiling Poverty with Multivariate Adaptive Regression Splines," Discussion Papers DP 2009-29, Philippine Institute for Development Studies.
    4. Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto, 2011. "Partial Least Square Discriminant Analysis (PLS-DA) for bankruptcy prediction," Working Papers CEB 11-024, ULB -- Universite Libre de Bruxelles.
    5. E.B. Nkemnole & A.A. Akinsete, 2021. "Hidden Markov Model using transaction patterns for ATM card fraud detection," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(629), W), pages 51-70, Winter.

  14. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.

    Cited by:

    1. In-Koo Cho & Kenneth Kasa, 2006. "Learning and Model Validation," 2006 Meeting Papers 178, Society for Economic Dynamics.
    2. Jim Engle-Warnick & Ed Hopkins, 2006. "A Simple Test of Learning Theory," Edinburgh School of Economics Discussion Paper Series 153, Edinburgh School of Economics, University of Edinburgh.
    3. Menzies Gordon Douglas & Zizzo Daniel John, 2009. "Inferential Expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-27, December.
    4. Burkhard Schipper, 2015. "Strategic teaching and learning in games," Working Papers 152, University of California, Davis, Department of Economics.
    5. Sergiu Hart & Andreu Mas-Colell, 2013. "Stochastic Uncoupled Dynamics And Nash Equilibrium," World Scientific Book Chapters, in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 8, pages 165-189, World Scientific Publishing Co. Pte. Ltd..
    6. Norman, Thomas W.L., 2022. "The possibility of Bayesian learning in repeated games," Games and Economic Behavior, Elsevier, vol. 136(C), pages 142-152.
    7. David K. Levine & Salvatore Modica, 2012. "Conflict and the evolution of societies," Working Papers 2012-032, Federal Reserve Bank of St. Louis.
    8. Joseph E. Harrington, Jr. & Joe Chen, 2005. "Cartel Pricing Dynamics with Cost Variability and Endogenous Buyer Detection," CIRJE F-Series CIRJE-F-359, CIRJE, Faculty of Economics, University of Tokyo.
    9. Block, Juan I. & Fudenberg, Drew & Levine, David K., 2019. "Learning dynamics with social comparisons and limited memory," Theoretical Economics, Econometric Society, vol. 14(1), January.
    10. Schipper, Burkhard C, 2018. "Discovery and Equilibrium in Games with Unawareness," MPRA Paper 86300, University Library of Munich, Germany.
    11. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    12. David K. Levine & Salvatore Modica, 2013. "Conflict, evolution, hegemony, and the power of the state," Working Papers 2013-023, Federal Reserve Bank of St. Louis.
    13. John H. Nachbar, 2005. "Beliefs in Repeated Games," Econometrica, Econometric Society, vol. 73(2), pages 459-480, March.
    14. H Peyton Young & Bary S. R. Pradelski, 2010. "Learning Efficient Nash Equilibria in Distributed Systems," Economics Series Working Papers 480, University of Oxford, Department of Economics.
    15. Ed Hopkins & Josef Hofbauer & Michel Benaim, 2005. "Learning in Games with Unstable Equilibria," Edinburgh School of Economics Discussion Paper Series 135, Edinburgh School of Economics, University of Edinburgh.
    16. Cason, Timothy N. & Friedman, Daniel & Hopkins, Ed H, 2009. "Testing the TASP: An Experimental Investigation of Learning in Games with Unstable Equilibria," Santa Cruz Department of Economics, Working Paper Series qt8kp6c049, Department of Economics, UC Santa Cruz.
    17. David K Levine & Salvatore Modica, 2011. "Anti-Malthus: Conflict and the Evolution of Societies," Levine's Bibliography 786969000000000148, UCLA Department of Economics.
    18. Thomas Norman, 2006. "Learning to Forgive," Economics Series Working Papers 296, University of Oxford, Department of Economics.
    19. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
    20. Yakov Babichenko, 2010. "Completely Uncoupled Dynamics and Nash Equilibria," Discussion Paper Series dp529, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    21. Gordon Menzies & Daniel Zizzo, 2007. "Exchange Rate Markets And Conservative Inferential Expectations," CAMA Working Papers 2007-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    22. Aniol Llorente-Saguer & Roman M. Sheremeta & Nora Szech, 2016. "Designing Contests Between Heterogeneous Contestants: An Experimental Study of Tie-Breaks and Bid-Caps in All-Pay Auctions," Working Papers 796, Queen Mary University of London, School of Economics and Finance.
    23. Maxim Raginsky & Angelia Nedić, 2016. "Online Discrete Optimization in Social Networks in the Presence of Knightian Uncertainty," Operations Research, INFORMS, vol. 64(3), pages 662-679, June.
    24. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    25. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    26. Juan I Block & Drew Fudenberg & David K Levine, 2017. "Learning Dynamics Based on Social Comparisons," Levine's Working Paper Archive 786969000000001375, David K. Levine.
    27. Timothy Salmon, 2004. "Evidence for Learning to Learn Behavior in Normal Form Games," Theory and Decision, Springer, vol. 56(4), pages 367-404, April.
    28. Chowdhury, Subhasish M. & Crede, Carsten J., 2020. "Post-cartel tacit collusion: Determinants, consequences, and prevention," International Journal of Industrial Organization, Elsevier, vol. 70(C).
    29. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    30. Itai Arieli & H Peyton Young, 2011. "Stochastic Learning Dynamics and Speed of Convergence in Population Games," Economics Series Working Papers 570, University of Oxford, Department of Economics.
    31. Takako Fujiwara-Greve & Carsten Krabbe Nielsen, 2021. "Algorithms may not learn to play a unique Nash equilibrium," Journal of Computational Social Science, Springer, vol. 4(2), pages 839-850, November.
    32. Jindani, Sam, 2022. "Learning efficient equilibria in repeated games," Journal of Economic Theory, Elsevier, vol. 205(C).
    33. J. Jordan, 2009. "Communication complexity and stability of equilibria in economies and games," Review of Economic Design, Springer;Society for Economic Design, vol. 13(1), pages 115-135, April.
    34. Sergiu Hart & Yishay Mansour, 2013. "How Long To Equilibrium? The Communication Complexity Of Uncoupled Equilibrium Procedures," World Scientific Book Chapters, in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 10, pages 215-249, World Scientific Publishing Co. Pte. Ltd..
    35. Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
    36. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    37. David K Levine & Salvatore Modica, 2016. "An Evolutionary Model of Intervention and Peace," Levine's Bibliography 786969000000001391, UCLA Department of Economics.
    38. Zhou, Junya, 2023. "Costly verification and commitment in persuasion," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 1100-1142.
    39. Leslie, David S. & Collins, E.J., 2006. "Generalised weakened fictitious play," Games and Economic Behavior, Elsevier, vol. 56(2), pages 285-298, August.
    40. In-Koo Cho & Ken Kasa, 2012. "Model Validation and Learning," Discussion Papers dp12-07, Department of Economics, Simon Fraser University.
    41. Pooya Molavi & Ceyhun Eksin & Alejandro Ribeiro & Ali Jadbabaie, 2016. "Learning to Coordinate in Social Networks," Operations Research, INFORMS, vol. 64(3), pages 605-621, June.
    42. Dridi, Slimane & Lehmann, Laurent, 2014. "On learning dynamics underlying the evolution of learning rules," Theoretical Population Biology, Elsevier, vol. 91(C), pages 20-36.
    43. Sergiu Hart & Andreu Mas-Colell, 2002. "Uncoupled dynamics cannot lead to Nash equilibrium," Discussion Paper Series dp299, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    44. Sergiu Hart & Yishay Mansour, 2006. "The Communication Complexity of Uncoupled Nash Equilibrium Procedures," Discussion Paper Series dp419, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    45. Sun, Lan, 2016. "Hypothesis testing equilibrium in signaling games," Center for Mathematical Economics Working Papers 557, Center for Mathematical Economics, Bielefeld University.
    46. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.

