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Imperfect Common Knowledge and Learning in the Swedish Kronor Market
Common Knowledge microeconomic
2015/9/21
We use both macroeconomic and microeconomic information to test for heterogeneous information
and the presence of learning on Swedish Kronor currency market. We further test
whether our findings imp...
This presentation draws on ideas from Professor Porter's articles and books, in particular, The Competitive Advantage of Nations (The Free Press, 1990), "Building the Microeconomic Foundations of Comp...
Information Theoretic Limits on Learning Stochastic Differential Equations
drift high dimensional vector interaction coefficients
2011/3/31
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector.