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eess.SY2025
Optimal Investment under Mutual Strategy Influence among Agents
Huisheng Wang, H. Vicky Zhao
In financial markets, agents often mutually influence each other's investment strategies and adjust their strategies to align with others. However, there is limited quantitative st…
eess.SY2024
Optimal Investment under the Influence of Decision-changing Imitation
Huisheng Wang, H. Vicky Zhao
Decision-changing imitation is a prevalent phenomenon in financial markets, where investors imitate others' decision-changing rates when making their own investment decisions. In t…
eess.SY2024
Optimal Investment with Herd Behaviour Using Rational Decision Decomposition
Huisheng Wang, H. Vicky Zhao
In this paper, we study the optimal investment problem considering the herd behaviour between two agents, including one leading expert and one following agent whose decisions are i…