  15. Vohra, Rakesh & Levine, David K. & Foster, Dean, 1999. "Introduction to the Special Issue," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 1-6, October.

    Cited by:

    1. DeMarzo, Peter M. & Kremer, Ilan & Mansour, Yishay, 2016. "Robust option pricing: Hannan and Blackwell meet Black and Scholes," Journal of Economic Theory, Elsevier, vol. 163(C), pages 410-434.
    2. Andrew E. B. Lim & J. George Shanthikumar & Gah-Yi Vahn, 2012. "Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case," Management Science, INFORMS, vol. 58(9), pages 1732-1746, September.

  16. Foster, Dean P. & Vohra, Rakesh, 1999. "Regret in the On-Line Decision Problem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 7-35, October.

    Cited by:

    1. Borgs, Christian & Chayes, Jennifer & Immorlica, Nicole & Kalai, Adam Tauman & Mirrokni, Vahab & Papadimitriou, Christos, 2010. "The myth of the Folk Theorem," Games and Economic Behavior, Elsevier, vol. 70(1), pages 34-43, September.
    2. Eric Friedman & Scott Shenker, 1998. "Learning and Implementation on the Internet," Departmental Working Papers 199821, Rutgers University, Department of Economics.
    3. Yannick Viossat & Andriy Zapechelnyuk, 2013. "No-regret Dynamics and Fictitious Play," Post-Print hal-00713871, HAL.
    4. Andriy Zapechelnyuk, 2007. "Better-Reply Strategies with Bounded Recall," Levine's Bibliography 321307000000000961, UCLA Department of Economics.
    5. Omar Besbes & Alp Muharremoglu, 2013. "On Implications of Demand Censoring in the Newsvendor Problem," Management Science, INFORMS, vol. 59(6), pages 1407-1424, June.
    6. Andriy Zapechelnyuk, 2008. "Better-Reply Dynamics with Bounded Recall," Discussion Papers 2, Kyiv School of Economics, revised Mar 2008.
    7. Ehud Lehrer & Eilon Solan, 2016. "A General Internal Regret-Free Strategy," Dynamic Games and Applications, Springer, vol. 6(1), pages 112-138, March.
    8. Dario Bauso & Hamidou Tembine & Tamer Başar, 2016. "Robust Mean Field Games," Dynamic Games and Applications, Springer, vol. 6(3), pages 277-303, September.
    9. Sergiu Hart & Andreu Mas-Colell, 1999. "A General Class of Adaptive Strategies," Game Theory and Information 9904001, University Library of Munich, Germany, revised 23 Mar 2000.
    10. Lehrer, Ehud, 2003. "A wide range no-regret theorem," Games and Economic Behavior, Elsevier, vol. 42(1), pages 101-115, January.
    11. Drew Fudenberg & David K. Levine, 1997. "Conditional Universal Consistency," Levine's Working Paper Archive 471, David K. Levine.
    12. Vivaldo M. Mendes & Diana A. Mendes & Orlando Gomes, 2008. "Learning to Play Nash in Deterministic Uncoupled Dynamics," Working Papers Series 1 ercwp1808, ISCTE-IUL, Business Research Unit (BRU-IUL).
    13. Nicolas Vieille & Olivier Gossner, 2003. "Strategic learning in games with symmetric information," Post-Print hal-00464978, HAL.
    14. Eli Ben-Sasson & Adam Tauman Kalai & Ehud Kalai, 2006. "An Approach to Bounded Rationality," Discussion Papers 1439, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    15. Andriy Zapechelnyuk, 2009. "Limit Behavior of No-regret Dynamics," Discussion Papers 21, Kyiv School of Economics.
    16. Daron Acemoglu & Asuman E. Ozdaglar, 2010. "Opinion Dynamics and Learning in Social Networks," Levine's Working Paper Archive 661465000000000222, David K. Levine.
    17. Sergiu Hart & Andreu Mas-Colell, 1996. "A simple adaptive procedure leading to correlated equilibrium," Economics Working Papers 200, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1996.
    18. Rustichini, Aldo, 1999. "Minimizing Regret: The General Case," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 224-243, October.
    19. Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
    20. Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
    21. Breitmayer, Bastian & Massari, Filippo & Pelster, Matthias, 2019. "Swarm intelligence? Stock opinions of the crowd and stock returns," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 443-464.
    22. Lu, Yueliang (Jacques) & Tian, Weidong, 2023. "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    23. Emerson Melo, 2021. "Learning In Random Utility Models Via Online Decision Problems," CAEPR Working Papers 2022-003 Classification-D, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    24. Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.
    25. Lehrer, Ehud & Solan, Eilon, 2009. "Approachability with bounded memory," Games and Economic Behavior, Elsevier, vol. 66(2), pages 995-1004, July.
