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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.SP2024
Message-Enhanced DeGroot Model
Huisheng Wang, Zhanjiang Chen, H. Vicky Zhao
Understanding the impact of messages on agents' opinions over social networks is important. However, to our best knowledge, there has been limited quantitative investigation into 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…