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

    Cited by:

    1. 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.
    2. 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. Dean P. Foster & H. Peyton Young, 2001. "On the Impossibility of Predicting the Behavior of Rational Agents," Working Papers 01-08-039, Santa Fe Institute.

    Cited by:

    1. Al-Suwailem, Sami, 2014. "Complexity and endogenous instability," Research in International Business and Finance, Elsevier, vol. 30(C), pages 393-410.
    2. 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.
    3. 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.
    4. Yehuda Levy, 2014. "Limits to Rational Learning," Economics Series Working Papers 731, University of Oxford, Department of Economics.
    5. Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
    6. Thomas Norman, 2012. "Almost-Rational Learning of Nash Equilibrium without Absolute Continuity," Economics Series Working Papers 602, University of Oxford, Department of Economics.
    7. Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.
    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. 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.
    10. Thomas Norman, 2012. "Learning Within Rational-Expectations Equilibrium," Economics Series Working Papers 591, University of Oxford, Department of Economics.
    11. 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.
    12. Norman, Thomas W.L., 2022. "The possibility of Bayesian learning in repeated games," Games and Economic Behavior, Elsevier, vol. 136(C), pages 142-152.
    13. Burkhard Schipper, 2017. "Strategic Teaching and Learning in Games," Working Papers 232, University of California, Davis, Department of Economics.
    14. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
    15. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    16. Young, H. Peyton, 2002. "On the limits to rational learning," European Economic Review, Elsevier, vol. 46(4-5), pages 791-799, May.
    17. Anke Gerber, "undated". "Learning in and about Games," IEW - Working Papers 234, Institute for Empirical Research in Economics - University of Zurich.
    18. Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.
    19. Sami Al-Suwailem, 2012. "Complexity and Endogenous Instability," ASSRU Discussion Papers 1203, ASSRU - Algorithmic Social Science Research Unit.

  3. 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.

  4. 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 P. & Young, H. Peyton, 2003. "Learning, hypothesis testing, and Nash equilibrium," Games and Economic Behavior, Elsevier, vol. 45(1), pages 73-96, October.
    2. 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.
    3. Sergiu Hart & Dean P. Foster, 2019. "Forecast-Hedging and Calibration," Discussion Paper Series dp731, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    4. Gilles Stoltz & Shie Mannor, 2010. "A Geometric Proof of Calibration," Post-Print hal-00586044, HAL.
    5. Dean P. Foster & Sergiu Hart, 2022. ""Calibeating": Beating Forecasters at Their Own Game," Papers 2209.04892, arXiv.org, revised Oct 2022.
    6. Venkat Anantharam, 2022. "Weakening the grip of the model," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 385-387, April.
    7. Drew Fudenberg & David K. Levine, 1996. "An Easier Way to Calibrate," Levine's Working Paper Archive 2059, David K. Levine.
    8. Vianney Perchet, 2015. "Exponential Weight Approachability, Applications to Calibration and Regret Minimization," Dynamic Games and Applications, Springer, vol. 5(1), pages 136-153, March.
    9. 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.
    10. 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.
    11. 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.
    12. Dean Foster & Rakesh Vohra, 2011. "Calibration: Respice, Adspice, Prospice," Discussion Papers 1537, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    13. Olszewski, Wojciech, 2015. "Calibration and Expert Testing," Handbook of Game Theory with Economic Applications,, Elsevier.
    14. 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.
    15. Ehud Lehrer & Eilon Solan, 2016. "A General Internal Regret-Free Strategy," Dynamic Games and Applications, Springer, vol. 6(1), pages 112-138, March.