    26. Maxim Raginsky & Angelia Nedić, 2016. "Online Discrete Optimization in Social Networks in the Presence of Knightian Uncertainty," Operations Research, INFORMS, vol. 64(3), pages 662-679, June.
    27. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    28. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    29. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    30. Emerson Melo, 2021. "Learning in Random Utility Models Via Online Decision Problems," Papers 2112.10993, arXiv.org, revised Aug 2022.
    31. Ehud Lehrer & Eilon Solan, 2003. "No-Regret with Bounded Computational Capacity," Discussion Papers 1373, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    32. Dean P. Foster & Sergiu Hart, 2022. "Forecast Hedging and Calibration," Papers 2210.07169, arXiv.org.
    33. Du, Ye & Lehrer, Ehud, 2020. "Constrained no-regret learning," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 16-24.
    34. Jiachen Ju & Xiao Wang & Dachuan Xu, 2024. "Online non-monotone diminishing return submodular maximization in the bandit setting," Journal of Global Optimization, Springer, vol. 90(3), pages 619-649, November.
    35. Freund, Yoav & Schapire, Robert E., 1999. "Adaptive Game Playing Using Multiplicative Weights," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 79-103, October.
    36. Natalie Collina & Aaron Roth & Han Shao, 2023. "Efficient Prior-Free Mechanisms for No-Regret Agents," Papers 2311.07754, arXiv.org.
    37. Karl Schlag & Andriy Zapechelnyuk, 2009. "Decision making in uncertain and changing environments," Economics Working Papers 1160, Department of Economics and Business, Universitat Pompeu Fabra.
    38. Schlag, Karl H. & Zapechelnyuk, Andriy, 2017. "Dynamic benchmark targeting," Journal of Economic Theory, Elsevier, vol. 169(C), pages 145-169.
    39. Stoltz, Gilles & Lugosi, Gabor, 2007. "Learning correlated equilibria in games with compact sets of strategies," Games and Economic Behavior, Elsevier, vol. 59(1), pages 187-208, April.
    40. Mannor, Shie & Shimkin, Nahum, 2008. "Regret minimization in repeated matrix games with variable stage duration," Games and Economic Behavior, Elsevier, vol. 63(1), pages 227-258, May.
    41. Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2005. "Stochastic Approximations and Differential Inclusions; Part II: Applications," Working Papers hal-00242974, HAL.
    42. Schlag, Karl & Zapechelnyuk, Andriy, 2012. "On the impossibility of achieving no regrets in repeated games," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 153-158.
    43. Hofbauer, Josef & Sandholm, William H., 2009. "Stable games and their dynamics," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1665-1693.4, July.
    44. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    45. Karl Schlag & Andriy Zapechelnyuk, 2010. "On the Impossibility of Regret Minimization in Repeated Games," Working Papers 676, Queen Mary University of London, School of Economics and Finance.
    46. Yoav Shoham & Rob Powers & Trond Grenager, 2006. "If multi-agent learning is the answer, what is the question?," Levine's Working Paper Archive 122247000000001156, David K. Levine.
    47. Eric Friedman & Scott Shenker & Amy Greenwald, 1998. "Learning in Networks Contexts: Experimental Results from Simulations," Departmental Working Papers 199825, Rutgers University, Department of Economics.
    48. Ehud Lehrer & Eilon Solan, 2007. "Learning to play partially-specified equilibrium," Levine's Working Paper Archive 122247000000001436, David K. Levine.
    49. Drew Fudenberg & David K Levine, 2016. "Whither Game Theory?," Levine's Working Paper Archive 786969000000001307, David K. Levine.
    50. Nadège Bault & Giorgio Coricelli & Aldo Rustichini, 2008. "Interdependent Utilities: How Social Ranking Affects Choice Behavior," PLOS ONE, Public Library of Science, vol. 3(10), pages 1-10, October.
    51. Josef Hofbauer & Sylvain Sorin & Yannick Viossat, 2009. "Time Average Replicator and Best Reply Dynamics," Post-Print hal-00360767, HAL.
    52. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
    53. Omar Besbes & Assaf Zeevi, 2009. "Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms," Operations Research, INFORMS, vol. 57(6), pages 1407-1420, December.
    54. Tarun Chitra, 2025. "A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing," Papers 2503.18237, arXiv.org.
    55. Brandl, Florian & Brandt, Felix, 2024. "A natural adaptive process for collective decision-making," Theoretical Economics, Econometric Society, vol. 19(2), May.

