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stat.ME2023
Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approach
Dan Leonte, Almut E. D. Veraart
We consider trawl processes, which are stationary and infinitely divisible stochastic processes and can describe a wide range of statistical properties, such as heavy tails and lon…
cs.GT2023
Stability of Multi-Agent Learning: Convergence in Network Games with Many Players
Aamal Hussain, Dan Leonte, Francesco Belardinelli +1
The behaviour of multi-agent learning in many player games has been shown to display complex dynamics outside of restrictive examples such as network zero-sum games. In addition, i…