  5. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Cecilia Mancini & Vanessa Mattiussi & Roberto Reno', 2012. "Spot Volatility Estimation Using Delta Sequences," Working Papers - Mathematical Economics 2012-10, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    8. Andrew Ang & Dennis Kristensen, 2011. "Testing Conditional Factor Models," NBER Working Papers 17561, National Bureau of Economic Research, Inc.
    9. Todorov, Viktor & Zhang, Yang, 2023. "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, vol. 234(1), pages 53-81.
    10. Kanatani, Taro, 2004. "Iterative method for exponentially weighted rolling regression," Finance Research Letters, Elsevier, vol. 1(3), pages 196-201, September.
    11. 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.
    12. 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.
    13. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012. "Parametric Inference and Dynamic State Recovery from Option Panels," Global COE Hi-Stat Discussion Paper Series gd12-266, Institute of Economic Research, Hitotsubashi University.
    14. Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich, 2011. "Functional data analysis for volatility," Journal of Econometrics, Elsevier, vol. 165(2), pages 233-245.
    15. Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs, 2009. "Option Valuation with Conditional Heteroskedasticity and Non-Normality," CIRANO Working Papers 2009s-32, CIRANO.
    16. He, Lidan & Liu, Qiang & Liu, Zhi, 2020. "Edgeworth corrections for spot volatility estimator," Statistics & Probability Letters, Elsevier, vol. 164(C).
    17. Maria Elvira Mancino & Simone Scotti & Giacomo Toscano, 2020. "Is the variance swap rate affine in the spot variance? Evidence from S&P500 data," Papers 2004.04015, arXiv.org.
    18. Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005. "There is a risk-return trade-off after all," Journal of Financial Economics, Elsevier, vol. 76(3), pages 509-548, June.
    19. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, vol. 95(2), pages 398-404, May.
    20. 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.
    21. 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.
    22. Bollerslev, Tim & Li, Jia & Li, Qiyuan, 2024. "Optimal nonparametric range-based volatility estimation," Journal of Econometrics, Elsevier, vol. 238(1).
    23. Chevallier, Julien & Le Pen, Yannick & Sévi, Benoît, 2011. "Options introduction and volatility in the EU ETS," Resource and Energy Economics, Elsevier, vol. 33(4), pages 855-880.
    24. 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.
    25. Carlson Mark A & King Thomas & Lewis Kurt, 2011. "Distress in the Financial Sector and Economic Activity," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-31, June.
    26. 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.
    27. Neil Shephard & Ole E. Barndorff-Nielsen & University of Aarhus, 2001. "Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models," Economics Series Working Papers 71, University of Oxford, Department of Economics.
    28. Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012. "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series 80, National Centre for Econometric Research.
    29. Federico A. Bugni & Jia Li & Qiyuan Li, 2023. "Permutation‐based tests for discontinuities in event studies," Quantitative Economics, Econometric Society, vol. 14(1), pages 37-70, January.
    30. Vasyl Golosnoy, 2007. "Sequential monitoring of minimum variance portfolio," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(1), pages 39-55, March.
    31. Michael S. Johannes & Nicholas G. Polson & Jonathan R. Stroud, 2009. "Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 22(7), pages 2559-2599, July.
    32. Michiel de Pooter & Martin Martens & Dick van Dijk, 2005. "Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?," Tinbergen Institute Discussion Papers 05-089/4, Tinbergen Institute, revised 03 Jan 2006.
    33. Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016. "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance 1613, University of St. Gallen, School of Finance.
    34. Per Mykland, 2012. "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, vol. 8(2), pages 235-258, May.
    35. 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.
    36. 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.
    37. 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.
    38. 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".
    39. 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.
    40. Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
    41. Jia Li & Dacheng Xiu, 2016. "Generalized Method of Integrated Moments for High‐Frequency Data," Econometrica, Econometric Society, vol. 84, pages 1613-1633, July.
    42. Almut E. D. Veraart, 2010. "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers 2010-65, Department of Economics and Business Economics, Aarhus University.
    43. Li, Jia & Todorov, Viktor & Tauchen, George, 2016. "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, vol. 193(1), pages 17-34.
    44. 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.
    45. Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO.
    46. Tim Bollerslev & Jia Li & Zhipeng Liao, 2021. "Fixed‐k inference for volatility," Quantitative Economics, Econometric Society, vol. 12(4), pages 1053-1084, November.