  17. Foster, Dean P., 1999. "A Proof of Calibration via Blackwell's Approachability Theorem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 73-78, October.
    See citations under working paper version above.
  18. Dean P. Foster & Rakesh V. Vohra, 1998. "An Axiomatic Characterization of a Class of Locations in Tree Networks," Operations Research, INFORMS, vol. 46(3), pages 347-354, June.

    Cited by:

    1. Herman Monsuur & Ton Storcken, 2004. "Centers in Connected Undirected Graphs: An Axiomatic Approach," Operations Research, INFORMS, vol. 52(1), pages 54-64, February.

  19. Foster, Dean P. & Young, H. Peyton, 1998. "On the Nonconvergence of Fictitious Play in Coordination Games," Games and Economic Behavior, Elsevier, vol. 25(1), pages 79-96, October.

    Cited by:

    1. Ding, Zhanwen & Wang, Qiao & Cai, Chaoying & Jiang, Shumin, 2014. "Fictitious play with incomplete learning," Mathematical Social Sciences, Elsevier, vol. 67(C), pages 1-8.
    2. Marco Pangallo & James Sanders & Tobias Galla & Doyne Farmer, 2017. "Towards a taxonomy of learning dynamics in 2 x 2 games," Papers 1701.09043, arXiv.org, revised Sep 2021.
    3. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    4. Juan Enrique Martinez-Legaz & Antoine Soubeyran, 2003. "Learning from Errors," UFAE and IAE Working Papers 557.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    5. Pangallo, Marco & Farmer, J. Doyne & Sanders, James & Galla, Tobias, 2017. "A taxonomy of learning dynamics in 2 × 2 games," INET Oxford Working Papers 2017-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    6. Berger, Ulrich, 2007. "Brown's original fictitious play," Journal of Economic Theory, Elsevier, vol. 135(1), pages 572-578, July.
    7. Josef Hofbauer & William H. Sandholm, 2001. "Evolution and Learning in Games with Randomly Disturbed Payoffs," Vienna Economics Papers vie0205, University of Vienna, Department of Economics.
    8. Ulrich Berger, 2004. "Some Notes on Learning in Games with Strategic Complementarities," Game Theory and Information 0409001, University Library of Munich, Germany.
    9. Sobel, Joel, 2000. "Economists' Models of Learning," Journal of Economic Theory, Elsevier, vol. 94(2), pages 241-261, October.
    10. Ulrich Berger, 2004. "Two More Classes of Games with the Fictitious Play Property," Game Theory and Information 0408003, University Library of Munich, Germany.
    11. Sergiu Hart & Andreu Mas-Colell, 2003. "Uncoupled Dynamics Do Not Lead to Nash Equilibrium," American Economic Review, American Economic Association, vol. 93(5), pages 1830-1836, December.
    12. Bryan McCannon, 2011. "Coordination between a sophisticated and fictitious player," Journal of Economics, Springer, vol. 102(3), pages 263-273, April.
    13. Y.M. Ermoliev & S.D. Flam, 1997. "Learning in Potential Games," Working Papers ir97022, International Institute for Applied Systems Analysis.
    14. Berger, Ulrich, 2005. "Fictitious play in 2 x n games," Journal of Economic Theory, Elsevier, vol. 120(2), pages 139-154, February.
    15. Argyrios Deligkas & Eduard Eiben & Gregory Gutin & Philip R. Neary & Anders Yeo, 2023. "Some coordination problems are harder than others," Papers 2311.03195, arXiv.org, revised Nov 2023.
    16. Ulrich Berger, 2003. "Fictitious play in 2xn games," Game Theory and Information 0303009, University Library of Munich, Germany.
    17. Berger, Ulrich, 2007. "Two more classes of games with the continuous-time fictitious play property," Games and Economic Behavior, Elsevier, vol. 60(2), pages 247-261, August.
    18. Oliver Biggar & Iman Shames, 2025. "Preference graphs: a combinatorial tool for game theory," Papers 2502.03546, arXiv.org.

  20. Foster, Dean P. & Vohra, Rakesh V., 1997. "Calibrated Learning and Correlated Equilibrium," Games and Economic Behavior, Elsevier, vol. 21(1-2), pages 40-55, October.

