Search Results - subject:"Learning process"

You learn when it hurts : evidence in the mutual fund industry

Gimeno, Ruth; Sarto, José Luis; Vicente, Luis - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-29

This paper aims to contribute to the lack of research on the learning process of mutual fund markets. The empirical …, such as the concentration and the banking control of the industry, which may affect the learning process. Our main … in the percentage of important trading errors over time, thereby providing evidence of the global learning process of the …

Persistent link: https://www.econbiz.de/10012814154

Dynamically adjusting the k-values of the ATCS rule in a flexible flow shop scenario with reinforcement learning

Heger, Jens; Voss, Thomas - In: International journal of production research 61 (2023) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10013530875

An individual evolutionary learning model meets Cournot

Arifovic, Jasmina; Diao, Liang; Hanaki, Nobuyuki - 2023

In this paper, we extend the individual evolutionary learning model by incorporating other-regarding considerations and apply the model to some Cournot games. Using the model fitted to the experimental data of a repeated 3-player Cournot game (with nonlinear cost and demand functions), we...

Persistent link: https://www.econbiz.de/10013482432

LocalGLMnet : interpretable deep learning for tabular data

Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 71-95

Persistent link: https://www.econbiz.de/10013491052

DSGE model forecasting : rational expectations vs. adaptive learning

Warne, Anders - 2023

This paper compares within-sample and out-of-sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets and Wouters model is the chosen laboratory using quarterly real-time euro area data vintages, covering 2001Q1-2019Q4. The adaptive learning model...

Persistent link: https://www.econbiz.de/10013492913

Strategic choice of price-setting algorithms

Buchali, Katrin; Grüb, Jens; Muijs, Matthias; … - 2023

Recent experimental simulations have shown that autonomous pricing algorithms are able to learn collusive behavior and thus charge supra-competitive prices without being explicitly programmed to do so. These simulations assume, however, that both firms employ the identical price-setting...

Persistent link: https://www.econbiz.de/10013534374