    47. John Cotter, 2011. "Minimum Capital Requirement Calculations for UK Futures," Working Papers 200418, Geary Institute, University College Dublin.
    48. Daniel B. Nelson, 1994. "Asymptotically Optimal Smoothing with ARCH Models," NBER Technical Working Papers 0161, National Bureau of Economic Research, Inc.
    49. Jianqing Fan & Yingying Fan & Jinchi Lv, 0. "Aggregation of Nonparametric Estimators for Volatility Matrix," Journal of Financial Econometrics, Oxford University Press, vol. 5(3), pages 321-357.
    50. Fleming, Jeff & Ostdiek, Barbara, 1999. "The impact of energy derivatives on the crude oil market," Energy Economics, Elsevier, vol. 21(2), pages 135-167, April.
    51. Elena Andreou & Eric Ghysels & Constantinos Kourouyiannis, 2012. "Robust volatility forecasts in the presence of structural breaks," University of Cyprus Working Papers in Economics 08-2012, University of Cyprus Department of Economics.
    52. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-03, Swiss National Bank.
    53. Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012. "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, vol. 10(2), pages 354-389, 2012 06.
    54. Dimitrios Dadakas & Christos Karpetis & Athanasios Fassas & Erotokritos Varelas, 2016. "Sectoral Differences in the Choice of the Time Horizon during Estimation of the Unconditional Stock Beta," IJFS, MDPI, vol. 4(4), pages 1-13, December.
    55. R. Ferreira, Alexandre & A. P. Santos, Andre, 2016. "On the choice of covariance specifications for portfolio selection problems," MPRA Paper 73259, University Library of Munich, Germany.
    56. 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.
    57. Nelson, Daniel B., 1996. "Asymptotic filtering theory for multivariate ARCH models," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 1-47.
    58. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," NBER Working Papers 11188, National Bureau of Economic Research, Inc.
    59. Elena Andreou & Eric Ghysels, 2002. "Tests for Breaks in the Conditional Co-movements of Asset Returns," CIRANO Working Papers 2002s-59, CIRANO.
    60. 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.
    61. 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.
    62. 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.
    63. 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).
    64. 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.
    65. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
    66. Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018. "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, vol. 207(1), pages 71-91.
    67. Mykland, Per A. & Zhang, Lan, 2016. "Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price," Journal of Econometrics, Elsevier, vol. 194(2), pages 242-262.
    68. Bollerslev, Tim & Zhang, Benjamin Y. B., 2003. "Measuring and modeling systematic risk in factor pricing models using high-frequency data," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 533-558, December.
    69. Ang, Andrew & Chen, Joseph, 2007. "CAPM over the long run: 1926-2001," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 1-40, January.
    70. Martens, M.P.E. & van Dijk, D.J.C., 2006. "Measuring volatility with the realized range," Econometric Institute Research Papers EI 2006-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    71. Torben G. Andersen & Luca Benzoni, 2008. "Realized volatility," Working Paper Series WP-08-14, Federal Reserve Bank of Chicago.
    72. Kalnina, Ilze, 2011. "Subsampling high frequency data," Journal of Econometrics, Elsevier, vol. 161(2), pages 262-283, April.
    73. Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019. "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, vol. 52(C), pages 201-219.
    74. Cosemans, Mathijs & Frehen, Rik & Schotman, Peter & Bauer, Rob, 2016. "Estimating security betas using prior information based on firm fundamentals," Other publications TiSEM f0f91c05-b59e-454c-a102-a, Tilburg University, School of Economics and Management.
    75. Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers 2001-W16, Economics Group, Nuffield College, University of Oxford.
    76. 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.
    77. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, Department of Economics and Business Economics, Aarhus University.
    78. 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.
    79. 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.
    80. 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.
    81. 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.
    82. Boswijk, H. P. & Zu, Y., 2013. "Testing for Cointegration with Nonstationary Volatility," Working Papers 13/08, Department of Economics, City University London.
    83. Alessandro Casini, 2018. "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers 1803.10883, arXiv.org, revised Dec 2018.
    84. 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.
    85. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Journal of Finance, American Finance Association, vol. 56(1), pages 1-43, February.
    86. Daniel B. Nelson & Dean P. Foster, 1992. "Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model," NBER Technical Working Papers 0132, National Bureau of Economic Research, Inc.