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    1. Jason D. Hartline & Sheng Long & Chenhao Zhang, 2024. "Regulation of Algorithmic Collusion," Papers 2401.15794, arXiv.org, revised Sep 2024.
    2. Eric Friedman & Scott Shenker, 1998. "Learning and Implementation on the Internet," Departmental Working Papers 199821, Rutgers University, Department of Economics.
    3. Levine, David & Fudenberg, Drew, 2006. "Superstition and Rational Learning," Scholarly Articles 3196330, Harvard University Department of Economics.
    4. Foster, Dean P. & Vohra, Rakesh, 1999. "Regret in the On-Line Decision Problem," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 7-35, October.
    5. Burkhard Schipper, 2015. "Strategic teaching and learning in games," Working Papers 152, University of California, Davis, Department of Economics.
    6. Sergiu Hart & Andreu Mas-Colell, 2013. "Stochastic Uncoupled Dynamics And Nash Equilibrium," World Scientific Book Chapters, in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 8, pages 165-189, World Scientific Publishing Co. Pte. Ltd..
    7. Fudenberg, Drew & Levine, David K., 1995. "Consistency and cautious fictitious play," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1065-1089.
    8. Tim Roughgarden, 2018. "Complexity Theory, Game Theory, and Economics: The Barbados Lectures," Papers 1801.00734, arXiv.org, revised Feb 2020.
    9. Ehud Lehrer & Eilon Solan, 2016. "A General Internal Regret-Free Strategy," Dynamic Games and Applications, Springer, vol. 6(1), pages 112-138, March.
    10. Rene Saran & Roberto Serrano, 2010. "Regret matching with finite memory," Working Papers 2010-10, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
    11. Sergiu Hart & Noam Nisan, 2013. "The Query Complexity of Correlated Equilibria," Levine's Working Paper Archive 786969000000000819, David K. Levine.
    12. Ludovico Crippa & Yonatan Gur & Bar Light, 2025. "Equilibria under Dynamic Benchmark Consistency in Non-Stationary Multi-Agent Systems," Papers 2501.11897, arXiv.org, revised May 2025.
    13. Sergiu Hart & Andreu Mas-Colell, 1999. "A General Class of Adaptive Strategies," Game Theory and Information 9904001, University Library of Munich, Germany, revised 23 Mar 2000.
    14. Drew Fudenberg & David K. Levine, 1997. "Conditional Universal Consistency," Levine's Working Paper Archive 471, David K. Levine.
    15. Olszewski, Wojciech, 2015. "Calibration and Expert Testing," Handbook of Game Theory with Economic Applications,, Elsevier.
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    17. Giovanni Di Bartolomeo & Debora Di Gioacchino, 2008. "Fiscal-monetary policy coordination and debt management: a two-stage analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(4), pages 433-448, September.
    18. Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush, 2023. "Game Connectivity and Adaptive Dynamics," Papers 2309.10609, arXiv.org, revised Oct 2024.
    19. Ehud Kalai, 1995. "Calibrated Forecasting and Merging," Discussion Papers 1144R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    20. Ezra Einy & Ori Haimanko & David Lagziel, 2022. "Strong robustness to incomplete information and the uniqueness of a correlated equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 91-119, February.
    21. Eric Friedman, 1998. "Learnability of a class of Non-atomic Games arising on the Internet," Departmental Working Papers 199824, Rutgers University, Department of Economics.
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    23. Friedman, Dan & Rabanal, Jean Paul & Rud, Olga A & Zhao, Shuchen, 2021. "On the empirical relevance of correlated equilibrium," UiS Working Papers in Economics and Finance 2021/2, University of Stavanger.
    24. Xiaotie Deng & Xinyan Hu & Tao Lin & Weiqiang Zheng, 2021. "Nash Convergence of Mean-Based Learning Algorithms in First Price Auctions," Papers 2110.03906, arXiv.org, revised Feb 2023.
    25. Soham R. Phade & Venkat Anantharam, 2019. "On the Geometry of Nash and Correlated Equilibria with Cumulative Prospect Theoretic Preferences," Decision Analysis, INFORMS, vol. 16(2), pages 142-156, June.
    26. Aukutsionek, Sergei P. & Belianin, Alexis V., 2001. "Quality of forecasts and business performance: A survey study of Russian managers," Journal of Economic Psychology, Elsevier, vol. 22(5), pages 661-692, October.
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    35. Maxim Raginsky & Angelia Nedić, 2016. "Online Discrete Optimization in Social Networks in the Presence of Knightian Uncertainty," Operations Research, INFORMS, vol. 64(3), pages 662-679, June.
    36. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    37. Foster, Dean P. & Hart, Sergiu, 2018. "Smooth calibration, leaky forecasts, finite recall, and Nash dynamics," Games and Economic Behavior, Elsevier, vol. 109(C), pages 271-293.
    38. Foster, Dean P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    39. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
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    46. Sergiu Hart & Andreu Mas-Colell, 2003. "Uncoupled Dynamics Do Not Lead to Nash Equilibrium," American Economic Review, American Economic Association, vol. 93(5), pages 1830-1836, December.
    47. Flesch, János & Laraki, Rida & Perchet, Vianney, 2018. "Approachability of convex sets in generalized quitting games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 411-431.
    48. Ludovico Crippa & Yonatan Gur & Bar Light, 2022. "Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks," Papers 2212.03152, arXiv.org, revised Jan 2025.
    49. Dean P. Foster & Sergiu Hart, 2022. "Forecast Hedging and Calibration," Papers 2210.07169, arXiv.org.
    50. Caragiannis, Ioannis & Kaklamanis, Christos & Kanellopoulos, Panagiotis & Kyropoulou, Maria & Lucier, Brendan & Paes Leme, Renato & Tardos, Éva, 2015. "Bounding the inefficiency of outcomes in generalized second price auctions," Journal of Economic Theory, Elsevier, vol. 156(C), pages 343-388.
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    52. Friedman, Eric & Shor, Mikhael & Shenker, Scott & Sopher, Barry, 2004. "An experiment on learning with limited information: nonconvergence, experimentation cascades, and the advantage of being slow," Games and Economic Behavior, Elsevier, vol. 47(2), pages 325-352, May.
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    54. Marden, Jason R., 2017. "Selecting efficient correlated equilibria through distributed learning," Games and Economic Behavior, Elsevier, vol. 106(C), pages 114-133.
    55. Soham R. Phade & Venkat Anantharam, 2023. "Learning in Games with Cumulative Prospect Theoretic Preferences," Dynamic Games and Applications, Springer, vol. 13(1), pages 265-306, March.
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    67. Eilon Solan & Rakesh V. Vohra, 1999. "Correlated Equilibrium, Public Signaling and Absorbing Games," Discussion Papers 1272, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    68. Christoph Graf & Viktor Zobernig & Johannes Schmidt & Claude Klöckl, 2024. "Computational Performance of Deep Reinforcement Learning to Find Nash Equilibria," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 529-576, February.
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    71. Mannor, Shie & Shimkin, Nahum, 2008. "Regret minimization in repeated matrix games with variable stage duration," Games and Economic Behavior, Elsevier, vol. 63(1), pages 227-258, May.
    72. Cason, Timothy N. & Sharma, Tridib & Vadovič, Radovan, 2020. "Correlated beliefs: Predicting outcomes in 2 × 2 games," Games and Economic Behavior, Elsevier, vol. 122(C), pages 256-276.
    73. Chiara Scarampi & Richard Fairchild & Luca Fumarco & Alberto Palermo & Neal Hinvest, 2021. "Social Metacognition: A Correlational Device for Strategic Interactions," Working Papers 2111, Tulane University, Department of Economics.
    74. Ayan Bhattacharya, 2019. "On Adaptive Heuristics that Converge to Correlated Equilibrium," Games, MDPI, vol. 10(1), pages 1-11, January.
    75. Leshno, Jacob D. & Pradelski, Bary S.R., 2021. "The importance of memory for price discovery in decentralized markets," Games and Economic Behavior, Elsevier, vol. 125(C), pages 62-78.
    76. Dütting, Paul & Henzinger, Monika & Starnberger, Martin, 2018. "Valuation compressions in VCG-based combinatorial auctions," LSE Research Online Documents on Economics 87419, London School of Economics and Political Science, LSE Library.
    77. Eric J Friedman & Scott Schenker, 1997. "Learning and Implementation on the Internet," Levine's Working Paper Archive 595, David K. Levine.
    78. Christoph Graf & Viktor Zobernig & Johannes Schmidt & Claude Klockl, 2021. "Computational Performance of Deep Reinforcement Learning to find Nash Equilibria," Papers 2104.12895, arXiv.org.
    79. Cominetti, Roberto & Melo, Emerson & Sorin, Sylvain, 2010. "A payoff-based learning procedure and its application to traffic games," Games and Economic Behavior, Elsevier, vol. 70(1), pages 71-83, September.
    80. Modibo Camara & Jason Hartline & Aleck Johnsen, 2020. "Mechanisms for a No-Regret Agent: Beyond the Common Prior," Papers 2009.05518, arXiv.org.
    81. Tim Roughgarden, 2010. "Computing equilibria: a computational complexity perspective," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(1), pages 193-236, January.
    82. Vohra, Rakesh & Levine, David K. & Foster, Dean, 1999. "Introduction to the Special Issue," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 1-6, October.
    83. Fudenberg, Drew & Kamada, Yuichiro, 2015. "Rationalizable partition-confirmed equilibrium," Scholarly Articles 27303656, Harvard University Department of Economics.
    84. Eric Friedman & Scott Shenker & Amy Greenwald, 1998. "Learning in Networks Contexts: Experimental Results from Simulations," Departmental Working Papers 199825, Rutgers University, Department of Economics.
    85. Ehud Lehrer & Eilon Solan, 2007. "Learning to play partially-specified equilibrium," Levine's Working Paper Archive 122247000000001436, David K. Levine.
    86. Dean Foster & David K Levine & Rakesh Vohra, 1999. "Introduction to Learning in Games: A Symposium in Honor of David Blackwell," Levine's Working Paper Archive 2091, David K. Levine.
    87. William H. Sandholm, 1997. "An Evolutionary Approach to Congestion," Discussion Papers 1198, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    88. Giovanni Di Bartolomeo & Debora Di Gioacchino, 2005. "Fiscal-Monetary Policy Coordination And Debt Management: A Two Stage Dynamic Analysis," Macroeconomics 0504024, University Library of Munich, Germany.
    89. Yoav Kolumbus & Joe Halpern & 'Eva Tardos, 2024. "Paying to Do Better: Games with Payments between Learning Agents," Papers 2405.20880, arXiv.org, revised Feb 2025.
    90. Sergiu Hart & Andreu Mas-Colell, 2002. "Uncoupled dynamics cannot lead to Nash equilibrium," Discussion Paper Series dp299, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    91. Aumann, Robert J., 1997. "Rationality and Bounded Rationality," Games and Economic Behavior, Elsevier, vol. 21(1-2), pages 2-14, October.
    92. Sergiu Hart & Yishay Mansour, 2006. "The Communication Complexity of Uncoupled Nash Equilibrium Procedures," Discussion Paper Series dp419, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    93. Tarun Chitra, 2025. "A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing," Papers 2503.18237, arXiv.org.
    94. Holly P. Borowski & Jason R. Marden & Jeff S. Shamma, 2019. "Learning to Play Efficient Coarse Correlated Equilibria," Dynamic Games and Applications, Springer, vol. 9(1), pages 24-46, March.