    87. 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.
    88. Chao Yu & Yue Fang & Zeng Li & Bo Zhang & Xujie Zhao, 2014. "Non-Parametric Estimation Of High-Frequency Spot Volatility For Brownian Semimartingale With Jumps," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 572-591, November.
    89. Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2004. "A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1," NBER Working Papers 10447, National Bureau of Economic Research, Inc.
    90. Herwartz, Helmut & Golosnoy, Vasyl, 2007. "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers 2007-23, Christian-Albrechts-University of Kiel, Department of Economics.
    91. Gopal K. Basak & Ravi Jagannathan & Tongshu Ma, 2009. "Jackknife Estimator for Tracking Error Variance of Optimal Portfolios," Management Science, INFORMS, vol. 55(6), pages 990-1002, June.
    92. Yoann Potiron & Per Mykland, 2016. "Local Parametric Estimation in High Frequency Data," Papers 1603.05700, arXiv.org, revised Aug 2018.
    93. Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2021. "Recalcitrant betas: Intraday variation in the cross‐sectional dispersion of systematic risk," Quantitative Economics, Econometric Society, vol. 12(2), pages 647-682, May.
    94. Fang, Yue & Xu, Daming, 2003. "The predictability of asset returns: an approach combining technical analysis and time series forecasts," International Journal of Forecasting, Elsevier, vol. 19(3), pages 369-385.
    95. Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series 2008fe23, Oxford Financial Research Centre.
    96. 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.
    97. Hiroyuki Moriya, 2017. "Quantized price volatility model for transaction data," Evolutionary and Institutional Economics Review, Springer, vol. 14(2), pages 397-408, December.
    98. 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.
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    1. David S. Bates, 1995. "Testing Option Pricing Models," NBER Working Papers 5129, National Bureau of Economic Research, Inc.
    2. 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.
    3. 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.
    4. 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.
    5. Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, "undated". "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997 6, Society for Computational Economics.
    6. 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.
    7. 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.
    8. 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.
    9. LeBaron, B., 1996. "Technical Trading Rule Profitability and Foreing Exchange Intervention," Working papers 9445r, Wisconsin Madison - Social Systems.
    10. Ding, Y., 2020. "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics 20112, Faculty of Economics, University of Cambridge.
    11. 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.
    12. 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.
    13. GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995. "Stochastic Volatility," LIDAM Discussion Papers CORE 1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    14. 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.
    15. 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.
    16. 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.
    17. Fabio Fornari, 2005. "The rise and fall of US dollar interest rate volatility: evidence from swaptions," BIS Quarterly Review, Bank for International Settlements, September.
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    21. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers 01-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
    22. 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).
    23. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992. "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers 4074, National Bureau of Economic Research, Inc.
    24. Svec, Jiri & Katrak, Xerxis, 2017. "Forecasting volatility with interacting multiple models," Finance Research Letters, Elsevier, vol. 20(C), pages 245-252.
    25. 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.
    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. Daniel B. Nelson, 1994. "Asymptotic Filtering Theory for Multivariate ARCH Models," NBER Technical Working Papers 0162, National Bureau of Economic Research, Inc.
    28. 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.
    29. 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.
    30. 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.
    31. 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.
    32. Eduardo Rossi, 2010. "Univariate GARCH models: a survey (in Russian)," Quantile, Quantile, issue 8, pages 1-67, July.
    33. 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.
    34. 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.
    35. 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.
    36. 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.
    37. 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.
    38. Guillaume Coqueret & Romain Deguest, 2024. "Unexpected opportunities in misspecified predictive regressions," Post-Print hal-04595355, HAL.
    39. 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.
    40. 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.