  21. Foster, Dean P & Nelson, Daniel B, 1996. "Continuous Record Asymptotics for Rolling Sample Variance Estimators," Econometrica, Econometric Society, vol. 64(1), pages 139-174, January.
    See citations under working paper version above.
  22. Nelson, Daniel B. & Foster, Dean P., 1995. "Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model," Journal of Econometrics, Elsevier, vol. 67(2), pages 303-335, June.
    See citations under working paper version above.
  23. Nelson, Daniel B & Foster, Dean P, 1994. "Asymptotic Filtering Theory for Univariate ARCH Models," Econometrica, Econometric Society, vol. 62(1), pages 1-41, January.
    See citations under working paper version above.
  24. Dean P. Foster & Rakesh V. Vohra, 1993. "A Randomization Rule for Selecting Forecasts," Operations Research, INFORMS, vol. 41(4), pages 704-709, August.

    Cited by:

    1. Yannick Viossat & Andriy Zapechelnyuk, 2013. "No-regret Dynamics and Fictitious Play," Post-Print hal-00713871, HAL.
    2. Sergiu Hart & Andreu Mas-Colell, 1996. "A simple adaptive procedure leading to correlated equilibrium," Economics Working Papers 200, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1996.
    3. Freund, Yoav & Schapire, Robert E., 1999. "Adaptive Game Playing Using Multiplicative Weights," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 79-103, October.
    4. Karl Schlag & Andriy Zapechelnyuk, 2009. "Decision making in uncertain and changing environments," Economics Working Papers 1160, Department of Economics and Business, Universitat Pompeu Fabra.
    5. Schlag, Karl H. & Zapechelnyuk, Andriy, 2017. "Dynamic benchmark targeting," Journal of Economic Theory, Elsevier, vol. 169(C), pages 145-169.
    6. Yoav Freund & Robert E Shapire, 1997. "Game Theory, On-line Prediction and Boosting," Levine's Working Paper Archive 593, David K. Levine.
    7. Eric Friedman & Scott Shenker & Amy Greenwald, 1998. "Learning in Networks Contexts: Experimental Results from Simulations," Departmental Working Papers 199825, Rutgers University, Department of Economics.
    8. P. Auer & N. Cesa-Bianchi & Y. Freund & R. Schapire, 2010. "Gambling in a rigged casino: The adversarial multi-armed bandit problem," Levine's Working Paper Archive 462, David K. Levine.
    9. Greenwald, Amy & Friedman, Eric J. & Shenker, Scott, 2001. "Learning in Network Contexts: Experimental Results from Simulations," Games and Economic Behavior, Elsevier, vol. 35(1-2), pages 80-123, April.
    10. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.

  25. Dean P. Foster & Rakesh V. Vohra, 1992. "An Economic Argument for Affirmative Action," Rationality and Society, , vol. 4(2), pages 176-188, April.

    Cited by:

    1. Cecilia Conrad & Rhonda Sharpe, 1996. "The impact of the California Civil Rights Initiative (CCRI) on university and professional school admissions and the implications for the California Economy," The Review of Black Political Economy, Springer;National Economic Association, vol. 25(1), pages 13-59, September.
    2. Christopher Jung & Sampath Kannan & Changhwa Lee & Mallesh M. Pai & Aaron Roth & Rakesh Vohra, 2020. "Fair Prediction with Endogenous Behavior," Papers 2002.07147, arXiv.org.
    3. Moro,A. & Norman,P., 2001. "A general equilibrium model of statistical discrimination," Working papers 4, Wisconsin Madison - Social Systems.
    4. Selman Erol & Camilo Garcia-Jimeno, 2024. "Civil Liberties and Social Structure," Working Paper Series WP 2024-05, Federal Reserve Bank of Chicago.
    5. Harry Holzer & David Neumark, 1999. "Assessing Affirmative Action," NBER Working Papers 7323, National Bureau of Economic Research, Inc.
    6. Kim-Sau Chung, 2000. "Role Models and Arguments for Affirmative Action," American Economic Review, American Economic Association, vol. 90(3), pages 640-648, June.
    7. J. Ignacio Conde-Ruiz & Juan José Ganuza & Paola Profeta, 2021. "Statistical Discrimination and Committees," Working Papers 2021-06, FEDEA.
    8. Sampath Kannan & Mingzi Niu & Aaron Roth & Rakesh Vohra, 2021. "Best vs. All: Equity and Accuracy of Standardized Test Score Reporting," Papers 2102.07809, arXiv.org.
    9. Austen-Smith, David & Wallerstein, Michael, 2006. "Redistribution and affirmative action," Journal of Public Economics, Elsevier, vol. 90(10-11), pages 1789-1823, November.
    10. Siddique, Zahra, 2011. "Evidence on Caste Based Discrimination," Labour Economics, Elsevier, vol. 18(S1), pages 146-159.
    11. Siddique, Zahra, 2008. "Caste Based Discrimination: Evidence and Policy," IZA Discussion Papers 3737, Institute of Labor Economics (IZA).
    12. Sampath Kannan & Aaron Roth & Juba Ziani, 2018. "Downstream Effects of Affirmative Action," Papers 1808.09004, arXiv.org.
    13. Laurence Kranich, 2017. "Historical discrimination and optimal remediation," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 48(1), pages 239-265, January.

  26. Peyton Young, H. & Foster, Dean, 1991. "Cooperation in the long-run," Games and Economic Behavior, Elsevier, vol. 3(1), pages 145-156, February.