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

    Cited by:

    1. 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.
    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. Timothy Salmon, 2004. "Evidence for Learning to Learn Behavior in Normal Form Games," Theory and Decision, Springer, vol. 56(4), pages 367-404, April.
    4. Eric Friedman, 1998. "Learnability of a class of Non-atomic Games arising on the Internet," Departmental Working Papers 199824, Rutgers University, Department of Economics.
    5. Turdaliev, Nurlan, 2002. "Calibration and Bayesian learning," Games and Economic Behavior, Elsevier, vol. 41(1), pages 103-119, October.

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    1. Dolgopolov, Arthur, 2024. "Reinforcement learning in a prisoner's dilemma," Games and Economic Behavior, Elsevier, vol. 144(C), pages 84-103.
    2. 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.
    3. Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush, 2023. "Game Connectivity and Adaptive Dynamics," Papers 2309.10609, arXiv.org, revised Oct 2024.
    4. Sebastian Bervoets & Mario Bravo & Mathieu Faure, 2020. "Learning with minimal information in continuous games," Post-Print hal-02534257, HAL.
    5. 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.
    6. Heinrich H. Nax & Maxwell N. Burton-Chellew & Stuart A. West & H. Peyton Young, 2013. "Learning in a Black Box," Working Papers hal-00817201, HAL.
    7. Friedman, Daniel & Rabanal, Jean Paul & Rud, Olga A. & Zhao, Shuchen, 2022. "On the empirical relevance of correlated equilibrium," Journal of Economic Theory, Elsevier, vol. 205(C).
    8. 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.
    9. Karl H. Schlag & Andriy Zapechelnyuk, 2009. "Decision Making in Uncertain and Changing Environments," Levine's Working Paper Archive 814577000000000259, David K. Levine.
    10. 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.
    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. 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.
    13. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    14. Germano, Fabrizio & Lugosi, Gabor, 2007. "Global Nash convergence of Foster and Young's regret testing," Games and Economic Behavior, Elsevier, vol. 60(1), pages 135-154, July.
    15. Juan I Block & Drew Fudenberg & David K Levine, 2017. "Learning Dynamics Based on Social Comparisons," Levine's Working Paper Archive 786969000000001375, David K. Levine.
    16. 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.
    17. Pradelski, Bary S.R. & Young, H. Peyton, 2012. "Learning efficient Nash equilibria in distributed systems," Games and Economic Behavior, Elsevier, vol. 75(2), pages 882-897.
    18. Jean-François Laslier & Bernard Walliser, 2011. "Stubborn Learning," PSE Working Papers hal-00609501, HAL.
    19. 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.
    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. 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.
    22. 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.
    23. 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..
    24. Pangallo, Marco & Heinrich, Torsten & Jang, Yoojin & Scott, Alex & Tarbush, Bassel & Wiese, Samuel & Mungo, Luca, 2021. "Best-Response Dynamics, Playing Sequences, And Convergence To Equilibrium In Random Games," INET Oxford Working Papers 2021-02, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    25. 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.
    26. Arieli, Itai & Babichenko, Yakov, 2012. "Average testing and Pareto efficiency," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2376-2398.
    27. Manxi Wu & Saurabh Amin & Asuman Ozdaglar, 2021. "Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability," Papers 2109.00719, arXiv.org.
    28. Marden, Jason R., 2017. "Selecting efficient correlated equilibria through distributed learning," Games and Economic Behavior, Elsevier, vol. 106(C), pages 114-133.
    29. Johannes Zschache, 2016. "Melioration Learning in Two-Person Games," PLOS ONE, Public Library of Science, vol. 11(11), pages 1-16, November.
    30. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    31. 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.
    32. 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.
    33. 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.
    34. 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.
    35. 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.
    36. 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.
    37. Burkhard Schipper, 2017. "Strategic Teaching and Learning in Games," Working Papers 232, University of California, Davis, Department of Economics.
    38. Babichenko, Yakov & Rubinstein, Aviad, 2022. "Communication complexity of approximate Nash equilibria," Games and Economic Behavior, Elsevier, vol. 134(C), pages 376-398.
    39. 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.
    40. 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).
    41. He, Zhongzhi (Lawrence), 2023. "A Gradient-based reinforcement learning model of market equilibration," Journal of Economic Dynamics and Control, Elsevier, vol. 152(C).
    42. 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.
    43. 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.
    44. 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.
    45. Heinrich Nax, 2015. "Equity dynamics in bargaining without information exchange," Journal of Evolutionary Economics, Springer, vol. 25(5), pages 1011-1026, November.
    46. 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.
    47. 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.
    48. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    49. 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.
    50. 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.
    51. 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.
    52. Jonathan Newton, 2018. "Evolutionary Game Theory: A Renaissance," Games, MDPI, vol. 9(2), pages 1-67, May.
    53. Boyuan Wei & Geert Deconinck, 2019. "Distributed Optimization in Low Voltage Distribution Networks via Broadcast Signals †," Energies, MDPI, vol. 13(1), pages 1-18, December.
    54. 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.
    55. 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.
    56. Drew Fudenberg & David K Levine, 2013. "Learning with Recency Bias," Levine's Bibliography 786969000000000846, UCLA Department of Economics.
    57. Bora Yongacoglu & Gurdal Arslan & Lacra Pavel & Serdar Yuksel, 2024. "Generalizing Better Response Paths and Weakly Acyclic Games," Papers 2403.18086, arXiv.org.
    58. 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.
    59. 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.
    60. Lim, Wooyoung & Neary, Philip R., 2016. "An experimental investigation of stochastic adjustment dynamics," Games and Economic Behavior, Elsevier, vol. 100(C), pages 208-219.

  2. 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. Menzies Gordon Douglas & Zizzo Daniel John, 2009. "Inferential Expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-27, December.
    2. 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..
    3. Schipper, Burkhard C, 2018. "Discovery and Equilibrium in Games with Unawareness," MPRA Paper 86300, University Library of Munich, Germany.
    4. 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.
    5. Levine, David K. & Modica, Salvatore, 2013. "Anti-Malthus: Conflict and the evolution of societies," Research in Economics, Elsevier, vol. 67(4), pages 289-306.
    6. Timothy N. Cason & Daniel Friedman & Ed Hopkins, 2010. "Testing the TASP: An Experimental Investigation of Learning in Games with Unstable Equilibria," Purdue University Economics Working Papers 1233, Purdue University, Department of Economics.
    7. Michel Benaim & Josef Hofbauer & Ed Hopkins, 2006. "Learning in Games with Unstable Equilibria," Levine's Bibliography 321307000000000547, UCLA Department of Economics.
    8. Norman, Thomas W.L., 2015. "Learning, hypothesis testing, and rational-expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 90(C), pages 93-105.
    9. Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
    10. 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.
    11. Subhasish M. Chowdhury & Carsten J. Crede, 2015. "Post-Cartel Tacit Collusion: Determinants, Consequences, and Prevention," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2015-01v2, Centre for Competition Policy, University of East Anglia, Norwich, UK..
    12. Sun, Lan, 2016. "Hypothesis testing equilibrium in signaling games," Center for Mathematical Economics Working Papers 557, Center for Mathematical Economics, Bielefeld University.
    13. 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).
    14. John H. Nachbar, 2005. "Beliefs in Repeated Games," Econometrica, Econometric Society, vol. 73(2), pages 459-480, March.
    15. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    16. Germano, Fabrizio & Lugosi, Gabor, 2007. "Global Nash convergence of Foster and Young's regret testing," Games and Economic Behavior, Elsevier, vol. 60(1), pages 135-154, July.
    17. Juan I Block & Drew Fudenberg & David K Levine, 2017. "Learning Dynamics Based on Social Comparisons," Levine's Working Paper Archive 786969000000001375, David K. Levine.
    18. Jim Engle-Warnick & Ed Hopkins, 2006. "A Simple Test of Learning Theory," Levine's Bibliography 321307000000000724, UCLA Department of Economics.
    19. 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.
    20. Pradelski, Bary S.R. & Young, H. Peyton, 2012. "Learning efficient Nash equilibria in distributed systems," Games and Economic Behavior, Elsevier, vol. 75(2), pages 882-897.
    21. David K Levine & Salvatore Modica, 2016. "An Evolutionary Model of Intervention and Peace," Levine's Bibliography 786969000000001391, UCLA Department of Economics.
    22. 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.
    23. 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.
    24. 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.
    25. 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..
    26. 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.
    27. Dridi, Slimane & Lehmann, Laurent, 2014. "On learning dynamics underlying the evolution of learning rules," Theoretical Population Biology, Elsevier, vol. 91(C), pages 20-36.
    28. 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.
    29. Timothy Salmon, 2004. "Evidence for Learning to Learn Behavior in Normal Form Games," Theory and Decision, Springer, vol. 56(4), pages 367-404, April.
    30. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    31. Zhou, Junya, 2023. "Costly verification and commitment in persuasion," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 1100-1142.
    32. Norman, Thomas W.L., 2022. "The possibility of Bayesian learning in repeated games," Games and Economic Behavior, Elsevier, vol. 136(C), pages 142-152.
    33. 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.
    34. Thomas Norman, 2006. "Learning to Forgive," Economics Series Working Papers 296, University of Oxford, Department of Economics.
    35. Burkhard Schipper, 2017. "Strategic Teaching and Learning in Games," Working Papers 232, University of California, Davis, Department of Economics.
    36. Jindani, Sam, 2022. "Learning efficient equilibria in repeated games," Journal of Economic Theory, Elsevier, vol. 205(C).
    37. Harrington, Joseph Jr. & Chen, Joe, 2006. "Cartel pricing dynamics with cost variability and endogenous buyer detection," International Journal of Industrial Organization, Elsevier, vol. 24(6), pages 1185-1212, November.
    38. David K. Levine & Salvatore Modica, 2012. "Conflict and the evolution of societies," Working Papers 2012-032, Federal Reserve Bank of St. Louis.
    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. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
    42. 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.
    43. David K Levine & Salvatore Modica, 2013. "Conflict, Evolution, Hegemony, and the Power of the State," Levine's Working Paper Archive 786969000000000692, David K. Levine.
    44. Babichenko, Yakov, 2012. "Completely uncoupled dynamics and Nash equilibria," Games and Economic Behavior, Elsevier, vol. 76(1), pages 1-14.
    45. 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.
    46. 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.

  3. 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.