    Cited by:

    1. Jörg Rieskamp & Peter Todd, 2006. "The Evolution of Cooperative Strategies for Asymmetric Social Interactions," Theory and Decision, Springer, vol. 60(1), pages 69-111, February.
    2. Zhang, Huanren, 2018. "Errors can increase cooperation in finite populations," Games and Economic Behavior, Elsevier, vol. 107(C), pages 203-219.
    3. Weibull, Jörgen W., 1992. "An Introduction to Evolutionary Game Theory," Working Paper Series 347, Research Institute of Industrial Economics.
    4. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    5. Berninghaus, Siegfried & Haller, Hans & Outkin, Alexander, 2005. "Neural Networks and Contagion," Papers 05-35, Sonderforschungsbreich 504.
    6. Jeffrey E. Prisbrey, 1993. "A bounded rationality, evolutionary model for behavior in two person reciprocity games," Economics Working Papers 50, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Piotr Swistak, 1992. "What Games? Why Equilibria? Which Equilibria?," Rationality and Society, , vol. 4(1), pages 103-116, January.
    8. Feri, Francesco, 2007. "Stochastic stability in networks with decay," Journal of Economic Theory, Elsevier, vol. 135(1), pages 442-457, July.
    9. Mari Rege, 1999. "Social Norms and Private Provision of Public Goods: Endogenous Peer Groups," Discussion Papers 257, Statistics Norway, Research Department.
    10. Antonio Cabrales, 1993. "Stochastic replicator dynamics," Economics Working Papers 54, Department of Economics and Business, Universitat Pompeu Fabra.
    11. Brenner, Thomas & Witt, Ulrich, 2003. "Melioration learning in games with constant and frequency-dependent pay-offs," Journal of Economic Behavior & Organization, Elsevier, vol. 50(4), pages 429-448, April.
    12. Droste, E. & Hommes, C.H. & Tuinstra, J., 1999. "Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition," CeNDEF Working Papers 99-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    13. Francesco Feri, 2005. "Network Formation with Endogenous Decay," Working Papers 2005.35, Fondazione Eni Enrico Mattei.
    14. Phillip Johnson & David K. Levine & Wolfgang Pesendorfer, 1998. "Evolution and Information in a Prisoner's Dilemma Game," Working Papers 9805, Centro de Investigacion Economica, ITAM.
    15. Michael J. Prietula & Daniel Conway, 2009. "The evolution of metanorms: quis custodiet ipsos custodes?," Computational and Mathematical Organization Theory, Springer, vol. 15(3), pages 147-168, September.
    16. Jung-Kyoo Choi & Jun Sok Huhh, 2021. "Behavioral Mistakes Support Cooperation in an N-Person Repeated Public Goods Game," Papers 2106.15994, arXiv.org.
    17. H. Peyton Young, 1996. "The Economics of Convention," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 105-122, Spring.
    18. D. Fudenberg & C. Harris, 2010. "Evolutionary Dynamics with Aggregate Shocks," Levine's Working Paper Archive 496, David K. Levine.
    19. Ken Binmore & Larry Samuelson, "undated". "Evolutionary Drift and Equilibrium Selection," ELSE working papers 011, ESRC Centre on Economics Learning and Social Evolution.
    20. Matthijs van Veelen & Julian Garcia, 2010. "In and Out of Equilibrium: Evolution of Strategies in Repeated Games with Discounting," Tinbergen Institute Discussion Papers 10-037/1, Tinbergen Institute.
    21. Jianzhong Wu & Robert Axelrod, 1995. "How to Cope with Noise in the Iterated Prisoner's Dilemma," Journal of Conflict Resolution, Peace Science Society (International), vol. 39(1), pages 183-189, March.
    22. Ankur Tutlani & Dushyant Kumar, 2024. "Social Networks and Norms Evolution," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 1-36, July.
    23. Jackson, Matthew O. & Watts, Alison, 2002. "The Evolution of Social and Economic Networks," Journal of Economic Theory, Elsevier, vol. 106(2), pages 265-295, October.
    24. Jens Josephson & Karl Wärneryd, 2004. "Long-run selection and the work ethic," Economics Working Papers 774, Department of Economics and Business, Universitat Pompeu Fabra.
    25. Joshua M. Epstein, 2007. "Agent-Based Computational Models and Generative Social Science," Introductory Chapters, in: Generative Social Science Studies in Agent-Based Computational Modeling, Princeton University Press.
    26. Westhoff, Frank H. & Yarbrough, Beth V. & Yarbrough, Robert M., 1996. "Complexity, organization, and Stuart Kauffman's The Origins of Order," Journal of Economic Behavior & Organization, Elsevier, vol. 29(1), pages 1-25, January.
    27. Choi, Jung-Kyoo, 2007. "Trembles may support cooperation in a repeated prisoner's dilemma game," Journal of Economic Behavior & Organization, Elsevier, vol. 63(3), pages 384-393, July.
    28. Elliot T Berkman & Evgeniya Lukinova & Ivan Menshikov & Mikhail Myagkov, 2015. "Sociality as a Natural Mechanism of Public Goods Provision," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-18, March.
    29. Philip R Neary & Jonathan Newton, 2017. "Heterogeneity in preferences and behavior in threshold models," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, vol. 2(1), pages 141-159, December.
    30. Dai, Darong, 2012. "On the Existence and Stability of Pareto Optimal Endogenous Matching with Fairness," MPRA Paper 40560, University Library of Munich, Germany.
    31. Xueheng Li & Lucas Molleman & Dennie van Dolder, 2020. "Conditional punishment: Descriptive social norms drive negative reciprocity," Discussion Papers 2020-05, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    32. Jonathan Bendor & Piotr Swistak, 1998. "Evolutionary Equilibria: Characterization Theorems and Their Implications," Theory and Decision, Springer, vol. 45(2), pages 99-159, October.
    33. Robert Boyer & André Orléan, 1995. "Stabilité de la coopération dans les jeux évolutionnistes stochastiques," Revue Économique, Programme National Persée, vol. 46(3), pages 797-806.

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