  4. 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.
  5. 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. Drew Fudenberg & David K. Levine, 1997. "Conditional Universal Consistency," Levine's Working Paper Archive 471, David K. Levine.
    2. Andriy Zapechelnyuk, 2009. "Limit Behavior of No-regret Dynamics," Discussion Papers 21, Kyiv School of Economics.
    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. Sergiu Hart & Dean P. Foster, 2019. "Forecast-Hedging and Calibration," Discussion Paper Series dp731, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    5. Sergiu Hart & Andreu Mas-Colell, 2013. "A Simple Adaptive Procedure Leading To Correlated Equilibrium," World Scientific Book Chapters, in: Simple Adaptive Strategies From Regret-Matching to Uncoupled Dynamics, chapter 2, pages 17-46, World Scientific Publishing Co. Pte. Ltd..
    6. Karl H. Schlag & Andriy Zapechelnyuk, 2009. "Decision Making in Uncertain and Changing Environments," Levine's Working Paper Archive 814577000000000259, David K. Levine.
    7. Ehud Lehrer & Eilon Solan, 2007. "Learning to play partially-specified equilibrium," Levine's Working Paper Archive 122247000000001436, David K. Levine.
    8. Brandl, Florian & Brandt, Felix, 2024. "A natural adaptive process for collective decision-making," Theoretical Economics, Econometric Society, vol. 19(2), May.
    9. Eric Friedman & Scott Shenker, 1998. "Learning and Implementation on the Internet," Departmental Working Papers 199821, Rutgers University, Department of Economics.
    10. Omar Besbes & Alp Muharremoglu, 2013. "On Implications of Demand Censoring in the Newsvendor Problem," Management Science, INFORMS, vol. 59(6), pages 1407-1424, June.
    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. O. Gossner & N. Vieille, 2000. "Strategic Learning in Games with Symmetric Information," THEMA Working Papers 2000-27, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    13. H. Peyton Young, 2007. "The Possible and the Impossible in Multi-Agent Learning," Economics Series Working Papers 304, University of Oxford, Department of Economics.
    14. Germano, Fabrizio & Lugosi, Gabor, 2007. "Global Nash convergence of Foster and Young's regret testing," Games and Economic Behavior, Elsevier, vol. 60(1), pages 135-154, July.
    15. Du, Ye & Lehrer, Ehud, 2020. "Constrained no-regret learning," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 16-24.
    16. Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2005. "Stochastic Approximations and Differential Inclusions; Part II: Applications," Working Papers hal-00242974, HAL.
    17. 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.
    18. Andriy Zapechelnyuk, 2007. "Better-Reply Strategies with Bounded Recall," Discussion Paper Series dp449, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    19. Viossat, Yannick & Zapechelnyuk, Andriy, 2013. "No-regret dynamics and fictitious play," Journal of Economic Theory, Elsevier, vol. 148(2), pages 825-842.
    20. Daron Acemoglu & Asuman Ozdaglar, 2011. "Opinion Dynamics and Learning in Social Networks," Dynamic Games and Applications, Springer, vol. 1(1), pages 3-49, March.
    21. Rustichini, Aldo, 1999. "Minimizing Regret: The General Case," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 224-243, October.
    22. Emerson Melo, 2021. "Learning in Random Utility Models Via Online Decision Problems," Papers 2112.10993, arXiv.org, revised Aug 2022.
    23. 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.
    24. 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.
    25. Andriy Zapechelnyuk, 2008. "Better-Reply Dynamics with Bounded Recall," Discussion Papers 2, Kyiv School of Economics, revised Mar 2008.
    26. Dario Bauso & Hamidou Tembine & Tamer Başar, 2016. "Robust Mean Field Games," Dynamic Games and Applications, Springer, vol. 6(3), pages 277-303, September.
    27. 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.
    28. 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.
    29. Lehrer, Ehud & Solan, Eilon, 2009. "Approachability with bounded memory," Games and Economic Behavior, Elsevier, vol. 66(2), pages 995-1004, July.
    30. Natalie Collina & Aaron Roth & Han Shao, 2023. "Efficient Prior-Free Mechanisms for No-Regret Agents," Papers 2311.07754, arXiv.org.
    31. 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.
    32. Hofbauer, Josef & Sandholm, William H., 2009. "Stable games and their dynamics," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1665-1693.4, July.
    33. Young, H. Peyton, 2009. "Learning by trial and error," Games and Economic Behavior, Elsevier, vol. 65(2), pages 626-643, March.
    34. Drew Fudenberg & David K Levine, 2016. "Whither Game Theory?," Levine's Working Paper Archive 786969000000001307, David K. Levine.
    35. 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.
    36. Josef Hofbauer & Sylvain Sorin & Yannick Viossat, 2009. "Time Average Replicator and Best Reply Dynamics," Post-Print hal-00360767, HAL.
    37. 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.
    38. Lehrer, Ehud, 2003. "A wide range no-regret theorem," Games and Economic Behavior, Elsevier, vol. 42(1), pages 101-115, January.
    39. 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.
    40. 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.
    41. Schlag, Karl H. & Zapechelnyuk, Andriy, 2017. "Dynamic benchmark targeting," Journal of Economic Theory, Elsevier, vol. 169(C), pages 145-169.
    42. 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.
    43. Dean P Foster & Peyton Young, 2006. "Regret Testing Leads to Nash Equilibrium," Levine's Working Paper Archive 784828000000000676, David K. Levine.
    44. 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.
    45. 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.
    46. 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.
    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, 2016. "A General Internal Regret-Free Strategy," Dynamic Games and Applications, Springer, vol. 6(1), pages 112-138, March.
    49. 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.
    50. Lu, Yueliang (Jacques) & Tian, Weidong, 2023. "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    51. Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.
    52. 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.
    53. 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.
    54. 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.

  6. 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. 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.
    2. 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).
    3. 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.
    4. Bryan McCannon, 2011. "Coordination between a sophisticated and fictitious player," Journal of Economics, Springer, vol. 102(3), pages 263-273, April.
    5. 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.
    6. 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.
    7. Oliver Biggar & Iman Shames, 2025. "Preference graphs: a combinatorial tool for game theory," Papers 2502.03546, arXiv.org.
    8. Sobel, Joel, 2000. "Economists' Models of Learning," Journal of Economic Theory, Elsevier, vol. 94(2), pages 241-261, October.
    9. Berger, Ulrich, 2007. "Brown's original fictitious play," Journal of Economic Theory, Elsevier, vol. 135(1), pages 572-578, July.
    10. 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.
    11. 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.
    12. Ulrich Berger, 2004. "Some Notes on Learning in Games with Strategic Complementarities," Game Theory and Information 0409001, University Library of Munich, Germany.
    13. Ulrich Berger, 2004. "Two More Classes of Games with the Fictitious Play Property," Game Theory and Information 0408003, University Library of Munich, Germany.
    14. Ding, Zhanwen & Wang, Qiao & Cai, Chaoying & Jiang, Shumin, 2014. "Fictitious play with incomplete learning," Mathematical Social Sciences, Elsevier, vol. 67(C), pages 1-8.
    15. Berger, Ulrich, 2005. "Fictitious play in 2 x n games," Journal of Economic Theory, Elsevier, vol. 120(2), pages 139-154, February.
    16. Ulrich Berger, 2003. "Fictitious play in 2xn games," Game Theory and Information 0303009, University Library of Munich, Germany.
    17. Y.M. Ermoliev & S.D. Flam, 1997. "Learning in Potential Games," Working Papers ir97022, International Institute for Applied Systems Analysis.
    18. 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.

  7. 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.

    Cited by:

    1. 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.
    2. 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..
    3. Drew Fudenberg & David K. Levine, 1997. "Conditional Universal Consistency," Levine's Working Paper Archive 471, David K. Levine.
    4. Tom Johnston & Michael Savery & Alex Scott & Bassel Tarbush, 2023. "Game Connectivity and Adaptive Dynamics," Papers 2309.10609, arXiv.org, revised Oct 2024.
    5. Ehud Kalai & Ehud Lehrer & Rann Smorodinsky, 2010. "Calibrated Forecasting and Merging," Levine's Working Paper Archive 584, David K. Levine.
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    1. Feri, Francesco, 2007. "Stochastic stability in networks with decay," Journal of Economic Theory, Elsevier, vol. 135(1), pages 442-457, July.
    2. Antonio Cabrales, 1993. "Stochastic replicator dynamics," Economics Working Papers 54, Department of Economics and Business, Universitat Pompeu Fabra.
    3. 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.
    4. Berninghaus, Siegfried K. & Haller, Hans & Outkin, Alexander, 2005. "Neural Networks and Contagion," Sonderforschungsbereich 504 Publications 05-35, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Mari Rege, 1999. "Social Norms and Private Provision of Public Goods: Endogenous Peer Groups," Discussion Papers 257, Statistics Norway, Research Department.
    10. Francesco Feri, 2005. "Network Formation with Endogenous Decay," Working Papers 2005.35, Fondazione Eni Enrico Mattei.
    11. Jens Josephson & Karl Wärneryd, 2004. "Long-run selection and the work ethic," Economics Working Papers 774, Department of Economics and Business, Universitat Pompeu Fabra.
    12. 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.
    13. 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.
    14. Jonathan Bendor & Piotr Swistak, 1998. "Evolutionary Equilibria: Characterization Theorems and Their Implications," Theory and Decision, Springer, vol. 45(2), pages 99-159, October.
    15. H. Peyton Young, 1996. "The Economics of Convention," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 105-122, Spring.
    16. Phillip Johnson & David K Levine & Wolfgang Pesendorfer, 1998. "Evolution and Information in a Prisoner's Dilemma Game," Levine's Working Paper Archive 2138, David K. Levine.
    17. Zhang, Huanren, 2018. "Errors can increase cooperation in finite populations," Games and Economic Behavior, Elsevier, vol. 107(C), pages 203-219.
    18. 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.
    19. 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.
    20. 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.
    21. Piotr Swistak, 1992. "What Games? Why Equilibria? Which Equilibria?," Rationality and Society, , vol. 4(1), pages 103-116, January.
    22. 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.
    23. Ken Binmore & Larry Samuelson, "undated". "Evolutionary Drift and Equilibrium Selection," ELSE working papers 011, ESRC Centre on Economics Learning and Social Evolution.
    24. 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.
    25. Fudenberg, Drew & Harris, Christopher, 1992. "Evolutionary Dynamics with Aggregate Shocks," IDEI Working Papers 13, Institut d'Économie Industrielle (IDEI), Toulouse.
    26. 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.
    27. 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.
    28. Dai, Darong, 2012. "On the Existence and Stability of Pareto Optimal Endogenous Matching with Fairness," MPRA Paper 40560, University Library of Munich, Germany.
    29. Weibull, Jörgen W., 1992. "An Introduction to Evolutionary Game Theory," Working Paper Series 347, Research Institute of Industrial Economics.
    30. Ankur Tutlani & Dushyant Kumar, 2024. "Social Networks and Norms Evolution," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 1-36, July.
    31. Jung-Kyoo Choi & Jun Sok Huhh, 2021. "Behavioral Mistakes Support Cooperation in an N-Person Repeated Public Goods Game," Papers 2106.15994, arXiv.org.
    32. 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.
    33. 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.

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